相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。Forecasting Performance of Different Betas: Mexican Stocks before and during the COVID-19 Pandemic
Francisco Lopez Herrera et al.
EMERGING MARKETS FINANCE AND TRADE (2022)
Time-frequency return co-movement among asset classes around the COVID-19 outbreak: portfolio implications
Seyed Alireza Athari et al.
JOURNAL OF ECONOMICS AND FINANCE (2022)
How does Covid-19 affect global equity markets?
Eddie C. M. Hui et al.
FINANCIAL INNOVATION (2022)
Covid-19's effect on the alpha and beta of a US stock Exchange Traded Fund
Kang Hua Cao et al.
APPLIED ECONOMICS LETTERS (2022)
Multi-scale inter-temporal capital asset pricing model
Ryuta Sakemoto
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS (2022)
Asset allocation: new evidence through network approaches
Gian Paolo Clemente et al.
ANNALS OF OPERATIONS RESEARCH (2021)
Bankruptcy prediction for SMEs using transactional data and two-stage multiobjective feature selection
Gang Kou et al.
DECISION SUPPORT SYSTEMS (2021)
Fintech investments in European banks: a hybrid IT2 fuzzy multidimensional decision-making approach
Gang Kou et al.
FINANCIAL INNOVATION (2021)
A wavelet approach of investing behaviors and their effects on risk exposures
Roman Mestre
FINANCIAL INNOVATION (2021)
Neural Network Predictive Modeling on Dynamic Portfolio Management-A Simulation-Based Portfolio Optimization Approach
Jiayang Yu et al.
JOURNAL OF RISK AND FINANCIAL MANAGEMENT (2020)
Global financial crisis and multiscale systematic risk: Evidence from selected European stock markets
Antonios K. Alexandridis et al.
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS (2020)
Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis
Khamis Hamed Al-Yahyaee et al.
PACIFIC-BASIN FINANCE JOURNAL (2020)
The impact of COVID-19 on stock markets
Qing He et al.
ECONOMIC AND POLITICAL STUDIES-EPS (2020)
Financial markets under the global pandemic of COVID-19
Dayong Zhang et al.
FINANCE RESEARCH LETTERS (2020)
Modeling and forecasting time series of precious metals: a new approach to multifractal data
Emrah Oral et al.
FINANCIAL INNOVATION (2019)
Hierarchical Clustering-Based Asset Allocation
Thomas Raffinot
JOURNAL OF PORTFOLIO MANAGEMENT (2018)
The beta heuristic from a time/frequency perspective: A wavelet analysis of the market risk of sectors
Bruce D. McNevin et al.
ECONOMIC MODELLING (2018)
Dynamic Portfolio Strategy Using Clustering Approach
Fei Ren et al.
PLOS ONE (2017)
On the time scale behavior of equity-commodity links: Implications for portfolio management
Stelios Bekiros et al.
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY (2016)
Financial Network Systemic Risk Contributions
Nikolaus Hautsch et al.
REVIEW OF FINANCE (2015)
Evaluation of clustering algorithms for financial risk analysis using MCDM methods
Gang Kou et al.
INFORMATION SCIENCES (2014)
THE CONTINUOUS WAVELET TRANSFORM: MOVING BEYOND UNI- AND BIVARIATE ANALYSIS
Luis Aguiar-Conraria et al.
JOURNAL OF ECONOMIC SURVEYS (2014)
The multiscale causal dynamics of foreign exchange markets
Stelios Bekiros et al.
JOURNAL OF INTERNATIONAL MONEY AND FINANCE (2013)
Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis
Lukas Vacha et al.
ENERGY ECONOMICS (2012)
International comovement of stock market returns: A wavelet analysis
Antonio Rua et al.
JOURNAL OF EMPIRICAL FINANCE (2009)
Multiscale systematic risk
R Gençay et al.
JOURNAL OF INTERNATIONAL MONEY AND FINANCE (2005)