Access Statistics for Stelios Bekiros

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Nonlinear Approach for Predicting Stock Returns and Volatility with the Use of Investor Sentiment Indices 0 0 0 34 1 3 3 126
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling 0 0 0 2 0 0 2 50
Bayesian Forecasting with a Factor-Augmented Vector Autoregressive DSGE model 0 0 2 129 1 4 9 322
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 0 74 0 0 2 67
Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets 0 0 0 29 0 0 1 165
Boundedly rational learning and heterogeneous trading strategies with hybrid neuro-fuzzy models 0 0 0 13 0 0 1 69
Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area 0 0 0 118 0 0 1 142
Chaos in G7 Stock Markets using Over One Century of Data: A Note 0 0 0 19 0 0 0 103
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a forecastability analysis versus TVP-VARs 0 0 0 103 0 2 5 185
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 67 0 0 1 141
Dealing with Financial Instability under a DSGE modeling approach with Banking Intermediation: a predictability analysis versus TVP-VARs 0 0 0 80 1 1 1 76
Decoupling and the Spillover Effects of the US Financial Crisis: Evidence from the BRIC Markets 0 0 2 101 0 0 3 315
Detecting nonlinear dependencies in foreign exchange markets: A multistep filtering approach 0 0 0 51 0 0 0 139
Determinants and consequences of corporate social responsibility disclosure: a survey of extant literature 0 0 1 3 1 3 7 16
Direction-of-Change Forecasting using a Volatility- Based Recurrent Neural Network 0 0 0 176 0 0 1 529
Directional predictability and time-varying spillovers between stock markets and economic cycles 0 0 0 0 0 0 1 40
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 63 0 0 5 42
Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models 0 0 0 76 0 1 2 244
Exchange Rates and Fundamentals: Co-Movement, Long-Run Relationships and Short-run Dynamics 0 0 0 99 0 0 0 243
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 57 0 0 1 79
Forecasting US GNP Growth: The Role of Uncertainty 0 0 0 53 0 0 1 183
Forecasting Volatility in Cryptocurrency Markets 1 1 2 175 3 4 10 201
Forecasting the US Economy with a Factor-Augmented Vector Autoregressive DSGE model 0 0 0 83 0 0 0 132
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 0 0 0 1 2 46
Implications for banking stability and welfare under capital shocks and countercyclical requirements 0 0 0 67 0 0 2 73
Incorporating Economic Policy Uncertainty in US Equity Premium Models: A Nonlinear Predictability Analysis 0 0 0 38 0 0 0 104
Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets 0 0 0 45 0 0 1 176
Macroprudential policy and forecasting using Hybrid DSGE models with financial frictions and State space Markov-Switching TVP-VARs 0 0 0 89 0 0 0 73
Mortgage Defaults, Expectation-Driven House Prices and Monetary Policy 0 0 2 65 0 1 4 81
Multi-Regional Agent-Based Modeling of Household and Firm Location Choices with Endogenous Transport Costs 0 0 1 112 0 1 6 289
Nonlinear causality testing with stepwise multivariate filtering 0 0 0 56 0 0 1 166
Oil Price Forecastability and Economic Uncertainty 0 0 0 104 0 0 0 217
Oil Price Forecastability and Economic Uncertainty 0 0 0 43 0 1 2 135
Oil price forecastability and economic uncertainty 0 0 0 101 1 2 4 77
On Economic Uncertainty, Stock Market Predictability and Nonlinear Spillover Effects 0 0 0 28 0 0 0 143
On the predictability of crude oil market: A hybrid multiscale wavelet approach 0 0 0 0 0 0 0 13
On the predictability of time-varying VAR and DSGE models 0 0 0 3 0 0 1 43
On the predictability of time-varying VAR and DSGE models 0 0 0 7 0 0 1 67
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 0 58 0 0 0 95
Policy-oriented macroeconomic forecasting with hybrid DGSE and time-varying parameter VAR models 0 0 1 219 0 0 2 649
Predicting Stock Returns and Volatility Using Consumption-Aggregate Wealth Ratios: A Nonlinear Approach 0 0 0 8 0 0 0 67
Risk transmitters and receivers in global currency markets 0 0 0 0 0 0 0 32
Short-Term Volatility Timing: A Cross-Country Study 0 0 0 0 0 1 2 2
Sovereign Bond Market Dependencies and Crisis Transmission around the Eurozone Debt Crisis: A Dynamic Copula Approach 0 0 0 1 0 0 2 13
Spillover across Eurozone credit market sectors and determinants 0 0 0 0 0 0 0 20
Synchronization of the glycolysis reaction-diffusion model via linear control law 0 0 0 4 0 0 0 9
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD 0 0 0 51 0 3 6 302
The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations 0 0 0 103 0 0 2 162
The Multiscale Causal Dynamics of Foreign Exchange Markets 1 1 1 65 1 2 3 165
The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing 0 0 0 140 0 0 1 437
The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality 1 1 3 619 1 1 4 1,991
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method 0 0 0 19 0 3 5 173
Total Working Papers 3 3 15 3,650 10 34 108 9,429


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Fuzzy Reinforcement Learning Method for Effective Chemotherapy 0 0 0 0 1 1 2 7
A comparison of international mutual funds efficiency 0 0 0 0 0 0 0 0
A financial hyperchaotic system with coexisting attractors: Dynamic investigation, entropy analysis, control and synchronization 0 0 1 7 0 0 4 22
A fractional-order SIRD model with time-dependent memory indexes for encompassing the multi-fractional characteristics of the COVID-19 0 0 0 5 1 1 2 21
A fractional-order hyper-chaotic economic system with transient chaos 0 0 1 8 0 1 3 29
A neurofuzzy model for stock market trading 0 0 0 172 0 1 1 467
A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series 0 2 3 31 1 3 10 115
A non-linear approach for predicting stock returns and volatility with the use of investor sentiment indices 0 0 2 22 0 2 10 68
A novel fuzzy mixed H2/H∞ optimal controller for hyperchaotic financial systems 0 0 0 0 0 0 0 4
A robust algorithm for parameter estimation in smooth transition autoregressive models 0 0 1 38 0 1 5 121
A systemic risk analysis of Islamic equity markets using vine copula and delta CoVaR modeling 0 0 1 23 0 0 8 113
A tale of two shocks: The dynamics of international real estate markets 0 0 0 7 0 1 2 36
A variable-order fractional memristor neural network: Secure image encryption and synchronization via a smooth and robust control approach 0 0 1 1 0 0 3 3
Achieving resilient chaos suppression and synchronization of fractional-order supply chains with fault-tolerant control 0 0 1 1 0 1 2 2
Adaptive fixed-time robust control for function projective synchronization of hyperchaotic economic systems with external perturbations 0 0 0 0 0 0 0 2
An Ensemble of Long Short-Term Memory Networks with an Attention Mechanism for Upper Limb Electromyography Signal Classification 0 0 0 0 0 0 1 2
Analysing the systemic risk of Indian banks 2 4 7 85 3 8 17 238
Artificial macro-economics: A chaotic discrete-time fractional-order laboratory model 0 0 0 3 1 2 2 10
Asymmetric linkages among the fear index and emerging market volatility indices 0 1 1 33 0 1 4 116
Bank capital shocks and countercyclical requirements: Implications for banking stability and welfare 0 0 2 30 0 1 4 92
Bayesian forecasting with small and medium scale factor-augmented vector autoregressive DSGE models 0 0 0 83 0 0 1 239
Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets 1 1 2 11 1 1 3 38
Bitcoin as Hedge or Safe Haven: Evidence from Stock, Currency, Bond and Derivatives Markets 2 3 4 34 4 6 12 124
Black swan events and safe havens: The role of gold in globally integrated emerging markets 0 1 1 26 0 3 8 205
Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area 0 0 3 57 1 1 6 188
Can machine learning approaches predict corporate bankruptcy? Evidence from a qualitative experimental design 0 1 2 32 0 2 5 71
Chaos, randomness and multi-fractality in Bitcoin market 0 0 0 3 0 1 4 31
Chaotic attitude synchronization and anti-synchronization of master-slave satellites using a robust fixed-time adaptive controller 0 0 0 0 0 0 1 3
Characterization of infant healthy and pathological cry signals in cepstrum domain based on approximate entropy and correlation dimension 0 0 0 5 0 0 2 17
Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain 0 0 0 5 1 1 2 28
Complexity measures of high oscillations in phonocardiogram as biomarkers to distinguish between normal heart sound and pathological murmur 0 0 1 4 0 0 1 15
Contagion, decoupling and the spillover effects of the US financial crisis: Evidence from the BRIC markets 0 0 1 51 0 0 7 165
Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets 0 0 0 0 0 1 2 14
Cryptocurrency forecasting with deep learning chaotic neural networks 1 2 10 126 4 10 26 294
Customer Satisfaction Prediction in the Shipping Industry with Hybrid Meta-heuristic Approaches 1 1 2 10 1 2 6 43
Dealing with financial instability under a DSGE modeling approach with banking intermediation: A predictability analysis versus TVP-VARs 0 0 0 42 0 1 2 170
Decomposing the persistence structure of Islamic and green crypto-currencies with nonlinear stepwise filtering 0 0 0 4 0 1 3 26
Deep learning systems for automatic diagnosis of infant cry signals 0 0 0 6 0 0 2 18
Deep recurrent neural networks with finite-time terminal sliding mode control for a chaotic fractional-order financial system with market confidence 0 0 0 1 0 0 1 12
Detecting nonlinear dependencies in eurozone peripheral equity markets: A multistep filtering approach 1 1 1 13 1 1 4 62
Determinants and consequences of corporate social responsibility disclosure: A survey of extant literature 0 0 2 2 0 4 9 9
Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques 0 0 1 29 1 2 8 89
Direction-of-change forecasting using a volatility-based recurrent neural network 0 0 1 66 0 0 3 181
Directional predictability and time-varying spillovers between stock markets and economic cycles 0 0 0 27 0 1 2 118
Discrete-time macroeconomic system: Bifurcation analysis and synchronization using fuzzy-based activation feedback control 0 0 0 2 0 0 2 16
Disturbances and complexity in volatility time series 0 0 0 1 0 1 1 6
EDITORIAL 0 0 0 0 0 1 1 1
ESG and FinTech funding in the EU 0 1 6 6 0 2 19 19
Enhanced Classification of Heartbeat Electrocardiogram Signals Using a Long Short-Term Memory–Convolutional Neural Network Ensemble: Paving the Way for Preventive Healthcare 0 0 0 1 0 0 1 3
Enhancing the predictability of crude oil markets with hybrid wavelet approaches 0 0 0 3 1 1 4 19
Estimating point and density forecasts for the US economy with a factor-augmented vector autoregressive DSGE model 0 0 0 40 0 1 4 137
Estimation of Value-at-Risk by extreme value and conventional methods: a comparative evaluation of their predictive performance 0 0 5 140 0 0 7 363
Evidence of the fractal market hypothesis in European industry sectors with the use of bootstrapped wavelet leaders singularity spectrum analysis 0 0 0 2 0 1 2 6
Evolutionary-based return forecasting with nonlinear STAR models: evidence from the Eurozone peripheral stock markets 0 1 2 17 0 1 4 73
Exchange rates and fundamentals: Co-movement, long-run relationships and short-run dynamics 0 0 0 94 0 2 4 392
Expectation-driven house prices and debt defaults: The effectiveness of monetary and macroprudential policies 0 0 2 43 0 3 10 125
Extreme Dependence under Uncertainty: an application to Stock, Currency and Oil Markets 0 0 0 6 0 1 1 23
Extreme returns and the contagion effect between the foreign exchange and the stock market: evidence from Cyprus 0 0 0 4 0 0 0 48
Financial networks and systemic risk vulnerabilities: A tale of Indian banks 0 0 2 7 1 3 9 19
Fixed-Time Adaptive Chaotic Control for Permanent Magnet Synchronous Motor Subject to Unknown Parameters and Perturbations 0 0 0 0 1 1 2 3
Forecasting Inflation Uncertainty in the G7 Countries 0 0 0 5 0 0 3 43
Forecasting US GNP growth: The role of uncertainty 0 0 1 7 0 0 1 32
Forecasting volatility in bitcoin market 0 0 2 13 0 1 9 52
Forecasting with a state space time-varying parameter VAR model: Evidence from the Euro area 0 1 2 102 1 2 5 322
Fuzzy adaptive decision-making for boundedly rational traders in speculative stock markets 0 2 6 45 1 3 10 145
Gain-Scheduled Sliding-Mode-Type Iterative Learning Control Design for Mechanical Systems 0 0 0 0 0 2 3 3
Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit 0 0 1 19 0 0 4 87
Herding behavior, market sentiment and volatility: Will the bubble resume? 2 8 18 80 8 17 42 275
Heterogeneous agent-based modeling of endogenous boom-bust cycles in financial markets with adaptive expectations and dynamically switching fractions between contrarian and fundamental market entry strategies 0 0 0 2 0 1 4 15
Heterogeneous trading strategies with adaptive fuzzy Actor-Critic reinforcement learning: A behavioral approach 1 2 8 177 1 3 19 468
Heuristic learning in intraday trading under uncertainty 0 0 1 22 0 0 4 115
How social imbalance and governance quality shape policy directives for energy transition in the OECD countries? 0 0 2 6 1 3 8 22
Identification and Control of Rehabilitation Robots with Unknown Dynamics: A New Probabilistic Algorithm Based on a Finite-Time Estimator 0 0 0 0 1 1 1 2
Impact of speculation and economic uncertainty on commodity markets 0 1 3 68 0 3 10 336
Incorporating economic policy uncertainty in US equity premium models: A nonlinear predictability analysis 0 0 0 11 1 2 6 77
Indirect Neural-Enhanced Integral Sliding Mode Control for Finite-Time Fault-Tolerant Attitude Tracking of Spacecraft 0 0 0 1 0 0 0 3
Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets 0 0 1 28 0 2 5 140
Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market 0 0 3 49 0 1 7 132
Intelligent parameter identification and prediction of variable time fractional derivative and application in a symmetric chaotic financial system 0 0 0 6 0 0 2 18
Irrational fads, short-term memory emulation, and asset predictability 0 0 0 9 0 0 1 79
Irrational fads, short‐term memory emulation, and asset predictability 0 0 0 1 0 0 1 10
Is anti-herding behavior spurious? 0 0 0 13 0 1 5 73
King algorithm: A novel optimization approach based on variable-order fractional calculus with application in chaotic financial systems 0 0 0 1 0 0 3 28
Long-range memory, distributional variation and randomness of bitcoin volatility 0 0 0 12 0 0 4 52
MACROPRUDENTIAL POLICY AND FORECASTING USING HYBRID DSGE MODELS WITH FINANCIAL FRICTIONS AND STATE SPACE MARKOV-SWITCHING TVP-VARS 0 0 0 42 0 0 0 103
MULTI-SCALE ANALYSIS REVEALS DIFFERENT PATTERNS IN TECHNICAL INDICATORS OF BLOCKCHAIN 0 0 1 5 0 1 2 12
Modelling volatility persistence under stochasticity assumptions: evidence from common and alternative investments 0 0 0 0 0 0 1 7
Money supply and inflation dynamics in the Asia-Pacific economies: a time-frequency approach 0 1 2 41 0 2 9 130
Multi-fluctuation nonlinear patterns of European financial markets based on adaptive filtering with application to family business, green, Islamic, common stocks, and comparison with Bitcoin, NASDAQ, and VIX 0 0 0 3 0 0 1 14
Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios 0 0 0 16 1 1 1 182
Multivariate time-varying parameter modelling for stock markets 0 0 0 4 0 0 2 15
Neural Adaptive Fixed-Time Attitude Stabilization and Vibration Suppression of Flexible Spacecraft 0 0 0 1 2 2 2 7
Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index 0 0 3 49 0 1 8 132
Nonlinear Forecasting of Euro Area Industrial Production Using Evolutionary Approaches 0 0 0 4 0 0 0 27
Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison 0 0 0 7 0 0 1 30
Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets 0 0 0 19 0 2 3 88
Nonlinear equilibrium adjustment dynamics and predictability of the term structure of interest rates 0 0 0 11 0 1 2 50
Oil price forecastability and economic uncertainty 0 0 1 73 0 1 3 209
On chaos and projective synchronization of a fractional difference map with no equilibria using a fuzzy-based state feedback control 0 0 0 2 0 0 0 12
On economic uncertainty, stock market predictability and nonlinear spillover effects 0 0 1 22 1 2 3 105
On the development of variable-order fractional hyperchaotic economic system with a nonlinear model predictive controller 0 0 0 2 0 1 4 22
On the predictability of crude oil market: A hybrid multiscale wavelet approach 0 0 0 5 0 1 1 20
On the predictability of time-varying VAR and DSGE models 0 0 0 89 0 0 3 226
On the pricing of exotic options: A new closed-form valuation approach 0 0 0 5 0 0 1 24
On the time scale behavior of equity-commodity links: Implications for portfolio management 0 0 0 17 0 0 1 144
Optimal Reinforcement Learning-Based Control Algorithm for a Class of Nonlinear Macroeconomic Systems 0 0 0 0 1 2 3 5
Optimal policies for control of the novel coronavirus disease (COVID-19) outbreak 0 0 0 8 0 1 1 26
Optimal tuning of support vector machines and k-NN algorithm by using Bayesian optimization for newborn cry signal diagnosis based on audio signal processing features 0 0 0 0 0 0 1 3
PITFALLS IN CROSS‐SECTION STUDIES WITH INTEGRATED REGRESSORS: A SURVEY AND NEW DEVELOPMENTS 0 0 0 12 0 0 2 37
Performance assessment of ensemble learning systems in financial data classification 0 1 1 5 0 1 3 28
Policy‐Oriented Macroeconomic Forecasting with Hybrid DGSE and Time‐Varying Parameter VAR Models 1 1 2 21 1 3 9 90
Portfolio Optimization With Investor Utility Preference of Higher-Order Moments: A Behavioral Approach 0 1 2 20 0 2 4 58
Predicting stock returns and volatility using consumption-aggregate wealth ratios: A nonlinear approach 0 0 0 8 1 1 2 43
Quantile dependence between developed and emerging stock markets aftermath of the global financial crisis 1 1 2 9 1 2 4 39
Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic 0 0 1 5 0 0 2 26
Revisiting the Dynamic Linkages of Treasury Bond Yields for the BRICS: A Forecasting Analysis 0 0 0 0 0 1 2 13
Revisiting the three factor model in light of circular behavioural simultaneities 0 0 0 1 0 0 1 9
Risk perception in financial markets: On the flip side 0 0 0 23 0 1 8 122
Risk transmitters and receivers in global currency markets 0 0 0 12 0 0 1 58
Risk-managed time-series momentum: an emerging economy experience 0 0 0 1 0 0 1 4
Robust PID sliding-surface control for nonholonomic pendulum-driven spherical robots in the presence of nonlinear perturbations and uncertainty shocks 0 2 2 2 0 2 2 2
SBDiEM: A new mathematical model of infectious disease dynamics 0 0 0 1 0 0 2 17
STATISTICAL ANALYSIS BY WAVELET LEADERS REVEALS DIFFERENCES IN MULTI-FRACTAL CHARACTERISTICS OF STOCK PRICE AND RETURN SERIES IN TURKISH HIGH FREQUENCY DATA 0 0 2 3 0 3 7 21
Short-term volatility timing: a cross-country study 0 0 1 1 0 0 6 6
Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach 0 0 0 3 0 0 0 23
Spatiotemporal wavelet-domain neuroimaging of chaotic EEG seizure signals in epilepsy diagnosis and prognosis with the use of graph convolutional LSTM networks 0 0 1 2 0 1 2 3
Spillover across Eurozone credit market sectors and determinants 1 1 1 4 1 4 8 23
Spillovers across European sovereign credit markets and role of surprise and uncertainty 0 0 0 3 0 0 0 14
Synchronization of fractional time-delayed financial system using a novel type-2 fuzzy active control method 0 0 0 4 0 0 0 21
Systematic risk in the biopharmaceutical sector: a multiscale approach 0 0 1 2 0 1 2 3
TRACKING CONTROL AND STABILIZATION OF A FRACTIONAL FINANCIAL RISK SYSTEM USING NOVEL ACTIVE FINITE-TIME FAULT-TOLERANT CONTROLS 0 0 1 9 1 1 3 19
Tail-Related Risk Measurement and Forecasting in Equity Markets 0 0 1 6 1 3 5 43
The Dynamic Volatility Connectedness Structure of Energy Futures and Global Financial Markets: Evidence From a Novel Time–Frequency Domain Approach 0 0 0 0 0 0 2 7
The asymmetric relationship between returns and implied volatility: Evidence from global stock markets 0 0 4 48 2 2 12 190
The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets 0 0 0 7 0 0 3 25
The effect of market confidence on a financial system from the perspective of fractional calculus: Numerical investigation and circuit realization 0 0 0 1 0 0 0 24
The extreme-value dependence of Asia-Pacific equity markets 0 0 0 30 0 1 3 101
The high frequency multifractal properties of Bitcoin 0 0 0 11 0 1 1 52
The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets 1 1 1 80 1 4 10 426
The multiscale causal dynamics of foreign exchange markets 0 0 1 51 0 0 3 180
The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis 0 0 0 13 0 0 2 47
The nonlinear dynamic relationship of exchange rates: Parametric and nonparametric causality testing 0 0 0 81 0 0 0 312
The relationship between crude oil spot and futures prices: Cointegration, linear and nonlinear causality 0 0 4 223 1 3 10 783
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method 1 2 7 47 3 8 20 158
The term structure of Eurozone peripheral bond yields: an asymmetric regime-switching equilibrium correction approach 0 0 0 3 0 0 4 28
Time-dependent complexity measurement of causality in international equity markets: A spatial approach 0 0 0 2 0 0 3 15
Time-varying self-similarity in alternative investments 0 0 0 0 0 0 1 6
Timescale Analysis with an Entropy-Based Shift-Invariant Discrete Wavelet Transform 0 1 1 12 0 2 2 50
USE OF EVOLUTIONARY ALGORITHMS IN A FRACTIONAL FRAMEWORK TO PREVENT THE SPREAD OF CORONAVIRUS 0 0 1 8 0 1 2 20
Understanding the credit cycle and business cycle dynamics in India 0 0 2 19 0 1 8 54
Total Journal Articles 16 45 164 3,364 56 189 643 12,203


Statistics updated 2025-05-12