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Theophilos Papadimitriou, Periklis Gogas and Athanasios Fotios Athanasiou
This study aims to forecast extreme fluctuations of Bitcoin returns. Bitcoin is the first decentralized and the largest, in terms of capitalization, cryptocurrency. A well-timed and precise forecast of extreme changes in Bitcoin returns is key to market ...
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Dohyoung Kwon
This study developed an investment framework to implement dynamic factor rotation strategies according to changes in economic conditions. I constructed a useful macro indicator that tracked real-time business cycles of the US economy and applied a trend-...
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Shari De Baets, Dilek Önkal and Wasim Ahmed
Many people do not possess the necessary savings to deal with unexpected financial events. People?s biases play a significant role in their ability to forecast future financial shocks: they are typically overoptimistic, present-oriented, and generally un...
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Rusdi Rusdi,Harianto Harianto,Sri Hartoyo,Tanti Novianti
Pág. 64 - 71
Coconut farmers are always faced with risks, including the risk of production and price risk. This production risk causes the productivity of the head to decline. In addition, the price risk faced by farmers will also have an impact on the income receive...
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Mai Ahmed Abdelzaher
Pág. 18 - 25
This article aims is to verify if the Egyptian stock market has information efficiency (market efficiency assumptions) by studying the presence of time series properties for daily stock returns between 2005 and 2015. Parametric and non-parametric tests a...
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