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1	Material Type: Article	The SEV-SV Model—Applications in Portfolio Optimization Risks (Basel), 2023-01, Vol.11 (2), p.30 [Peer Reviewed Journal] COPYRIGHT 2023 MDPI AG ;2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2227-9091 ;EISSN: 2227-9091 ;DOI: 10.3390/risks11020030 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
2	Material Type: Article	The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies PloS one, 2021-01, Vol.16 (1), p.e0245904-e0245904 [Peer Reviewed Journal] COPYRIGHT 2021 Public Library of Science ;COPYRIGHT 2021 Public Library of Science ;2021 Naimy et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2021 Naimy et al 2021 Naimy et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0245904 ;PMID: 33513150 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
3	Material Type: Article	Volatility spillover among sector equity returns under structural breaks Review of quantitative finance and accounting, 2022-04, Vol.58 (3), p.1063-1080 [Peer Reviewed Journal] The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2021 ;The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2021. ;ISSN: 0924-865X ;EISSN: 1573-7179 ;DOI: 10.1007/s11156-021-01018-8 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
4	Material Type: Article	Bitcoin and S&P500: Co-movements of high-order moments in the time-frequency domain PloS one, 2022-11, Vol.17 (11), p.e0277924-e0277924 [Peer Reviewed Journal] Copyright: © 2022 Bouri et al. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. ;COPYRIGHT 2022 Public Library of Science ;2022 Bouri et al. This is an open access article distributed under the terms of the Creative Commons Attribution License: http://creativecommons.org/licenses/by/4.0/ (the “License”), which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited. Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;2022 Bouri et al 2022 Bouri et al ;ISSN: 1932-6203 ;EISSN: 1932-6203 ;DOI: 10.1371/journal.pone.0277924 ;PMID: 36413562 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
5	Material Type: Article	Joint tails impact in stochastic volatility portfolio selection models Annals of operations research, 2020-09, Vol.292 (2), p.833-848 [Peer Reviewed Journal] Springer Science+Business Media, LLC, part of Springer Nature 2020 ;COPYRIGHT 2020 Springer ;Springer Science+Business Media, LLC, part of Springer Nature 2020. ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-020-03531-w Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
6	Material Type: Article	CAN BITCOIN BE A SAFE HAVEN IN FEAR SENTIMENT? Technological and economic development of economy, 2022-02, Vol.28 (2), p.268-289 [Peer Reviewed Journal] 2022. This work is published under https://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2029-4913 ;EISSN: 2029-4921 ;DOI: 10.3846/tede.2022.15502 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
7	Material Type: Article	Disagreement and Learning: Dynamic Patterns of Trade The Journal of finance (New York), 2010-08, Vol.65 (4), p.1269-1302 [Peer Reviewed Journal] 2010 American Finance Association ;2010 the American Finance Association ;Copyright Blackwell Publishers Inc. Aug 2010 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2010.01570.x ;CODEN: JLFIAN Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
8	Material Type: Article	A New Anomaly: The Cross-Sectional Profitability of Technical Analysis Journal of financial and quantitative analysis, 2013-10, Vol.48 (5), p.1433-1461 [Peer Reviewed Journal] Copyright © Michael G. Foster School of Business, University of Washington 2013 ;Copyright 2013 Michael G. Foster School of Business, University of Washington ;Copyright University of Washington, School of Business Administration Oct 2013 ;ISSN: 0022-1090 ;EISSN: 1756-6916 ;DOI: 10.1017/S0022109013000586 ;CODEN: JFQAAC Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
9	Material Type: Article	Hybrid quantum investment optimization with minimal holding period Scientific reports, 2021-10, Vol.11 (1), p.19587-19587, Article 19587 [Peer Reviewed Journal] 2021. The Author(s). ;The Author(s) 2021. This work is published under http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;The Author(s) 2021 ;ISSN: 2045-2322 ;EISSN: 2045-2322 ;DOI: 10.1038/s41598-021-98297-x ;PMID: 34599213 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
10	Material Type: Article	Volatility in international stock markets: An empirical study during COVID-19 Journal of risk and financial management, 2020-09, Vol.13 (9), p.1-17 [Peer Reviewed Journal] COPYRIGHT 2020 MDPI AG ;2020. This work is licensed under http://creativecommons.org/licenses/by/3.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm13090208 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
11	Material Type: Article	Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion Annals of operations research, 2022-06, Vol.313 (2), p.691-712 [Peer Reviewed Journal] Springer Science+Business Media, LLC, part of Springer Nature 2020 ;COPYRIGHT 2022 Springer ;Springer Science+Business Media, LLC, part of Springer Nature 2020. ;Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-020-03858-4 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
12	Material Type: Article	From Stochastic to Rough Volatility: A New Deep Learning Perspective on Hedging Fractal and fractional, 2023-03, Vol.7 (3), p.225 [Peer Reviewed Journal] COPYRIGHT 2023 MDPI AG ;2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2504-3110 ;EISSN: 2504-3110 ;DOI: 10.3390/fractalfract7030225 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
13	Material Type: Article	Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility The Journal of finance (New York), 2009-04, Vol.64 (2), p.579-629 [Peer Reviewed Journal] Copyright 2009 American Finance Association ;2009 the American Finance Association ;Copyright Blackwell Publishers Inc. Apr 2009 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2009.01444.x ;CODEN: JLFIAN Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
14	Material Type: Article	The two-component Beta-t-QVAR-M-lev: a new forecasting model Financial markets and portfolio management, 2023-12, Vol.37 (4), p.379-401 [Peer Reviewed Journal] The Author(s) 2023 ;ISSN: 1934-4554 ;EISSN: 2373-8529 ;DOI: 10.1007/s11408-023-00431-4 Digital Resources/Online E-Resources View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
15	Material Type: Article	On the usefulness of dynamically spilled risk: An optimal portfolio allocation based on cross-sector information contagion Cogent economics & finance, 2023-06, Vol.11 (2) [Peer Reviewed Journal] 2023 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group. 2023 ;2023 The Author(s). Published by Informa UK Limited, trading as Taylor & Francis Group. This work is licensed under the Creative Commons Attribution License http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2332-2039 ;EISSN: 2332-2039 ;DOI: 10.1080/23322039.2023.2243200 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
16	$Affine fractional stochastic volatility models$ $Affine fractional stochastic volatility models$ Material Type: Article	Affine fractional stochastic volatility models Annals of finance, 2012-05, Vol.8 (2-3), p.337-378 Springer-Verlag 2010 ;Springer-Verlag 2012 ;Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 1614-2446 ;EISSN: 1614-2454 ;DOI: 10.1007/s10436-010-0165-3 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
17	Material Type: Article	Predicting Volatility Index According to Technical Index and Economic Indicators on the Basis of Deep Learning Algorithm Sustainability, 2021-12, Vol.13 (24), p.14011 [Peer Reviewed Journal] 2021 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2071-1050 ;EISSN: 2071-1050 ;DOI: 10.3390/su132414011 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
18	Material Type: Article	Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era Sustainability, 2020-12, Vol.12 (23), p.9863 [Peer Reviewed Journal] 2020 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2071-1050 ;EISSN: 2071-1050 ;DOI: 10.3390/su12239863 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
19	Material Type: Article	Portfolio volatility estimation relative to stock market cross-sectional intrinsic entropy Journal of risk and financial management, 2023-02, Vol.16 (2), p.1-24 [Peer Reviewed Journal] COPYRIGHT 2023 MDPI AG ;2023 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm16020114 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by
20	Material Type: Article	Investigating the impact of geopolitical risks on the commodity futures Cogent economics & finance, 2022-12, Vol.10 (1) [Peer Reviewed Journal] 2022 The Author(s). This open access article is distributed under a Creative Commons Attribution (CC-BY) 4.0 license. 2022 ;2022 The Author(s). This open access article is distributed under a Creative Commons Attribution (CC-BY) 4.0 license. This work is licensed under the Creative Commons Attribution License http://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2332-2039 ;EISSN: 2332-2039 ;DOI: 10.1080/23322039.2022.2049477 Full text available View Online Details Recommendations Reviews Times Cited External Links Citations Cited by

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Results 1 - 20 of 5,331 for All Library Resources

The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2021 ;The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature 2021. ;ISSN: 0924-865X ;EISSN: 1573-7179 ;DOI: 10.1007/s11156-021-01018-8

Springer Science+Business Media, LLC, part of Springer Nature 2020 ;COPYRIGHT 2020 Springer ;Springer Science+Business Media, LLC, part of Springer Nature 2020. ;ISSN: 0254-5330 ;EISSN: 1572-9338 ;DOI: 10.1007/s10479-020-03531-w

2022. This work is published under https://creativecommons.org/licenses/by/4.0/ (the “License”). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 2029-4913 ;EISSN: 2029-4921 ;DOI: 10.3846/tede.2022.15502

2010 American Finance Association ;2010 the American Finance Association ;Copyright Blackwell Publishers Inc. Aug 2010 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2010.01570.x ;CODEN: JLFIAN

Copyright 2009 American Finance Association ;2009 the American Finance Association ;Copyright Blackwell Publishers Inc. Apr 2009 ;ISSN: 0022-1082 ;EISSN: 1540-6261 ;DOI: 10.1111/j.1540-6261.2009.01444.x ;CODEN: JLFIAN

The Author(s) 2023 ;ISSN: 1934-4554 ;EISSN: 2373-8529 ;DOI: 10.1007/s11408-023-00431-4

Springer-Verlag 2010 ;Springer-Verlag 2012 ;Distributed under a Creative Commons Attribution 4.0 International License ;ISSN: 1614-2446 ;EISSN: 1614-2454 ;DOI: 10.1007/s10436-010-0165-3

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