Contact information of World Scientific Publishing Co. Pte. Ltd.
Serial Information
Order information: Email:
Pricing information: Pls refer to http://www.worldscientific.com/page/worldscibooks
Download restrictions: Ebook Access is available upon purchase.
Series handle: RePEc:wsi:wschap
Citations RSS feed: at CitEc
Impact factors
Access and download statisticsTop item:
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:wschap. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscientific.com/page/worldscibooks .
Content
2020
- 361-394 Common Stock Alpha Strategies
In: Fundamentals of Institutional Asset Management
by Frank J. Fabozzi & Francesco A. Fabozzi
- 362-385 Geofusion 2.0 EpilogueBeyond Geography
In: GEOFUSION Mapping of the 21st Century
by Norbert Csizmadia
- 363-393 The Troubled Path Toward Greater Transparency as a Means to Foster Good Corporate Governance and Fight Against Corruption in the Energy Sector
In: HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations
by Costantino Grasso
- 365-388 Using Resource Tracking and Management Framework for Health to Strengthen Health Financing Capacity: Experience from India
In: Tracking Resources for Primary Health Care A Framework and Practices in Low- and Middle-Income Countries
by Rajesh Jha & Manjiri Bhawalkar
- 369-382 Information Technology Issues in Romania
In: The World IT Project Global Issues in Information Technology
by Doina Fotache & Vasile-Daniel Pavaloaia & Luminiţa Hurbean & Octavian Dospinescu & Alexander Serenko & Tim Jacks
- 369-391 Women’s Involvement in Developing Waqf in Malaysia
In: ECONOMIC EMPOWERMENT OF WOMEN IN THE ISLAMIC WORLD Theory and Practice
by Farhana Mohamad Suhaimi & Asmak Ab Rahman & Toseef Azid
- 369-415 Avoiding the Downside: A Practical Review of the Critical Line Algorithm for Mean–Semivariance Portfolio Optimization
In: HANDBOOK OF APPLIED INVESTMENT RESEARCH
by Harry M. Markowitz & David Starer & Harvey Fram & Sander Gerber
- 377-397 Economies with Incomplete Markets
In: Theory of General Economic Equilibrium
by Hans Keiding
- 379-399 Competences for the In-house Development of Digital Innovations in German Mechanical Engineering Companies
In: Managing Digital Open Innovation
by Steffen Kinkel & Johanna Rahn & Bernhard Rieder & Anne-Laure Mention & Marko Torkkeli
- 383-392 Information Technology Issues in Russia
In: The World IT Project Global Issues in Information Technology
by Tim Jacks & Nikolay Kazantsev & Alexander Serenko
- 383-409 Key Performance Indicators
In: Health Microinsurance Implementing Universal Health Coverage in the Informal Sector
by Alexander S. Preker & David M. Dror
- 387-445 The Behavioral Foundations of Corporate Dividend Policy a Cross-Country Analysis
In: Cultural Finance A World Map of Risk, Time and Money
by Wolfgang Breuer & M. Oliver Rieger & K. Can Soypak
- 389-414 Applying the Resource Tracking and Management Framework to Improve Ethiopia’s Primary Health Care System
In: Tracking Resources for Primary Health Care A Framework and Practices in Low- and Middle-Income Countries
by Carlyn Mann & Peter Berman & Abebe Alebachew & Girmaye Dinsa
- 391-430 Application of the Multivariate Average F-Test to Examine Relative Performance of Asset Pricing Models with Individual Security Returns
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Shafiqur Rahman & Matthew J. Schneider
- 393-406 Information Technology Issues in South Africa
In: The World IT Project Global Issues in Information Technology
by Kennedy Njenga & Brenda Scholtz & Jean Paul van Belle & Alexander Serenko
- 393-413 State of Women in Pakistan
In: ECONOMIC EMPOWERMENT OF WOMEN IN THE ISLAMIC WORLD Theory and Practice
by Irum Saba & Khadija Bari & Toseef Azid
- 395-424 Using Equity Derivatives in Portfolio Management
In: Fundamentals of Institutional Asset Management
by Frank J. Fabozzi & Francesco A. Fabozzi
- 395-426 The Hidden Role of Civil Liability in the Electronuclear Industry: Accident Costs, Insurance and Industrial Organization
In: HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations
by Gérard Mondello
- 399-419 General Equilibrium and Money
In: Theory of General Economic Equilibrium
by Hans Keiding
- 401-430 Blockchain and the Future of Open Innovation Intermediaries: The Case of Crowdsourcing Platforms
In: Managing Digital Open Innovation
by Eric Schenk & Véronique Schaeffer & Julien Pénin & Anne-Laure Mention & Marko Torkkeli
- 407-419 Information Technology Issues in South Korea
In: The World IT Project Global Issues in Information Technology
by Kyootai Lee & Youngkyun Kim & Prashant Palvia
- 411-424 Impact Assessment of Microinsurance
In: Health Microinsurance Implementing Universal Health Coverage in the Informal Sector
by Alexander S. Preker & David M. Dror
- 411-462 Direct Health Care Marketing in Special Sectors: Physician Services, Hospital Services, Managed Care Products (HMOs and ACOs), Pharmaceuticals, and Public Health
In: Modern Health Care Marketing
by Gamini Gunawardane
- 415-444 Gender Relations in Singapore Malay (Muslims) Dual-Income Households: (Un)changing Views and Practices
In: ECONOMIC EMPOWERMENT OF WOMEN IN THE ISLAMIC WORLD Theory and Practice
by Suriani Suratman & Toseef Azid
- 417-476 Alternative Measures of Mutual Fund Performance: Ranking DFA, Fidelity, and Vanguard
In: HANDBOOK OF APPLIED INVESTMENT RESEARCH
by Chong Li & Edward Tower & Rhona Zhang
- 421-434 Information Technology Issues in Taiwan
In: The World IT Project Global Issues in Information Technology
by Benjamin Yeo & Alexander Serenko & Tim Jacks
- 427-447 Estimation of the Hotelling Rule for Oil under Stochastic Investment Opportunities
In: HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations
by Johnson Kakeu & Mohammed Bouaddi
- 427-464 Bond Pricing and Yield Measures
In: Fundamentals of Institutional Asset Management
by Frank J. Fabozzi & Francesco A. Fabozzi
- 431-450 Developing Blockchain-Based Carbon Accounting and Decentralized Climate Change Management System
In: Information for Efficient Decision Making Big Data, Blockchain and Relevance
by Qingliang Tang & Lie Ming Tang
- 431-463 Playful Design Manifesto for Creative Blockchain Ecosystems
In: Managing Digital Open Innovation
by Bronwin Patrickson & Michael Pierre Johnson & Anne-Laure Mention & Marko Torkkeli
- 431-483 Hedge Ratio and Time Series Analysis
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Sheng-Syan Chen & Cheng Few Lee & Keshab Shresth
- 435-448 Information Technology Issues in Thailand
In: The World IT Project Global Issues in Information Technology
by Savanid Vatanasakdakul & Chadi Aoun & Wachara Chantatub
- 445-468 Does the Dower Equate to Economic Security for Muslim Women in Malaysia?
In: ECONOMIC EMPOWERMENT OF WOMEN IN THE ISLAMIC WORLD Theory and Practice
by Raihanah Azahari & Zalina Zakaria & Asmak Ab Rahman & Hasbi Muh Ali & Toseef Azid
- 447-506 Corporate Cash Holdings and Ambiguity Aversion
In: Cultural Finance A World Map of Risk, Time and Money
by Wolfgang Breuer & Marc O. Rieger & K. Can Soypak
- 449-462 Information Technology Issues in Turkey
In: The World IT Project Global Issues in Information Technology
by Aykut Hamit Turan & Naciye Güliz Uğur & Prashant Palvia
- 451-466 Financing the Reduction of Greenhouse Gas Emissions: A New Allocation System for Dependent Risks
In: HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations
by Lorena Remuzgo & Carmen Trueba & José María Sarabia
- 451-476 Usefulness of Corporate Carbon Information for Decision-Making
In: Information for Efficient Decision Making Big Data, Blockchain and Relevance
by Rong He & Le Luo & Qingliang Tang
- 463-474 Information Technology Issues in the UK
In: The World IT Project Global Issues in Information Technology
by Anne Powell & Penny Hart & Tim Jacks
- 463-487 Marketing Health Care Globally
In: Modern Health Care Marketing
by Gamini Gunawardane
- 465-489 Interest Rate Risk and Credit Risk Measures
In: Fundamentals of Institutional Asset Management
by Frank J. Fabozzi & Francesco A. Fabozzi
- 465-491 What is the Role of Social Media in (Open) Innovation Strategies?
In: Managing Digital Open Innovation
by Sharan Kaur Garib Singh & Anne-Laure Mention & Marko Torkkeli
- 467-488 Efficiency of Source Differentiated Sectoral Energy Demand Accounting for Climate
In: HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations
by Saleem Shaik
- 469-489 The Complexity of Measuring Women Empowerment and its Role in Nutritional Status of Bangladeshi Children
In: ECONOMIC EMPOWERMENT OF WOMEN IN THE ISLAMIC WORLD Theory and Practice
by Rana Ejaz Ali Khan & Muhammad Ali Raza & Toseef Azid
- 475-486 Information Technology Issues in the US
In: The World IT Project Global Issues in Information Technology
by Tim Jacks & Prashant Palvia
- 477-492 Motivating Innovation and Creativity: The Role of Management Controls
In: Information for Efficient Decision Making Big Data, Blockchain and Relevance
by Shelley Xin Li & Kenneth A. Merchant
- 479-509 Wealth Management Next Frontiers — The Inevitable Need to Meet Behavioral and Quantitative Approaches
In: HANDBOOK OF APPLIED INVESTMENT RESEARCH
by Boryana Racheva-Iotova
- 485-517 Application of Intertemporal CAPM on International Corporate Finance
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Jow-Ran Chang & Mao-Wei Hung & Cheng Few Lee
- 487-501 Information Technology Issues in Vietnam
In: The World IT Project Global Issues in Information Technology
by Prashant Palvia & Hao Wu & Tim Jacks
- 489-507 Impact of the Global Financial Crisis 2007 on Project Finance in the Renewable Energy Sector
In: HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations
by Iris Pfarl & Christian Bellak
- 491-508 Does Parents’ Education Matter in Inter-Generational Transmission of Human Capital? — A Case of Female Population in Saudi Arabia
In: ECONOMIC EMPOWERMENT OF WOMEN IN THE ISLAMIC WORLD Theory and Practice
by Toseef Azid & Sara Aldowsari & Toseef Azid
- 491-517 Bond Portfolio Strategies
In: Fundamentals of Institutional Asset Management
by Frank J. Fabozzi & Francesco A. Fabozzi
- 493-524 Board Governance and Information Quality
In: Information for Efficient Decision Making Big Data, Blockchain and Relevance
by Bin Srinidhi
- 493-553 Leveraging Open Innovation through Social Media: A Study on Geneva-based SMEs
In: Managing Digital Open Innovation
by Angela Bacchetta Beckh & Mathias Beck & Patrick-Yves Badillo & Anne-Laure Mention & Marko Torkkeli
- 507-509 Home Bias and Ambiguity Aversion
In: Cultural Finance A World Map of Risk, Time and Money
by Thorsten Hens & Marc Oliver Rieger & Mei Wang
- 509-521 Women in OIC Countries: State of Participation, Freedom and Supportive Legislation
In: ECONOMIC EMPOWERMENT OF WOMEN IN THE ISLAMIC WORLD Theory and Practice
by Salman Ahmed Shaikh & Toseef Azid
- 509-550 Environmental Concerns and the Cost of Equity in the US Energy Sector
In: HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations
by Marcelo Bianconi & Xue Wang
- 511-543 On the Determinants of Household Debt Maturity Choice
In: Cultural Finance A World Map of Risk, Time and Money
by Wolfgang Breuer & Thorsten Hens & Astrid Juliane Salzmann & Mei Wang
- 511-556 Foreign Exchange Rate Predictability: Seek and Ye Shall Find It
In: HANDBOOK OF APPLIED INVESTMENT RESEARCH
by Foteini Kyriazi & Dimitrios D. Thomakos
- 519-551 Using Derivatives in Bond Portfolio Management
In: Fundamentals of Institutional Asset Management
by Frank J. Fabozzi & Francesco A. Fabozzi
- 519-562 What Drives Variation in the International Diversification Benefits? A Cross-Country Analysis
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Wan-Jiun Paul Chiou & Kuntara Pukthuanthong
- 523-545 Compulsory Schooling in Turkey, Educational Attainment, and the Gender Gap
In: ECONOMIC EMPOWERMENT OF WOMEN IN THE ISLAMIC WORLD Theory and Practice
by Jennifer Ward-Batts & Kaitlin Nowacki & Toseef Azid
- 525-543 Evolving Standards of Fair Value and Acquisition Accounting
In: Information for Efficient Decision Making Big Data, Blockchain and Relevance
by Stephen Bryan & Steven Lilien & Bharat Sarath & Yan Yan
- 545-577 Evolving Blockchain Applications: Multiple Semantic Models and Distributed Databases for Blockchain Data Reuse
In: Information for Efficient Decision Making Big Data, Blockchain and Relevance
by Daniel E. O’Leary
- 547-576 Women Empowerment Through Islamic Microfinance Schemes in Bangladesh
In: ECONOMIC EMPOWERMENT OF WOMEN IN THE ISLAMIC WORLD Theory and Practice
by Abul Hassan & Salah Al Shalhoob & Yaser Ahmad Fallatah & Toseef Azid
- 553-577 German Natural Gas Seasonal Effects on Futures Hedging
In: HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations
by Beatriz Martinez & Hipòlit Torró & Vanesa Garcia
- 555-568 Multi-asset Portfolio Strategies
In: Fundamentals of Institutional Asset Management
by Frank J. Fabozzi & Francesco A. Fabozzi
- 555-574 Social Media and New Service Development: An Exploratory Study within a Consulting Firm
In: Managing Digital Open Innovation
by Michaël Bénédic & Anne-Laure Mention & Marko Torkkeli
- 557-596 Tracking VIX with VIX Futures: Portfolio Construction and Performance
In: HANDBOOK OF APPLIED INVESTMENT RESEARCH
by Tim Leung & Brian Ward
- 563-581 A Heteroskedastic Black–Litterman Portfolio Optimization Model with Views Derived from a Predictive Regression
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Wei-Hung Lin & Huei-Wen Teng & Chi-Chun Yang
- 579-594 Wife Beating in Islamic Law: Re-Evaluating the Illocutionary Force of the Imperative Verb in Qur’an 4:34
In: ECONOMIC EMPOWERMENT OF WOMEN IN THE ISLAMIC WORLD Theory and Practice
by David Solomon Jalajel & Toseef Azid
- 579-594 An Alternative Valuation of Energy Options for Atypical Markets
In: HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations
by David G. Carmichael & Maria C. A. Balatbat
- 579-610 Have Accounting Reports Become Less Useful for Decision-Making?
In: Information for Efficient Decision Making Big Data, Blockchain and Relevance
by Joshua Ronen
- 583-602 Pricing Fair Deposit Insurance: Structural Model Approach
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Tzu Tai & Cheng Few Lee & Tian-Shyr Dai & Keh Luh Wang & Hong-Yi Chen
- 595-603 Dimensions of Women Empowerment and Gender Inequality: A Muslim World Perspective
In: ECONOMIC EMPOWERMENT OF WOMEN IN THE ISLAMIC WORLD Theory and Practice
by Toseef Azid & Jennifer Ward-Batts & Toseef Azid
- 595-650 Non-Financial Firms Hedging Risks in East Asia: The Link Between Financial Derivatives Use, Firm Value and Exposures to Country Risks
In: HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations
by Trang Kim & Quang Nguyen
- 597-620 Long-Memory Processes in High-Frequency Foreign Exchange and U.S. Equity Market
In: HANDBOOK OF APPLIED INVESTMENT RESEARCH
by Barret Pengyuan Shao
- 603-626 Application of Structural Equation Modeling in Behavioral Finance: A Study on the Disposition Effect
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Hsin-Hue Chang
- 611-621 Value of Fixed Asset Usage Information for Efficient Operation: A Nontraditional View
In: Information for Efficient Decision Making Big Data, Blockchain and Relevance
by Kashi R. Balachandran
- 615-637 Comparing Cost of Living and Affordability for Expatriates and Ordinary Residents
In: 2018 Annual Indices for Expatriates and Ordinary Residents on Cost of Living, Wages and Purchasing Power for World’s Major Cities
by Khee Giap Tan & Isaac Yang En Tan & Yanjiang Zhang & Sky Jun Jie Chua
- 621-633 Arbitrage and Risk Arbitrage in the Nikkei Put Warrant Market
In: HANDBOOK OF APPLIED INVESTMENT RESEARCH
by William T. Ziemba
- 623-648 Role of Blockchain, AI and Big Data in Healthcare Industry
In: Information for Efficient Decision Making Big Data, Blockchain and Relevance
by Prashant Sharma & Shikha Mehra & Pankaj Gupta
- 627-675 External Financing Needs and Early Adoption of Accounting Standards: Evidence from the Banking Industry
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Sophia I-Ling Wang
- 635-659 A Stopping Rule Model for Exiting Bubble-like Markets with Applications
In: HANDBOOK OF APPLIED INVESTMENT RESEARCH
by William T. Ziemba & S. Lleo & M. Zhitlukhin
- 639-642 Discussant Notes 1
In: 2018 Annual Indices for Expatriates and Ordinary Residents on Cost of Living, Wages and Purchasing Power for World’s Major Cities
by Tim Moonen
- 643-644 Discussant Notes 2
In: 2018 Annual Indices for Expatriates and Ordinary Residents on Cost of Living, Wages and Purchasing Power for World’s Major Cities
by Timothy McDonald
- 651-667 Risk Management and Hedging Approaches in Energy Markets
In: HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations
by Jim Hanly
- 661-690 Econometric Tools for Stress Testing Using Time Heterogeneity and Maximum Entropy
In: HANDBOOK OF APPLIED INVESTMENT RESEARCH
by H. D. Vinod
- 671-695 Modeling the Dynamics of Implied Carbon Price and its Influence on the Stock Price Variability of Energy Companies in the Australian Electric Utility Sector
In: HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations
by Liangxu Zhu & Tiho Ancev
- 677-736 Improving the Stock Market Prediction with Social Media via Broad Learning
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Xi Zhang & Philip S. Yu
- 691-724 Causality Studies of Real GDP, Unemployment, and Leading Indicators
In: HANDBOOK OF APPLIED INVESTMENT RESEARCH
by H. D. Vinod & John B. Guerard Jr.
- 697-741 Cointegrating Relationship and Granger Causal Analysis in Energy Economics — A Practical Guidance
In: HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations
by Zheng Fang & Thai-Ha Le
- 725-741 Investing on the “Far Side of the Moon”: Capturing Capital Market Inclusion Opportunity across MEASA (Middle East–Africa–South Asia)
In: HANDBOOK OF APPLIED INVESTMENT RESEARCH
by Robert A. Gillam & Russell Read
- 737-790 Sourcing Alpha in Global Equity Markets: Market Factor Decomposition and Market Characteristics
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Subhransu S. Mohanty
- 743-764 The Impact of Unconventional Monetary Policy Shocks on Energy Prices
In: HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations
by Panagiota Makrychoriti & Georgios Moratis & Spyros Spyrou
- 765-786 Chaos Versus Stochastic Paradigm in Energy Markets
In: HANDBOOK OF ENERGY FINANCE Theories, Practices and Simulations
by Loretta Mastroeni & Pierluigi Vellucci
- 791-822 Support Vector Machines Based Methodology for Credit Risk Analysis
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Jianping Li & Mingxi Liu & Cheng Few Lee & Dengsheng Wu
- 823-857 Data Mining Applications in Accounting and Finance Context
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Wikil Kwak & Yong Shi & Cheng Few Lee
- 859-888 Trade-off Between Reputation Concerns and Economic Dependence for Auditors — Threshold Regression Approach
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Fang-Chi Lin & Chin-Chen Chien & Cheng Few Lee & Hsuan-Chu Lin & Yu-Cheng Lin
- 889-915 ASEAN Economic Community: Analysis Based on Fractional Integration and Cointegration
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Luis Alberiko Gil-Alana & Hector Carcel
- 917-945 Alternative Methods for Determining Option Bounds: A Review and Comparison
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee & Zhaodong Zhong & Tzu Tai & Hongwei Chuang
- 947-978 Financial Reforms and the Differential Impact of Foreign Versus Domestic Banking Relationships on Firm Value
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Hai-Chin Yu & Cheng Few Lee & Ben J. Sopranzetti
- 979-1024 Time-Series Analysis: Components, Models, and Forecasting
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee
- 1025-1074 Itô’s Calculus and the Derivation of the Black–Scholes Option-Pricing Model
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by George Chalamandaris & A. G. Malliaris
- 1075-1108 Durbin–Wu–Hausman Specification Tests
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Robert H. Patrick
- 1109-1149 Jump Spillover and Risk Effects on Excess Returns in the United States During the Great Recession
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Jessica Schlossberg & Norman R. Swanson
- 1151-1209 Earnings Forecasts and Revisions, Price Momentum, and Fundamental Data: Further Explorations of Financial Anomalies
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by John Guerard & Andrew Mark
- 1211-1243 Ranking Analysts by Network Structural Hole
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Re-Jin Guo & Yingda Lu & Lingling Xie
- 1245-1269 The Association Between Book-Tax Differences and CEO Compensation
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Kin-Wai Lee & Gillian Hian-Heng Yeo
- 1271-1293 Stochastic Volatility Models: Faking a Smile
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Dean Diavatopoulos & Oleg Sokolinskiy
- 1295-1344 Entropic Two-Asset Option
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Tumellano Sebehela
- 1345-1397 The Joint Determinants of Capital Structure and Stock Rate of Return: A LISREL Model Approach
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Hong-Yi Chen & Cheng Few Lee & Tzu Tai
- 1399-1437 Time-Frequency Wavelet Analysis of Stock-Market Co-Movement Between and Within Geographic Trading Blocs
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Bilel Kaffel & Fathi Abid
- 1439-1484 Alternative Methods to Deal with Measurement Error
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Hong-Yi Chen & Alice C. Lee & Cheng Few Lee
- 1485-1518 Simultaneously Capturing Multiple Dependence Features in Bank Risk Integration: A Mixture Copula Framework
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Xiaoqian Zhu & Jianping Li & Dengsheng Wu
- 1519-1532 GPU Acceleration for Computational Finance
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Chuan-Hsiang Han
- 1533-1559 Does VIX Truly Measure Return Volatility?
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by K. Victor Chow & Wanjun Jiang & Jingrui Li
- 1561-1598 An ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Yu-Ting Chen & Cheng Few Lee & Yuan-Chung Sheu
- 1599-1636 How Does Investor Sentiment Affect Implied Risk-Neutral Distributions of Call and Put Options?
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Wen-Ming Szu & Yi-Chen Wang & Wan-Ru Yang
- 1637-1674 Intelligent Portfolio Theory and Strength Investing in the Confluence of Business and Market Cycles and Sector and Location Rotations
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Heping Pan
- 1675-1693 Evolution Strategy-Based Adaptive Lq Penalty Support Vector Machines with Gauss Kernel for Credit Risk Analysis
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Jianping Li & Gang Li & Dongxia Sun & Cheng Few Lee
- 1695-1723 Product Market Competition and CEO Pay Benchmarking
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Ivan E. Brick & Darius Palia
- 1725-1762 Equilibrium Rate Analysis of Cash Conversion Systems: The Case of Corporate Subsidiaries
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Weiwei Chen & Benjamin Melamed & Oleg Sokolinskiy & Ben S. Sopranzetti
- 1763-1787 Is the Market Portfolio Mean–Variance Efficient?
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Robert Grauer
- 1789-1819 Consumption-Based Asset Pricing with Prospect Theory and Habit Formation
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Jr-Yan Wang & Mao-Wei Hung
- 1821-1844 An Integrated Model for the Cost-Minimizing Funding of Corporate Activities Over Time
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Manak C. Gupta
- 1845-1901 Empirical Studies of Structural Credit Risk Models and the Application in Default Prediction: Review and New Evidence
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Han-Hsing Lee & Ren-Raw Chen & Cheng Few Lee
- 1903-1942 Empirical Performance of the Constant Elasticity Variance Option Pricing Model
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Ren Raw Chen & Cheng Few Lee & Han-Hsing Lee
- 1943-1968 The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Jow-Ran Chang & Mao-Wei Hung & Cheng Few Lee & Hsin-Min Lu
- 1969-1990 The Revision of Systematic Risk on Earnings Announcement in the Presence of Conditional Heteroscedasticity
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Chin-Chen Chien & Cheng Few Lee & She-Chih Chiu
- 1991-2009 Applications of Fuzzy Set to International Transfer Pricing and Other Business Decisions
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Wikil Kwak & Yong Shi & Heeseok Lee & Cheng Few Lee
- 2011-2052 A Time-Series Bootstrapping Simulation Method to Distinguish Sell-Side Analysts’ Skill from Luck
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Chen Su & Hanxiong Zhang
- 2053-2080 Acceptance of New Technologies by Employees in Financial Industry
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Veronika Belousova & Vasily Solodkov & Nikolay Chichkanov & Ekaterina Nikiforova
- 2081-2105 Alternative Method for Determining Industrial Bond Ratings: Theory and Empirical Evidence
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Lie-Jane Kao & Cheng Few Lee
- 2107-2140 An Empirical Investigation of the Long Memory Effect on the Relation of Downside Risk and Stock Returns
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cathy Yi-Hsuan Chen & Thomas C. Chiang
- 2141-2159 Analysis of Sequential Conversions of Convertible Bonds: A Recurrent Survival Approach
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Lie-Jane Kao & Li-Shya Chen & Cheng Few Lee
- 2161-2198 Determinants of Euro-Area Bank CDS Spreads
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Maria-Eleni K. Agoraki & Dimitris A. Georgoutsos & George T. Moratis
- 2199-2250 Dynamic Term Structure Models Using Principal Components Analysis Near the Zero Lower Bound
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Januj Juneja
- 2251-2263 Effects of Measurement Errors on Systematic Risk and Performance Measure of a Portfolio
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee & Frank C. Jen
- 2265-2301 Forecasting Net Charge-Off Rates of Banks: A PLS Approach
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by James R. Barth & Sunghoon Joo & Hyeongwoo Kim & Kang Bok Lee & Stevan Maglic & Xuan Shen
- 2303-2321 Application of Filtering Methods in Asset Pricing
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Hao Chang & Yangru Wu
- 2323-2335 Sampling Distribution of the Relative Risk Aversion Estimator: Theory and Applications
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Marvin J. Karson & David C. Cheng & Cheng Few Lee
- 2337-2371 Social Media, Bank Relationships and Firm Value
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Chia-Hui Chao & Hai-Chin Yu
- 2373-2397 Splines, Heat, and IPOs: Advances in the Measurement of Aggregate IPO Issuance and Performance
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Zachary A. Smith & Mazin A. M. Al Janabi & Muhammad Z. Mumtaz
- 2399-2418 The Effects of the Sample Size, the Investment Horizon and the Market Conditions on the Validity of Composite Performance Measures: A Generalization
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Son-Nan Chen & Cheng Few Lee
- 2419-2435 The Sampling Relationship Between Sharpe’s Performance Measure and its Risk Proxy: Sample Size, Investment Horizon and Market Conditions
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Son-Nan Chen & Cheng Few Lee
- 2437-2459 VG NGARCH Versus GARJI Model for Asset Price Dynamics
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Lie-Jane Kao & Cheng Few Lee
- 2461-2483 Why do Smartphone and Tablet Users Adopt Mobile Banking?
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Veronika Belousova & Nikolay Chichkanov
- 2485-2497 Non-Parametric Inference on Risk Measures for Integrated Returns
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Henghsiu Tsai & Hwai-Chung Ho & Hung-Yin Chen
- 2499-2524 Copulas and Tail Dependence in Finance
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Wing-Choong Lai & Kim-Leng Goh
- 2525-2545 Some Improved Estimators of Maximum Squared Sharpe Ratio
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Siu Kai Choy & Bu-qing Yang
- 2547-2563 Errors-in-Variables and Reverse Regression
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Shafiqur Rahman & Cheng Few Lee
- 2565-2597 The Role of Financial Advisors in M&As: Do Domestic and Foreign Advisors Differ?
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Kai-Shi Chuang
- 2599-2633 Discriminant Analysis, Factor Analysis, and Principal Component Analysis: Theory, Method, and Applications
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee
- 2635-2671 Credit Analysis, Bond Rating Forecasting, and Default Probability Estimation
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee
- 2673-2711 Market Model, CAPM, and Beta Forecasting
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee
- 2713-2756 Utility Theory, Capital Asset Allocation, and Markowitz Portfolio-Selection Model
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee
- 2757-2799 Single-Index Model, Multiple-Index Model, and Portfolio Selection
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee
- 2801-2838 Sharpe Performance Measure and Treynor Performance Measure Approach to Portfolio Analysis
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Paul Chiou & Cheng Few Lee
- 2839-2884 Options and Option Strategies: Theory and Empirical Results
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee
- 2885-2927 Decision Tree and Microsoft Excel Approach for Option Pricing Model
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Jow-Ran Chang & John Lee
- 2929-2964 Statistical Distributions, European Option, American Option, and Option Bounds
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee
- 2965-2999 A Comparative Static Analysis Approach to Derive Greek Letters: Theory and Applications
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee & Yuanyuan Xiao
- 3001-3058 Fundamental Analysis, Technical Analysis, and Mutual Fund Performance
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee
- 3059-3098 Bond Portfolio Management, Swap Strategy, Duration, and Convexity
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee
- 3099-3141 Synthetic Options, Portfolio Insurance, and Contingent Immunization
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee
- 3143-3192 Alternative Security Valuation Model: Theory and Empirical Results
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee
- 3193-3217 Opacity, Stale Pricing, Extreme Bounds Analysis, and Hedge Fund Performance: Making Sense of Reported Hedge Fund Returns
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Zachary A. Smith & Mazin A. M. Al Janabi & Muhammad Z. Mumtaz
- 3219-3239 Does Quantile Co-Integration Exist Between Gold Spot and Futures Prices?
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Hai-Chin Yu & Chia-Ju Lee & Der-Tzon Hsieh
- 3241-3261 Bayesian Portfolio Mean–Variance Efficiency Test with Sharpe Ratio’s Sampling Error
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Lie-Jane Kao & Huei Ching Soo & Cheng Few Lee
- 3263-3318 Does Revenue Momentum Drive or Ride Earnings or Price Momentum?
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Hong-Yi Chen & Sheng-Syan Chen & Chin-Wen Hsin & Cheng Few Lee
- 3319-3365 Technical, Fundamental, and Combined Information for Separating Winners from Losers
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Hong-Yi Chen & Cheng Few Lee & Wei-Kang Shih
- 3367-3412 Optimal Payout Ratio Under Uncertainty and the Flexibility Hypothesis: Theory and Empirical Evidence
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee & Manak C. Gupta & Hong-Yi Chen & Alice C. Lee
- 3413-3464 Sustainable Growth Rate, Optimal Growth Rate, and Optimal Payout Ratio: A Joint Optimization Approach
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Hong-Yi Chen & Manak C. Gupta & Alice C. Lee & Cheng Few Lee
- 3465-3489 Cross-Sectionally Correlated Measurement Errors in Two-Pass Regression Tests of Asset-Pricing Models
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Thomas Gramespacher & Armin Bänziger & Norbert Hilber
- 3491-3516 Asset Pricing with Disequilibrium Price Adjustment: Theory and Empirical Evidence
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee
- 3517-3544 A Dynamic CAPM with Supply Effect: Theory and Empirical Results
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee & Chiung-Min Tsai & Alice C. Lee
- 3545-3572 Estimation Procedures of Using Five Alternative Machine Learning Methods for Predicting Credit Card Default
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Huei-Wen Teng & Michael Lee
- 3573-3617 Alternative Methods to Derive Option Pricing Models: Review and Comparison
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee & Yibing Chen & John Lee
- 3619-3647 Option Price and Stock Market Momentum in China
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Jianping Li & Yanzhen Yao & Yibing Chen & Cheng Few Lee
- 3649-3674 Advancement of Optimal Portfolio Models with Short-Sales and Transaction Costs: Methodology and Effectiveness
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Wan-Jiun Paul Chiou & Jing-Rung Yu
- 3675-3702 The Path Leading up to the New IFRS 16 Leasing Standard: How was the Restructuring of Lease Accounting Received by Different Advocacy Groups?
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Christian Blecher & Stephanie Kruse
- 3703-3736 Implied Variance Estimates for Black–Scholes and CEV OPM: Review and Comparison
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee & Yibing Chen & John Lee
- 3737-3751 Crisis Impact on Stock Market Predictability
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Rajesh Mohnot
- 3753-3827 How Many Good and Bad Funds are There, Really?
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Wayne Ferson & Yong Chen
- 3829-3847 Constant Elasticity of Variance Option Pricing Model: Integration and Detailed Derivation
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Y. L. Hsu & T. L. Lin & Cheng Few Lee
- 3849-3866 An Integral Equation Approach for Bond Prices with Applications to Credit Spreads
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Yu-Ting Chen & Cheng Few Lee & Yuan-Chung Sheu
- 3867-3885 Sample Selection Issues and Applications
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Hwei-Lin Chuang & Shih-Yung Chiu
- 3887-3931 Time Series and Neural Network Analysis
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by K. C. Tseng & Ojoung Kwon & Luna C. Tjung
- 3933-3945 Covariance Regression Model for Non-Normal Data
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Tao Zou & Ronghua Luo & Wei Lan & Chih-Ling Tsai
- 3947-3984 Impacts of Time Aggregation on Beta Value and R2 Estimations Under Additive and Multiplicative Assumptions: Theoretical Results and Empirical Evidence
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Yuanyuan Xiao & Yushan Tang & Cheng Few Lee
- 3985-3999 Large-Sample Theory
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Sunil Poshakwale & Anandadeep Mandal
- 4001-4023 Impacts of Measurement Errors on Simultaneous Equation Estimation of Dividend and Investment Decisions
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Cheng Few Lee & Fu-Lai Lin
- 4025-4041 Big Data and Artificial Intelligence in the Banking Industry
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by T. Robert Yu & Xuehu Song
- 4043-4074 A Non-Parametric Examination of Emerging Equity Markets Financial Integration
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Ke Yang & Susan Wahab & Bharat Kolluri & Mahmoud Wahab
- 4075-4086 Algorithmic Analyst (ALAN) — An Application for Artificial Intelligence Content as a Service
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Ted Hong & Daniel Lee & Wenching Wang
- 4087-4118 Survival Analysis: Theory and Application in Finance
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Feng Gao & Xiaomin He
- 4119-4148 Pricing Liquidity in the Stock Market
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Ding Du & Ou Hu
- 4149-4207 The Evolution of Capital Asset Pricing Models: Update and Extension
In: HANDBOOK OF FINANCIAL ECONOMETRICS, MATHEMATICS, STATISTICS, AND MACHINE LEARNING
by Yi-Cheng Shih & Sheng-Syan Chen & Cheng Few Lee & Po-Jung Chen