Research Hub
Peer-Reviewed
- Issue Information
- Volatility spillover effects and risk assessment of Indian green stocks: a DCC-GARCH analysis
- Renewable energy generation capacity following the Russian invasion of Ukraine, and the stock market performance of energy firms: evidence from southern European Union countries
- GPT's idea of stock factors
- Composite Tukey-type distributions with application to operational risk management
Pre-Prints
- Pairs Trading Using a Novel Graphical Matching Approach
- Mean-Field Microcanonical Gradient Descent
- An unexpected stochastic dominance: Pareto distributions, dependence, and diversification
- Interest rate convexity in a Gaussian framework
- Bank Performance Determinants: State of the Art and Future Research Avenues