Dynamics of financial returns densities: A functional approach applied to the Bovespa intraday index
Sign Up to like & getrecommendations! Published in 2018 at "International Journal of Forecasting"
DOI: 10.1016/j.ijforecast.2017.08.001
Abstract: We model the stochastic evolution of the probability density functions (PDFs) of Ibovespa intraday returns over business days, in a functional time series framework. We find evidence that the dynamic structure of the PDFs reduces… read more here.
Keywords: financial returns; densities functional; approach applied; functional approach ... See more keywords
Dynamics of Financial Hardship in the United States: Health and Retirement Study 2006-2016.
Sign Up to like & getrecommendations! Published in 2021 at "Journal of gerontological social work"
DOI: 10.1080/01634372.2021.1953662
Abstract: The purpose of this study was to examine the temporal trends and dynamics of financial hardship among older adults in the U.S. between 2006 and 2016 using the Health and Retirement Study. Sample included a… read more here.
Keywords: 2006 2016; study; health; financial hardship ... See more keywords
Trust dynamics after financial distress: evidence from Euro member countries
Sign Up to like & getrecommendations! Published in 2020 at "Applied Economics Letters"
DOI: 10.1080/13504851.2020.1855308
Abstract: We investigate the dynamic adjustment of trust in the European Central Bank and the European Commission to financial distress using aggregate data from the Eurobarometer surveys and the financial d... read more here.
Keywords: trust dynamics; financial distress; euro member; distress evidence ... See more keywords
Social dynamics of financial networks
Sign Up to like & getrecommendations! Published in 2018 at "EPJ Data Science"
DOI: 10.1140/epjds/s13688-018-0143-y
Abstract: Recurrent interactions between agents play an essential role in the organization of a dynamic complex system. While intensive researches have been done on social systems formed by human interactions, dynamical rules are not well understood… read more here.
Keywords: social dynamics; dynamics financial; financial networks;