:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Halousková, Martina, Lyócsa, Štefan
Format:	Preprint
Published:	2025
Subjects:	General Finance
Online Access:	https://arxiv.org/abs/2503.19767
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets
by: Mounira, Chniguir, et al.
Published: (2023)

The fractional volatility model and rough volatility
by: Mendes, R. Vilela
Published: (2022)

The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets
by: Shin, Useong
Published: (2026)

Calibrated rank volatility stabilized models for large equity markets
by: Itkin, David, et al.
Published: (2024)

From fair price to fair volatility: Towards an Efficiency-Consistent Definition of Financial Risk
by: Bianchi, Sergio, et al.
Published: (2025)

Joint calibration of the volatility surface and variance term structure
by: Yoo, Jiwook
Published: (2025)

Regulatory Migration to Europe: ICO Reallocation Following U.S. Securities Enforcement
by: Sharma, Krishna, et al.
Published: (2026)

The fine structure of electricity price volatility
by: Kloster, Thomas K., et al.
Published: (2026)

Tuning in to Frequencies: How Global Assets Align with U.S. Put-Call Parity Residuals
by: Shin, Useong
Published: (2026)

Budget Forecasting and Integrated Strategic Planning for Leaders
by: Salehi, Matt
Published: (2025)

Stress index strategy enhanced with financial news sentiment analysis for the equity markets
by: Lefort, Baptiste, et al.
Published: (2024)

Large language models in finance : what is financial sentiment?
by: Kirtac, Kemal, et al.
Published: (2025)

Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts
by: Olkhov, Victor
Published: (2024)

Predicting the volatility of major energy commodity prices: the dynamic persistence model
by: Barunik, Jozef, et al.
Published: (2024)

The Memorization Problem: Can We Trust LLMs' Economic Forecasts?
by: Lopez-Lira, Alejandro, et al.
Published: (2025)

Behavioral Machine Learning? Regularization and Forecast Bias
by: Frank, Murray Z., et al.
Published: (2023)

Volatility-based strategy on Chinese equity index ETF options
by: Yifeng, Peng
Published: (2024)

A Blessing in Disguise? DeFi Exploits and Short-Horizon Responses in U.S. Commercial Paper Spreads
by: Lin, Tingyi
Published: (2026)

First-passage horizons in horizontal visibility graphs: a rank-invariant estimator of path roughness for rough volatility models
by: Sikorski, Michał
Published: (2025)

Heterogeneity of household stock portfolios in a national market
by: Milazzo, Matteo, et al.
Published: (2025)

Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
by: Yang, Yan-Hong, et al.
Published: (2023)

Modeling the yield curve of Burundian bond market by parametric models
by: Ntawiratsa, Rédempteur, et al.
Published: (2023)

The behavior of stock market prices throughout the episodes of capital inflows
by: Baba, Boubekeur, et al.
Published: (2020)

The Innovation Tax: Generative AI Adoption, Productivity Paradox, and Systemic Risk in the U.S. Banking Sector
by: Kikuchi, Tatsuru
Published: (2026)

Price equilibria with positive margins in loyal-strategic markets with discrete prices
by: Wadhwa, Gurkirat, et al.
Published: (2025)

Central Bank Digital Currency: The Advent of its IT Governance in the financial markets
by: Junior, Carlos Alberto Durigan, et al.
Published: (2024)

Monopoly Unveiled: Telecom Breakups in the US and Mexico
by: Trillo, Fausto Hernández, et al.
Published: (2024)

A hidden Markov model for statistical arbitrage in international crude oil futures markets
by: Fanelli, Viviana, et al.
Published: (2023)

Exploring the Interpretability of Forecasting Models for Energy Balancing Market
by: Våle, Oskar, et al.
Published: (2026)

How low-cost AI universal approximators reshape market efficiency
by: Barucca, Paolo, et al.
Published: (2025)

Aggregation of financial markets
by: Menz, Georg, et al.
Published: (2023)

Investigating the Impact of Sovereign Credit Rating Downgrade on the US Equity Market
by: Jev, Japheth Torsar
Published: (2024)

Backward stochastic difference equations on lattices with application to market equilibrium analysis
by: Fukasawa, Masaaki, et al.
Published: (2023)

Graph Signal Processing for Global Stock Market Realized Volatility Forecasting
by: Chi, Zhengyang, et al.
Published: (2024)

Financial markets as a Le Bonian crowd during boom-and-bust episodes: A complementary theoretical framework in behavioural finance
by: Barraud, Claire
Published: (2025)

Stylized facts in money markets: an empirical analysis of the eurozone data
by: Coz, Victor Le, et al.
Published: (2024)

Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days
by: Chi, Zhengyang, et al.
Published: (2024)

A Controlled Comparison of Deep Learning Architectures for Multi-Horizon Financial Forecasting: Evidence from 918 Experiments
by: Saidd, Nabeel Ahmad
Published: (2026)

Information, sentiment, and margin trading of Chinese stock market
by: Hai Lin, et al.
Published: (2024)

Auto-Balancer: Harnessing idle network resources for enhanced market stability
by: Abgaryan, Arman, et al.
Published: (2025)