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Recent papers and projects... more to come soon.
- The impact of festivities on gold price expectation and volatility (forthcoming in: International Review of Financial Analysis, 2018)
- The 2016 US presidential election and media on Instagram: Who was in the lead? (Computers in Human Behavior, 2018)
- Frequency aspects of information transmission in a network of three western equity markets (Physica A, 2017)
- The Russian Stock Market during the Ukrainian Crisis: A Network Perspective (Czech Journal of Economics and Finance, 2016)
- Green Segmentation: a Cross-National Study (Marketing Intelligence and Planning, 2015)
- WaveletComp: an R package for Computational Wavelet Analysis
- Robust Trading Rule Selection and Forecasting Accuracy (Journal of Systems Science and Complexity, 2014)
- Market Connectedness: Spillovers, Information Flow, and Relative Market Entropy (2013)
- Information Propagation between Equity Markets: the Case of BRICT (2013)
- Chinese New Year and International Gold Markets (2013)
- Does OPEC Announcement Policy matter in the Creation of Crude Oil Price Volatility? (2012)
- Connectedness Cycles in Equity Markets: a Wavelet Approach (2012)
- Understanding Market Connectedness: a Markov Chain Approach
(2012)
- Impact of Festivals on Gold Price Expectation and Volatility (2012)
- A Leslie-Type Urban-Rural Migration Model, and the Situation of Germany and Turkey (2012)
- OPEC News Announcements: Effects on Oil Price Expectation and Volatility (Energy Economics, 2012)
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Document last modified on February 22, 2021.