Mean-variance Coexceedance Networks: Preliminary Results for CEE Stock Markets
Analýza sietí 125 akciových spoločností SVE a Nemecka. Siete konštruované na základe extrémnych prekročení výnosov, osobitne negatívne a pozitívne. Siete charakterizované denzitou (priemerný stupeň vrchola) a blízkosťou (harmonická centralita). Vlastnosti sietí vysvetlené modelom ERGM (Exponential r...
Na minha lista:
| Autor principal: | |
|---|---|
| Outros Autores: | |
| Formato: | Capítulo de Livro |
| Idioma: | inglês |
| Assuntos: | |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|
Registos relacionados: Mean-variance Coexceedance Networks: Preliminary Results for CEE Stock Markets
- Determining the Investor's Strategy During the COVID-19 Crisis Based on CVAR Risk Measure
- Country and industry effects in CEE stock market networks: preliminary results
- Mean-variance distance based stock market networks in portfolio optimalization
- Stock Market Volatility Forecasting: Do We Need High-Frequency Data?
- Business environment and stock market integration: preliminary results from CEE countries
- Porovnanie výkonnosti komodít a akcií tažobných spoločností