Zobrazeno 1 - 10
of 78
pro vyhledávání: '"E. Trinidad"'
Autor:
Felipe S Abril-Bermúdez, Juan E Trinidad-Segovia, Miguel A Sánchez-Granero, Carlos J Quimbay-Herrera
Publikováno v:
PLoS ONE, Vol 19, Iss 6, p e0303252 (2024)
Multifractality is a concept that extends locally the usual ideas of fractality in a system. Nevertheless, the multifractal approaches used lack a multifractal dimension tied to an entropy index like the Shannon index. This paper introduces a general
Externí odkaz:
https://doaj.org/article/4f341cfd0d394f2b846ee57b6e015a4c
Publikováno v:
Finanse i Prawo Finansowe, Vol 1, Iss 37, Pp 7-31 (2023)
The purpose of the article/hypothesis: The purpose of the article is to analyse the relationship between stock prices of selected companies and COVID-19 cases in those countries where the tourism and banking sectors have a high share of national inco
Externí odkaz:
https://doaj.org/article/9656c842cb0f46e784e31cf48f1e4b00
Publikováno v:
Humanities & Social Sciences Communications, Vol 10, Iss 1, Pp 1-11 (2023)
Abstract This study intends to examine the impact of current health expenditure, domestic government health expenditure, government education expenditure, social protection, population growth, and foreign direct investment (FDI) on human capital form
Externí odkaz:
https://doaj.org/article/43571f6392c5497e984f281291f2632c
Publikováno v:
Heliyon, Vol 9, Iss 8, Pp e19022- (2023)
This study aims to identify the underlying causes of variation in the time series and cross-sectional equity style returns in the emerging stock market of Pakistan. We use asset pricing models and incorporate variables reflecting business cycle fluct
Externí odkaz:
https://doaj.org/article/791c56511e3448858befde96b6359f33
Publikováno v:
Humanities & Social Sciences Communications, Vol 9, Iss 1, Pp 1-14 (2022)
Abstract Discussion about the effect of constraints in portfolio selection is a popular topic in finance. In this paper, we test the portfolio performance under the existence of regulatory constraints. This paper tries to provide evidence of whether
Externí odkaz:
https://doaj.org/article/9a6ddd6c132848a1b6afb29277547e33
Publikováno v:
Financial Innovation, Vol 8, Iss 1, Pp 1-21 (2022)
Abstract This research aims to improve the efficiency in estimating the Hurst exponent in financial time series. A new procedure is developed based on equality in distribution and is applicable to the estimation methods of the Hurst exponent. We show
Externí odkaz:
https://doaj.org/article/95dac2e0a1b04ea69bedfedc4c58d0fb
Autor:
J. S. Berame, M. B. Hojilla, E. Trinidad, N. L. Lawsin, J. A. Orozco, I. J. Arevalo and Zeba F. Alam
Publikováno v:
Nature Environment and Pollution Technology, Vol 20, Iss 4, Pp 1545-1553 (2021)
The Philippines, like many other Asian countries, is struggling to combat the current widespread aquatic pollution levels caused by anthropogenic activities. Environmental biomonitoring is an efficient tool to detect and monitor the fluctuating toxic
Externí odkaz:
https://doaj.org/article/11a63d47e75b436aa912f9d79da88aa0
Autor:
Antonio M. Puertas, Juan E. Trinidad-Segovia, Miguel A. Sánchez-Granero, Joaquim Clara-Rahora, F. Javier de las Nieves
Publikováno v:
Scientific Reports, Vol 11, Iss 1, Pp 1-8 (2021)
Abstract Linear response theory relates the response of a system to a weak external force with its dynamics in equilibrium, subjected to fluctuations. Here, this framework is applied to financial markets; in particular we study the dynamics of a set
Externí odkaz:
https://doaj.org/article/35bf57bf4d4342cd9be30c20cb3d4ba7
Publikováno v:
Complexity, Vol 2022 (2022)
Agent-based models are computational approaches used to reproduce the interactions between economic agents. These models are widely applied in many contexts to get deeper understanding about agents’ behaviors within complex systems. In this paper,
Externí odkaz:
https://doaj.org/article/c1341f0b3418494b8955764eed9d1e9e
Publikováno v:
Complexity, Vol 2022 (2022)
Market inefficiency is a latent concept, and it is difficult to be measured by means of a single indicator. In this paper, following both the adaptive market hypothesis (AMH) and the fractal market hypothesis (FMH), we develop a new time-varying meas
Externí odkaz:
https://doaj.org/article/3b75304de73a4cabb4ba9fe7b10b8a06