المؤلفون: Brouty, Xavier¹ (AUTHOR), Garcin, Matthieu² (AUTHOR) matthieu.garcin@m4x.org

المصدر: Quantitative Finance. Jun2023, Vol. 23 Issue 6, p1003-1018. 16p.

مصطلحات موضوعية: Information theory, Uncertainty (Information theory), Efficient market theory, Cryptocurrencies, Stock price indexes, Asymptotic distribution

المؤلفون: Sakurai, Yuji¹ (AUTHOR) yswasquant@gmail.com, Kurosaki, Tetsuo¹ (AUTHOR)

المصدر: Quantitative Finance. Dec2022, Vol. 22 Issue 12, p2219-2236. 18p.

مصطلحات موضوعية: COVID-19 pandemic, Interest rates, Economic impact, Asset allocation, Stocks (Finance), Stock index futures, Stock price indexes

المؤلفون: BEHRENDT, SIMON¹ simon.behrendt@d-fine.de

المصدر: Quantitative Finance. Nov2021, Vol. 21 Issue 11, p1905-1919. 15p.

مصطلحات موضوعية: *STOCK price indexes, *STOCK exchanges, *VOLATILITY (Securities), AUTOREGRESSIVE models

المؤلفون: Wen, Danyan¹ (AUTHOR), He, Mengxi¹ (AUTHOR), Liu, Li² (AUTHOR), Zhang, Yaojie¹ (AUTHOR) yaojie_zhang@126.com

المصدر: Quantitative Finance. Aug2022, Vol. 22 Issue 8, p1545-1559. 15p.

مصطلحات موضوعية: Petroleum sales & prices, Economic indicators, Stock price forecasting, Forecasting, Asset allocation, Prediction models, Economic forecasting

المؤلفون: WHELAN, KARL

المصدر: Quantitative Finance; Nov2023, Vol. 23 Issue 11, p1699-1712, 14p

مصطلحات موضوعية: PREDICTION markets, COMMERCIAL markets, PRICES, STOCK price forecasting, MARKET prices, INVESTORS

الشركة/الكيان: UNITED States. Commodity Futures Trading Commission

المؤلفون: Buonocore, R. J.¹ (AUTHOR), Brandi, G.¹ (AUTHOR) giuseppe.brandi@kcl.ac.uk, Mantegna, R. N.^2,3,4 (AUTHOR), Di Matteo, T.^1,3,4 (AUTHOR)

المصدر: Quantitative Finance. Jan2020, Vol. 20 Issue 1, p133-145. 13p. 9 Charts, 8 Graphs.

مصطلحات موضوعية: *STOCK price indexes, *STOCKS (Finance), *TIME series analysis, *FINANCIAL markets, *KURTOSIS

المؤلفون: Gang, Jianhua^1,2 (AUTHOR), Huang, Nan³ (AUTHOR), Song, Ke^1,2 (AUTHOR) songke@ruc.edu.cn, Zhang, Ruyi⁴ (AUTHOR)

المصدر: Quantitative Finance. Dec2020, Vol. 20 Issue 12, p1983-1996. 14p.

مصطلحات موضوعية: Market volatility, Futures market, Stock exchanges, Stock price indexes, Exchange traded funds

الشركة/الكيان: Shanghai Stock Exchange Composite Index

المؤلفون: Gerlach, Richard¹ (AUTHOR), Naimoli, Antonio² (AUTHOR), Storti, Giuseppe² (AUTHOR) storti@unisa.it

المصدر: Quantitative Finance. Nov2020, Vol. 20 Issue 11, p1849-1878. 30p.

مصطلحات موضوعية: GARCH model, Investment risk, Stock price indexes, Stock exchanges

المؤلفون: Liu, Fei¹, Pantelous, Athanasios A.¹, von Mettenheim, Hans-Jörg² hjvm@acanto.fr

المصدر: Quantitative Finance. May2018, Vol. 18 Issue 5, p737-748. 12p. 1 Diagram, 5 Charts, 1 Graph.

مصطلحات موضوعية: *VOLATILITY (Securities), *STOCK price forecasting, *STANDARD & Poor's 500 Index, *ARTIFICIAL intelligence, *PARAMETRIC modeling, *STOCK price indexes

المؤلفون: Kim, Saejoon¹ (AUTHOR) saejoon@sogang.ac.kr, Kim, Soong¹ (AUTHOR)

المصدر: Quantitative Finance. Apr2020, Vol. 20 Issue 4, p639-652. 14p. 2 Diagrams, 5 Charts, 9 Graphs.

مصطلحات موضوعية: Financial economics, Return on assets, Deep learning, Stock price indexes, Stock exchanges