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Intraday seasonality and volatility pattern : an explanation with recurrence quantification analysis
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- Journal Article
- A1
- open access
Impact of trading hours extensions on foreign exchange volatility : intraday evidence from the Moscow exchange
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Manipulation in the bond market and the role of investment funds : evidence from an emerging market
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Exchange rate exposure for exporting and domestic firms in central and Eastern Europe
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- Journal Article
- A1
- open access
SENTiVENT : enabling supervised information extraction of company-specific events in economic and financial news
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Encompassing measures of international consumption risk sharing and their link with trade and financial globalization
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- Journal Article
- A1
- open access
Inhibitory activity of essential oils against Vibrio campbellii and Vibrio parahaemolyticus
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Option implied moments obtained through fuzzy regression
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- Journal Article
- A2
- open access
Pricing of commodity derivatives on processes with memory
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Macro-financial regimes and performance of Shariah-compliant equity portfolios
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- Journal Article
- A1
- open access
Markov-switching GARCH models in R : the MSGARCH package
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- Journal Article
- A1
- open access
Systemic risk in the US : interconnectedness as a circuit breaker
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- Journal Article
- A1
- open access
An RBF-FD method for pricing American options under jump-diffusion models
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Forecasting risk with Markov-switching GARCH models : a large-scale performance study
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- Journal Article
- A1
- open access
High-molecular-weight esters in α-pinene ozonolysis secondary organic aerosol : structural characterization and mechanistic proposal for their formation from highly oxygenated molecules