Cover Image

Slomads Rising: Stay Length Shifts in Digital Nomad Travel, United States 2019-2024

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Katz, Harrison, Savage, Erica
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Lead Times in Flux: Analyzing Airbnb Booking Dynamics During Global Upheavals (2018-2022)
by: Katz, Harrison, et al.
Published: (2025)

Directional-Shift Dirichlet ARMA Models for Compositional Time Series with Structural Break Intervention
by: Katz, Harrison
Published: (2026)

Impact by design: translating Lead times in flux into an R handbook with code
by: Katz, Harrison
Published: (2025)

Centered-Innovation MA for Bayesian Dirichlet ARMA: Theoretical Equivalence and an Application to Bank-Asset Shares
by: Katz, Harrison
Published: (2025)

Forecasting the Evolving Composition of Inbound Tourism Demand: A Bayesian Compositional Time Series Approach Using Platform Booking Data
by: Katz, Harrison
Published: (2026)

Coupled Supply and Demand Forecasting in Platform Accommodation Markets
by: Katz, Harrison
Published: (2026)

Distributional Fitting and Tail Analysis of Lead-Time Compositions: Nights vs. Revenue on Airbnb
by: Katz, Harrison E., et al.
Published: (2026)

Structured factor copulas for modeling the systemic risk of European and United States banks
by: Nguyen, Hoang, et al.
Published: (2024)

Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders
by: Hiray, Arnav, et al.
Published: (2023)

Multi-Horizon Echo State Network Prediction of Intraday Stock Returns
by: Ballarin, Giovanni, et al.
Published: (2025)

Multi Scale Analysis of Nifty 50 Return Characteristics Valuation Dynamics and Market Complexity 1990 to 2024
by: Sharma, Chandradew
Published: (2025)

State-Space Dynamic Functional Regression for Multicurve Fixed Income Spread Analysis and Stress Testing
by: He, Peilun, et al.
Published: (2024)

Sentiment Analysis of State Bank of Pakistan's Monetary Policy Documents and its Impact on Stock Market
by: Karim, Aabid, et al.
Published: (2024)

Enhancing Regime Shift Detection Using Unstructured Data: A Study on the Treasury Market
by: Yi, Mingxuan, et al.
Published: (2026)

Consistent Estimation of the High-Dimensional Efficient Frontier
by: Bodnar, Taras, et al.
Published: (2024)

Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
by: Achitouv, Ixandra, et al.
Published: (2024)

Mitigating Distribution Shift in Stock Price Data via Return-Volatility Normalization for Accurate Prediction
by: Lee, Hyunwoo, et al.
Published: (2025)

CBDC Stress Test in a Dual-Currency Setting
by: Dumitrescu, Catalin
Published: (2025)

Test-Time Adaptation for Non-stationary Time Series: From Synthetic Regime Shifts to Financial Markets
by: Wu, Yurui, et al.
Published: (2026)

AlphaAgents: Large Language Model based Multi-Agents for Equity Portfolio Constructions
by: Zhao, Tianjiao, et al.
Published: (2025)

Exploiting Supply Chain Interdependencies for Stock Return Prediction: A Full-State Graph Convolutional LSTM
by: Liu, Chang
Published: (2023)

Volatility of Volatility and Leverage Effect from Options
by: Chong, Carsten H., et al.
Published: (2023)

Model-Free Deep Hedging with Transaction Costs and Light Data Requirements
by: Brugière, Pierre, et al.
Published: (2025)

Long-Range Dependence in Financial Markets: Empirical Evidence and Generative Modeling Challenges
by: He, Yifan, et al.
Published: (2025)

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

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

Forecasting Intraday Volume in Equity Markets with Machine Learning
by: Cucuringu, Mihai, et al.
Published: (2025)

Time-Varying Factor-Augmented Models for Volatility Forecasting
by: Zhang, Duo, et al.
Published: (2025)

A Sinusoidal Hull-White Model for Interest Rate Dynamics: Capturing Long-Term Periodicity in U.S. Treasury Yields
by: Jha, Amit Kumar
Published: (2025)

A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes
by: Brini, Alessio, et al.
Published: (2024)

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)

Systematic comparison of deep generative models applied to multivariate financial time series
by: Caulfield, Howard, et al.
Published: (2024)

Implied and Realized Volatility: A Study of Distributions and the Distribution of Difference
by: Moghaddam, M. Dashti, et al.
Published: (2019)

Fees in AMMs: A quantitative study
by: Alexander, Abe, et al.
Published: (2024)

Macro-aware time series forecasting via hierarchical mixed-frequency attention models
by: Oliveira, Daniel Cunha, et al.
Published: (2026)

Analysis of market efficiency in main stock markets: using Karman-Filter as an approach
by: Liu, Beier, et al.
Published: (2024)

Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms
by: Ahmad, Wasim, et al.
Published: (2024)

Beyond the Numbers: Causal Effects of Financial Report Sentiment on Bank Profitability
by: Neupane, Krishna, et al.
Published: (2026)

Market information of the fractional stochastic regularity model
by: Angelini, Daniele, et al.
Published: (2024)

Stochastic Approaches to Asset Price Analysis
by: Sekatchev, Michael, et al.
Published: (2024)