Artículos de revistas sobre el tema "Economial model- Stock market"
Crea una cita precisa en los estilos APA, MLA, Chicago, Harvard y otros
Consulte los 50 mejores artículos de revistas para su investigación sobre el tema "Economial model- Stock market".
Junto a cada fuente en la lista de referencias hay un botón "Agregar a la bibliografía". Pulsa este botón, y generaremos automáticamente la referencia bibliográfica para la obra elegida en el estilo de cita que necesites: APA, MLA, Harvard, Vancouver, Chicago, etc.
También puede descargar el texto completo de la publicación académica en formato pdf y leer en línea su resumen siempre que esté disponible en los metadatos.
Explore artículos de revistas sobre una amplia variedad de disciplinas y organice su bibliografía correctamente.
Zevallos, Mauricio y Carlos del Carpio. "Metal Returns, Stock Returns and Stock Market Volatility". Economia 38, n.º 75 (1 de agosto de 2015): 101–22. http://dx.doi.org/10.18800/economia.201501.003.
Texto completoShkolnyk, Inna, Serhiy Frolov, Volodymyr Orlov, Viktoriia Dziuba y Yevgen Balatskyi. "Influence of world stock markets on the development of the stock market in Ukraine". Investment Management and Financial Innovations 18, n.º 4 (24 de noviembre de 2021): 223–40. http://dx.doi.org/10.21511/imfi.18(4).2021.20.
Texto completoChi, Wei, Robert Brooks, Emawtee Bissoondoyal-Bheenick y Xueli Tang. "Classifying Chinese bull and bear markets: indices and individual stocks". Studies in Economics and Finance 33, n.º 4 (3 de octubre de 2016): 509–31. http://dx.doi.org/10.1108/sef-01-2015-0036.
Texto completoFu, Maggie Mei-Zhi, Kokkiang Tan, Ahmad Nadzri Rose y Banafsheh Samadi. "Spillover Effect of Chinese Export on New ASEAN-5 Stock Markets using Markov Regime Switching Model". International Journal of Advanced Business Studies 2, n.º 1 (1 de marzo de 2023): 53–64. http://dx.doi.org/10.59857/raod1747.
Texto completoKarolyi, G. Andrew y Ying Wu. "A New Partial-Segmentation Approach to Modeling International Stock Returns". Journal of Financial and Quantitative Analysis 53, n.º 2 (19 de marzo de 2018): 507–46. http://dx.doi.org/10.1017/s0022109017001016.
Texto completoHan, Shi-Zhuan, Li Zhang, Guang-Yu Han y Lei Wang. "The Three-factor Model and China’s Multiple Stock Markets". Journal of International Commerce, Economics and Policy 10, n.º 03 (octubre de 2019): 1950016. http://dx.doi.org/10.1142/s1793993319500169.
Texto completoOlotu, Samuel Ibukun. "A multivariate LSTM-based deep learning model for stock market prediction". Applied and Computational Engineering 2, n.º 1 (22 de marzo de 2023): 965–73. http://dx.doi.org/10.54254/2755-2721/2/20220602.
Texto completoBaumöhl, Eduard, Mária Farkašovská y Tomáš Výrost. "Stock Market Integration: DCC MV-GARCH Model". Politická ekonomie 58, n.º 4 (1 de agosto de 2010): 488–503. http://dx.doi.org/10.18267/j.polek.743.
Texto completoMoolman, E. y C. Du Toit. "An econometric model of the South African stock market". South African Journal of Economic and Management Sciences 8, n.º 1 (13 de enero de 2015): 77–91. http://dx.doi.org/10.4102/sajems.v8i1.1285.
Texto completoFatima, Nudrat, Muhammad Waqas, Rameez Hassan, Ahmad Fraz y Muhammad Arif. "Cash to Price Ratio & Stock Returns: Evidence from Emerging Markets". International Journal of Economics and Finance 9, n.º 11 (23 de octubre de 2017): 153. http://dx.doi.org/10.5539/ijef.v9n11p153.
Texto completo(Pal), Suparna Nandy y Arup Kr Chattopadhyay. "‘Indian Stock Market Volatility’: A Study of Inter-linkages and Spillover Effects". Journal of Emerging Market Finance 18, n.º 2_suppl (21 de junio de 2019): S183—S212. http://dx.doi.org/10.1177/0972652719846321.
Texto completoJarrett, Jeffrey E. y Janne Schilling. "DAILY VARIATION AND PREDICTING STOCK MARKET RETURNS FOR THE FRANKFURTER BÖRSE (STOCK MARKET)". Journal of Business Economics and Management 9, n.º 3 (30 de septiembre de 2008): 189–98. http://dx.doi.org/10.3846/1611-1699.2008.9.189-198.
Texto completoZeng, Hongjun y Ran Lu. "High-frequency volatility connectedness and time-frequency correlation among Chinese stock and major commodity markets around COVID-19". Investment Management and Financial Innovations 19, n.º 2 (23 de junio de 2022): 260–73. http://dx.doi.org/10.21511/imfi.19(2).2022.23.
Texto completoWatanapalachaikul, Sethapong y Sardar M. N. Islam. "Rational Speculative Bubbles in the Thai Stock Market: Econometric Tests and Implications". Review of Pacific Basin Financial Markets and Policies 10, n.º 01 (marzo de 2007): 1–13. http://dx.doi.org/10.1142/s0219091507000921.
Texto completoGaytan, Jesus Cuauhtemoc Tellez, Aqila Rafiuddin, Gyanendra Singh Sisodia, Gouher Ahmed y CH Paramaiah. "Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis". International Journal of Energy Economics and Policy 13, n.º 1 (22 de enero de 2023): 529–43. http://dx.doi.org/10.32479/ijeep.13761.
Texto completoEFUNTADE, Olubunmi Omotayo y Alani Olusegun, FCIB, ACA EFUNTADE. "Assessing Literatures on the Dependence of Stock Market Development on Upstream Oil Royalty Revenue and Systematic Risk Factors: Highlighting the Relevance of Dutch Disease Theory and Capital Asset Pricing Model". INTERNATIONAL JOURNAL OF SOCIAL SCIENCES AND MANAGEMENT RESEARCH 8, n.º 3 (5 de octubre de 2022): 1–30. http://dx.doi.org/10.56201/ijssmr.v8.no3.2022.pg1.30.
Texto completoKoldanov, A. P., P. A. Koldanov y D. P. Semenov. "Confidence set for connected stocks of stock market". Journal of the New Economic Association 50, n.º 2 (2021): 12–34. http://dx.doi.org/10.31737/2221-2264-2021-50-2-1.
Texto completoBundala, Ntogwa N. "Homo-Hetero Pairing Regression Model: An Econometric Predictive Model of Homo Paired Data". International Journal of Finance Research 3, n.º 2 (31 de julio de 2022): 147–86. http://dx.doi.org/10.47747/ijfr.v3i2.792.
Texto completoLai Cao Mai, Phuong. "Corruption and stock market development in EAP countries". Investment Management and Financial Innovations 17, n.º 2 (1 de julio de 2020): 266–76. http://dx.doi.org/10.21511/imfi.17(2).2020.21.
Texto completoPanda, Ajaya Kumar y Swagatika Nanda. "Time-varying synchronization and dynamic conditional correlation among the stock market returns of leading South American economies". International Journal of Managerial Finance 14, n.º 2 (3 de abril de 2018): 245–62. http://dx.doi.org/10.1108/ijmf-11-2016-0206.
Texto completoWang, Kuan-Min y Hung-Cheng Lai. "Which global stock indices trigger stronger contagion risk in the Vietnamese stock market? Evidence using a bivariate analysis". Panoeconomicus 60, n.º 4 (2013): 473–97. http://dx.doi.org/10.2298/pan1304473w.
Texto completoAlmasarweh, Mohammad y S. AL Wadi. "ARIMA Model in Predicting Banking Stock Market Data". Modern Applied Science 12, n.º 11 (29 de octubre de 2018): 309. http://dx.doi.org/10.5539/mas.v12n11p309.
Texto completoBekiros, Stelios D. "A neurofuzzy model for stock market trading". Applied Economics Letters 14, n.º 1 (20 de enero de 2007): 53–57. http://dx.doi.org/10.1080/13504850500425717.
Texto completoBijoy, Kumar. "Stock and Currency Market Linkages: An Empirical Analysis from Emerging Economies". International Journal of Professional Business Review 8, n.º 8 (9 de agosto de 2023): e03357. http://dx.doi.org/10.26668/businessreview/2023.v8i8.3357.
Texto completoLi, Lili, Shan Leng, Jun Yang y Mei Yu. "Stock Market Autoregressive Dynamics: A Multinational Comparative Study with Quantile Regression". Mathematical Problems in Engineering 2016 (2016): 1–15. http://dx.doi.org/10.1155/2016/1285768.
Texto completoYang, Menglong, Qiang Zhang, Adan Yi y Peng Peng. "Geopolitical Risk and Stock Market Volatility in Emerging Economies: Evidence from GARCH-MIDAS Model". Discrete Dynamics in Nature and Society 2021 (23 de septiembre de 2021): 1–17. http://dx.doi.org/10.1155/2021/1159358.
Texto completoSu, Ziyi, Chenyu Xu y Yutong Zheng. "Optimal Investment Portfolio under Different Models with Various Constraints Especially Considers COVID-19 Period". BCP Business & Management 16 (26 de diciembre de 2021): 214–22. http://dx.doi.org/10.54691/bcpbm.v16i.305.
Texto completoTeodorovic, Natasa. "Liquidity, price impact and trade informativeness: Evidence from the London stock exchange". Ekonomski anali 56, n.º 188 (2011): 91–123. http://dx.doi.org/10.2298/eka1188091t.
Texto completoRen, Zhiyuan. "What might happen to the global stock market after Brexit?" Studies in Economics and Finance 39, n.º 2 (3 de febrero de 2022): 177–92. http://dx.doi.org/10.1108/sef-09-2020-0392.
Texto completoTAJ EL-DIN, SEIF EL-DIN. "Towards an Islamic Model of Stock Market". Journal of King Abdulaziz University-Islamic Economics 14, n.º 1 (2002): 3–29. http://dx.doi.org/10.4197/islec.14-1.1.
Texto completoTchereni, Betchani y Songezo Mpini. "Monetary policy shocks and stock market volatility in emerging markets". Risk Governance and Control: Financial Markets and Institutions 10, n.º 3 (2020): 50–61. http://dx.doi.org/10.22495/rgcv10i3p4.
Texto completoSalisu, Afees A., Rangan Gupta y Riza Demirer. "Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model". Journal of Risk and Financial Management 15, n.º 8 (9 de agosto de 2022): 355. http://dx.doi.org/10.3390/jrfm15080355.
Texto completoGuo, Hui. "Limited Stock Market Participation and Asset Prices in a Dynamic Economy". Journal of Financial and Quantitative Analysis 39, n.º 3 (septiembre de 2004): 495–516. http://dx.doi.org/10.1017/s0022109000004002.
Texto completoAhmad, Wasim y Sanjay Sehgal. "Regime shifts and volatility in BRIICKS stock markets: an asset allocation perspective". International Journal of Emerging Markets 10, n.º 3 (20 de julio de 2015): 383–408. http://dx.doi.org/10.1108/ijoem-02-2013-0022.
Texto completoSanti Singagerda, Faurani, Linda Septarina y Anuar Sanusi. "The volatility model of the ASEAN Stock Indexes". Investment Management and Financial Innovations 16, n.º 1 (18 de marzo de 2019): 226–38. http://dx.doi.org/10.21511/imfi.16(1).2019.18.
Texto completoJi, Xiuping, Sujuan Wang, Honggen Xiao, Naipeng Bu y Xiaonan Lin. "Contagion Effect of Financial Markets in Crisis: An Analysis Based on the DCC–MGARCH Model". Mathematics 10, n.º 11 (25 de mayo de 2022): 1819. http://dx.doi.org/10.3390/math10111819.
Texto completoGokcan, Suleyman. "Dynamic model of stock market integration between emerging and developed markets". International Advances in Economic Research 3, n.º 3 (agosto de 1997): 330. http://dx.doi.org/10.1007/bf02294931.
Texto completoAudrino, Francesco, Robert Fernholz y Roberto G. Ferretti. "A Forecasting Model for Stock Market Diversity". Annals of Finance 3, n.º 2 (10 de junio de 2006): 213–40. http://dx.doi.org/10.1007/s10436-006-0046-y.
Texto completoAmini, Sasan, Mohammad Nazaripour y Mohamad Karimi Poya. "Review of Accounting and Economic Standards in Predicting Stock Returns in Tehran Stock Exchange". International Letters of Social and Humanistic Sciences 40 (septiembre de 2014): 82–94. http://dx.doi.org/10.18052/www.scipress.com/ilshs.40.82.
Texto completoGay, Robert D. "Effect Of Macroeconomic Variables On Stock Market Returns For Four Emerging Economies: Brazil, Russia, India, And China". International Business & Economics Research Journal (IBER) 15, n.º 3 (2 de mayo de 2016): 119–26. http://dx.doi.org/10.19030/iber.v15i3.9676.
Texto completoNisha, Nabila. "Stock Market and Macroeconomic Behavior". International Journal of Applied Behavioral Economics 5, n.º 2 (abril de 2016): 12–30. http://dx.doi.org/10.4018/ijabe.2016040102.
Texto completoPruchnicka-Grabias, Izabela. "Interdependence between WTI Crude Oil Prices and the US Equity Market". International Journal of Energy Economics and Policy 12, n.º 2 (20 de marzo de 2022): 226–32. http://dx.doi.org/10.32479/ijeep.12675.
Texto completoLin, Shu-Shian. "INVESTIGATION OF FORECASTED RISK INTERRELATIONSHIP: BASE ON GARCH MODEL, CAUSALITY IN CHINA MARKETS". Journal of Business Economics and Management 15, n.º 5 (27 de noviembre de 2014): 853–61. http://dx.doi.org/10.3846/16111699.2013.839474.
Texto completoYoussef, Manel y Khaled Mokni. "Do Crude Oil Prices Drive the Relationship between Stock Markets of Oil-Importing and Oil-Exporting Countries?" Economies 7, n.º 3 (10 de julio de 2019): 70. http://dx.doi.org/10.3390/economies7030070.
Texto completoG.C., Surya Bahadur. "Volatility Analysis of Nepalese Stock Market". Journal of Nepalese Business Studies 5, n.º 1 (26 de julio de 2009): 76–84. http://dx.doi.org/10.3126/jnbs.v5i1.2085.
Texto completoNguyen, Canh Phuc, Thanh Dinh Su, Udomsak Wongchoti y Christophe Schinckus. "The spillover effects of economic policy uncertainty on financial markets: a time-varying analysis". Studies in Economics and Finance 37, n.º 3 (12 de junio de 2020): 513–43. http://dx.doi.org/10.1108/sef-07-2019-0262.
Texto completoGULKO, LES. "THE ENTROPY THEORY OF STOCK OPTION PRICING". International Journal of Theoretical and Applied Finance 02, n.º 03 (julio de 1999): 331–55. http://dx.doi.org/10.1142/s0219024999000182.
Texto completoYuvaraj, K., Dr J. Sreerambabu y S. Kalidasan. "Trading View API and Prediction Using Deep Learning". International Journal for Research in Applied Science and Engineering Technology 10, n.º 8 (31 de agosto de 2022): 978–81. http://dx.doi.org/10.22214/ijraset.2022.46313.
Texto completoHua, Chang-I. "International Real Estate Review". International Real Estate Review 20, n.º 4 (31 de diciembre de 2017): 397–416. http://dx.doi.org/10.53383/100248.
Texto completoHadi Utomo, Sugeng, Dwi Wulandari, Bagus Shandy Narmaditya, Puji Handayati y Suryati Ishak. "Macroeconomic factors and LQ45 stock price index: evidence from Indonesia". Investment Management and Financial Innovations 16, n.º 3 (2 de octubre de 2019): 251–59. http://dx.doi.org/10.21511/imfi.16(3).2019.23.
Texto completo