Zobrazeno 1 - 10
of 19
pro vyhledávání: '"Juan E. Trinidad Segovia"'
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:
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:
Mathematics, Vol 9, Iss 23, p 3018 (2021)
The advancement in fintech technological development in emerging countries has accelerated the role of digital finance in economic development. Digital finance assists in financial inclusion; however, it may also increase the chances of financial ins
Externí odkaz:
https://doaj.org/article/43e7ed4d8fe040c3b6644b9b188300b7
Autor:
Venelina Nikolova, Juan E. Trinidad Segovia, Manuel Fernández-Martínez, Miguel Angel Sánchez-Granero
Publikováno v:
Mathematics, Vol 8, Iss 8, p 1216 (2020)
One of the main characteristics of cryptocurrencies is the high volatility of their exchange rates. In a previous work, the authors found that a process with volatility clusters displays a volatility series with a high Hurst exponent. In this paper,
Externí odkaz:
https://doaj.org/article/8e7245014dbd4cdeab918ac093c251d2
Publikováno v:
Finanse i Prawo Finansowe. 1:7-31
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://explore.openaire.eu/search/publication?articleId=doi_dedup___::d1deac8e9c2a990986462fadc5ebae4a
https://doi.org/10.18778/2391-6478.1.37.01
https://doi.org/10.18778/2391-6478.1.37.01
Publikováno v:
Financial Innovation. 8
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 how to u
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5498cada9bdfc85a010f38d8d9287af2
https://doi.org/10.1186/s40854-022-00394-x
https://doi.org/10.1186/s40854-022-00394-x
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://explore.openaire.eu/search/publication?articleId=doi_dedup___::93a0a8c43c23667600166b47e91af0fa
http://hdl.handle.net/11573/1623350
http://hdl.handle.net/11573/1623350
Autor:
Antonio M. Puertas, Joaquim Clara-Rahola, Miguel A. Sánchez-Granero, F. Javier de las Nieves, Juan E. Trinidad-Segovia
Publikováno v:
Finance Research Letters. 51:103455
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1e98062a33ebc87f4d5b3a0a89998fb9
https://doi.org/10.1016/j.frl.2022.103455
https://doi.org/10.1016/j.frl.2022.103455