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Artykuły w czasopismach na temat "Stocks - Prices - Econometric models"
Akbulaev, Nurkhodzha, Basti Aliyeva i Shehla Rzayeva. "Analysis of the Influence of the Price of Raw Oil and Natural Gas on the Prices of Indices and Shares of the Turkish Stock Exchange". Pénzügyi Szemle = Public Finance Quarterly 66, nr 1 (2021): 151–66. http://dx.doi.org/10.35551/pfq_2021_1_8.
Pełny tekst źródłaZhu, Rong, Zuo Quan Zhang, Xiao Yue Li, Xuan Wu i Su Zhang. "The Study on the Plasticity Theoretical Models of the Volatility of Stock Prices". Advanced Materials Research 518-523 (maj 2012): 5963–67. http://dx.doi.org/10.4028/www.scientific.net/amr.518-523.5963.
Pełny tekst źródłaNautiyal, Neeraj, i P. C. Kavidayal. "Analysis of Institutional Factors Affecting Share Prices: The Case of National Stock Exchange". Global Business Review 19, nr 3 (14.03.2018): 707–21. http://dx.doi.org/10.1177/0972150917713865.
Pełny tekst źródłaShi, Chao, i Xiaosheng Zhuang. "A Study Concerning Soft Computing Approaches for Stock Price Forecasting". Axioms 8, nr 4 (18.10.2019): 116. http://dx.doi.org/10.3390/axioms8040116.
Pełny tekst źródłaOlena Nikolaieva, Anzhela Petrova i Rostyslav Lutsenko. "FORECASTING OF THE STOCK RATE OF LEADING WORLD COMPANIES USING ECONOMETRIC METHODS AND DCF ANALYSIS". International Journal of Innovative Technologies in Economy, nr 2(29) (31.05.2020): 33–41. http://dx.doi.org/10.31435/rsglobal_ijite/31052020/7067.
Pełny tekst źródłaPeñalvo, Francisco José García, Tamanna Maan, Sunil K. Singh, Sudhakar Kumar, Varsha Arya, Kwok Tai Chui i Gaurav Pratap Singh. "Sustainable Stock Market Prediction Framework Using Machine Learning Models". International Journal of Software Science and Computational Intelligence 14, nr 1 (1.01.2022): 1–15. http://dx.doi.org/10.4018/ijssci.313593.
Pełny tekst źródłaMISSAOUI, Sahbi, i Nizar RAISSI. "Underpricing Process of IPOs in Tunis Stock Exchange: An Agent-Based Modelling Approach". Accounting and Finance Research 10, nr 2 (7.04.2021): 1. http://dx.doi.org/10.5430/afr.v10n2p1.
Pełny tekst źródłaMajewski, Sebastian, Waldemar Tarczynski i Malgorzata Tarczynska-Luniewska. "Measuring investors’ emotions using econometric models of trading volume of stock exchange indexes". Investment Management and Financial Innovations 17, nr 3 (30.09.2020): 281–91. http://dx.doi.org/10.21511/imfi.17(3).2020.21.
Pełny tekst źródłaEKSTRÖM, ERIK, i JOHAN TYSK. "OPTIONS WRITTEN ON STOCKS WITH KNOWN DIVIDENDS". International Journal of Theoretical and Applied Finance 07, nr 07 (listopad 2004): 901–7. http://dx.doi.org/10.1142/s0219024904002694.
Pełny tekst źródłaKhoa, Bui Thanh, i Tran Trong Huynh. "Forecasting stock price movement direction by machine learning algorithm". International Journal of Electrical and Computer Engineering (IJECE) 12, nr 6 (1.12.2022): 6625. http://dx.doi.org/10.11591/ijece.v12i6.pp6625-6634.
Pełny tekst źródłaRozprawy doktorskie na temat "Stocks - Prices - Econometric models"
Oliveira, Lima Jorge Claudio Cavalcante de. "Fractional integration and long memory models of stock price volatility : the evidence of the emerging markets". Thesis, McGill University, 2002. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=38164.
Pełny tekst źródłaOther possible explanations for the occurrence of long term persistence are also pursued such as the Regime Switching modelisation proposed first by Hamilton and Susnel (1994) with the SWARCH approach. Results show that this approach can bring another possible explanation for persistence, specially in economies like Brazil that, have very different regimes for the period covered in this study.
Magliolo, Jacques. "The relevance and fairness of the JSE ALTX PRE-IPO share pricing methodologies". Thesis, Nelson Mandela Metropolitan University, 2012. http://hdl.handle.net/10948/d1018652.
Pełny tekst źródłaMilunovich, George Economics Australian School of Business UNSW. "Modelling and valuing multivariate interdependencies in financial time series". Awarded by:University of New South Wales. School of Economics, 2006. http://handle.unsw.edu.au/1959.4/25162.
Pełny tekst źródłaYang, Wenling. "M-GARCH Hedge Ratios And Hedging Effectiveness In Australian Futures Markets". Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2000. https://ro.ecu.edu.au/theses/1530.
Pełny tekst źródłaFodor, Bryan D. "The effect of macroeconomic variables on the pricing of common stock under trending market conditions". Thesis, Department of Business Administration, University of New Brunswick, 2003. http://hdl.handle.net/1882/49.
Pełny tekst źródłaTypescript. Bibliography: leaves 83-84. Also available online through University of New Brunswick, UNB Electronic Theses & Dissertations.
Eadie, Edward Norman. "Small resource stock share price behaviour and prediction". Title page, contents and abstract only, 2002. http://web4.library.adelaide.edu.au/theses/09CM/09cme11.pdf.
Pełny tekst źródłaKing, Daniel Jonathan. "Modelling stock return volatility dynamics in selected African markets". Thesis, Rhodes University, 2013. http://hdl.handle.net/10962/d1006452.
Pełny tekst źródłaMnjama, Gladys Susan. "Exchange rate pass-through to domestic prices in Kenya". Thesis, Rhodes University, 2011. http://hdl.handle.net/10962/d1002709.
Pełny tekst źródłaHumpe, Andreas. "Macroeconomic variables and the stock market : an empirical comparison of the US and Japan". Thesis, St Andrews, 2008. http://hdl.handle.net/10023/464.
Pełny tekst źródłaClayton, Maya. "Econometric forecasting of financial assets using non-linear smooth transition autoregressive models". Thesis, University of St Andrews, 2011. http://hdl.handle.net/10023/1898.
Pełny tekst źródłaKsiążki na temat "Stocks - Prices - Econometric models"
Lo, Andrew W. Econometric models of limit-order executions. Cambridge, MA: National Bureau of Economic Research, 1997.
Znajdź pełny tekst źródłaKelly, Morgan. Do noise traders influence stock prices? Dublin: University College Dublin, Department of Economics, 1996.
Znajdź pełny tekst źródłaCampbell, John Y. Inflation illusion and stock prices. Cambridge, MA: National Bureau of Economic Research, 2004.
Znajdź pełny tekst źródłaAsquith, Paul. Short interest and stock returns. Cambridge, MA: National Bureau of Economic Research, 2004.
Znajdź pełny tekst źródłaGrinblatt, Mark. What do we really know about the cross-sectional relation between past and expected returns? Cambridge, MA: National Bureau of Economic Research, 2002.
Znajdź pełny tekst źródłaMajnoni, Giovanni. Share prices and trading volume: Indications of stock exchange efficiency. Roma: Banca d'Italia, 1996.
Znajdź pełny tekst źródłaGuidolin, Massimo. Size and value anomalies under regime shifts. [St. Louis, Mo.]: Federal Reserve Bank of St. Louis, 2005.
Znajdź pełny tekst źródłaWeil, Philippe. On the possibility of price decreasing bubbles. Cambridge, MA: National Bureau of Economic Research, 1989.
Znajdź pełny tekst źródłaGrinblatt, Mark. The disposition effect and momentum. Cambridge, MA: National Bureau of Economic Research, 2002.
Znajdź pełny tekst źródłaGhysels, Eric. There is a risk-return tradeoff after all. Cambridge, MA: National Bureau of Economic Research, 2004.
Znajdź pełny tekst źródłaCzęści książek na temat "Stocks - Prices - Econometric models"
Lowry, Mark Newton. "Futures prices and hidden stocks of refined oil products". W International Commodity Market Models, 263–73. Dordrecht: Springer Netherlands, 1991. http://dx.doi.org/10.1007/978-94-011-3084-4_14.
Pełny tekst źródłaRakpho, Pichayakone, Woraphon Yamaka i Songsak Sriboonchitta. "Markov Switching Quantile Model Unknown tau Energy Stocks Price Index Thailand". W Structural Changes and their Econometric Modeling, 488–96. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-04263-9_38.
Pełny tekst źródłaThongon, Arjaree, Songsak Sriboonchitta i Yongyut Laosiritaworn. "Effect of Markets Temperature on Stock-Price: Monte Carlo Simulation on Spin Model". W Modeling Dependence in Econometrics, 445–53. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-03395-2_28.
Pełny tekst źródłaTran, Hien D., Son P. Nguyen, Hoa T. Le i Uyen H. Pham. "An Alternative to p-Values in Hypothesis Testing with Applications in Model Selection of Stock Price Data". W Robustness in Econometrics, 305–19. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-50742-2_18.
Pełny tekst źródłaHuy, Dinh Tran Ngoc, Vo Kim Nhan, Nguyen Thi Ngoc Bich, Nguyen Thi Phuong Hong, Nham Thanh Chung i Pham Quang Huy. "Impacts of Internal and External Macroeconomic Factors on Firm Stock Price in an Expansion Econometric model—A Case in Vietnam Real Estate Industry". W Data Science for Financial Econometrics, 189–205. Cham: Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-48853-6_14.
Pełny tekst źródłaMokhtarzadeh, Fatemeh. "A global vector autoregression model for softwood lumber trade." W International trade in forest products: lumber trade disputes, models and examples, 174–93. Wallingford: CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0008.
Pełny tekst źródłaMokhtarzadeh, Fatemeh. "A global vector autoregression model for softwood lumber trade." W International trade in forest products: lumber trade disputes, models and examples, 174–93. Wallingford: CABI, 2021. http://dx.doi.org/10.1079/9781789248234.0174.
Pełny tekst źródłaKileber, Solange, Javier Toro, Matias Rebello Cardomingo, Luciano José da Silva, Marcio Issao Nakane i Virginia Parente. "Determinants of Carbon Emission Prices". W Handbook of Research on Energy and Environmental Finance 4.0, 354–76. IGI Global, 2022. http://dx.doi.org/10.4018/978-1-7998-8210-7.ch014.
Pełny tekst źródłaJawad, Muhammad, i Munazza Naz. "An Econometric Investigation of Market Volatility and Efficiency: A Study of Small Cap’s Stock Indices". W Linear and Non-Linear Financial Econometrics -Theory and Practice [Working Title]. IntechOpen, 2020. http://dx.doi.org/10.5772/intechopen.94119.
Pełny tekst źródłaOluseun Olayungbo, David. "Volatility Effects of the Global Oil Price on Stock Price in Nigeria: Evidence from Linear and Non-Linear GARCH". W Linear and Non-Linear Financial Econometrics -Theory and Practice. IntechOpen, 2021. http://dx.doi.org/10.5772/intechopen.93497.
Pełny tekst źródłaStreszczenia konferencji na temat "Stocks - Prices - Econometric models"
Кудрявцев, Олег, Oleg Kudryavtsev, Кирилл Мозолев, Kirill Mozolev, Артур Чивчян, Arthur Chivchyan, Хейрулла Мамедзаде i Kheyrulla Mamedzade. "THE ECONOMETRIC ANALYSIS OF THE DYNAMICS OF ETHEREUM IN THE SHORT-TERM PERIOD". W Mathematics in Economics. AUS PUBLISHERS, 2018. http://dx.doi.org/10.26526/conferencearticle_5c24b1d2cf9e41.19868561.
Pełny tekst źródłaChatterjee, Ananda, Hrisav Bhowmick i Jaydip Sen. "Stock Price Prediction Using Time Series, Econometric, Machine Learning, and Deep Learning Models". W 2021 IEEE Mysore Sub Section International Conference (MysuruCon). IEEE, 2021. http://dx.doi.org/10.1109/mysurucon52639.2021.9641610.
Pełny tekst źródłaReiter, Doris F., i Michael J. Economides. "Prediction of Short-term Natural Gas Prices Using Econometric and Neural Network Models". W SPE Hydrocarbon Economics and Evaluation Symposium. Society of Petroleum Engineers, 1999. http://dx.doi.org/10.2118/52960-ms.
Pełny tekst źródłaGui, Jiyuan, i Xiaoyun Wu. "Forecasting the stock price of vaccine manufacturers in China using machine learning and econometrics model". W International Conference on Cyber Security, Artificial Intelligence, and Digital Economy (CSAIDE 2022), redaktor Yuanchang Zhong. SPIE, 2022. http://dx.doi.org/10.1117/12.2647506.
Pełny tekst źródłaMohammed, Salahadin. "The Validity of Using Technical Indicators When forecasting Stock Prices Using Deep Learning Models: Empirical Evidence Using Saudi Stocks". W 2022 14th International Conference on Computational Intelligence and Communication Networks (CICN). IEEE, 2022. http://dx.doi.org/10.1109/cicn56167.2022.10008298.
Pełny tekst źródłaXie, Xiaoxia. "Research on the explanation power of accounting information of annual report of listed companies of stock price—Based on econometric model concept of empirical accounting theory". W 2011 International Conference on Business Management and Electronic Information (BMEI). IEEE, 2011. http://dx.doi.org/10.1109/icbmei.2011.5920522.
Pełny tekst źródłaHacıoğlu Deniz, Müjgan, i Kutluk Kağan Sümer. "The Effects of Oil Price Volatility on Foreign Trade Revenue and National Income: A Comparative Analysis on Selected Eurasian Economies". W International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01362.
Pełny tekst źródłaBai, Muqing, i Yu Sun. "An Intelligent and Social-Oriented Sentiment Analytical Model for Stock Market Prediction using Machine Learning and Big Data Analysis". W 8th International Conference on Artificial Intelligence and Applications (AI 2022). Academy and Industry Research Collaboration Center (AIRCC), 2022. http://dx.doi.org/10.5121/csit.2022.121819.
Pełny tekst źródłaTakara, Lucas de Azevedo, Viviana Cocco Mariani i Leandro dos Santos Coelho. "Autoencoder Neural Network Approaches for Anomaly Detection in IBOVESPA Stock Market Index". W Congresso Brasileiro de Inteligência Computacional. SBIC, 2021. http://dx.doi.org/10.21528/cbic2021-37.
Pełny tekst źródłaMohite, S. D. D. "Downstream Refining and Petrochemicals Challenges - Future Configuration". W SPE Energy Resources Conference. SPE, 2014. http://dx.doi.org/10.2118/spe-169979-ms.
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