Showing 1 - 6 results of 6 for search 'Nicolas S. Magner', query time: 0.03s Refine Results
  1. 1
    Equity Market Description under High and Low Volatility Regimes Using Maximum Entropy Pairwise Distribution

    Equity Market Description under High and Low Volatility Regimes Using Maximum Entropy Pairwise Distribution by Mauricio A. Valle, Jaime F. Lavín, Nicolás S. Magner

    Published 2021-10-01
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  2. 2
    Forecasting Commodity Market Synchronization with Commodity Currencies: A Network-Based Approach

    Forecasting Commodity Market Synchronization with Commodity Currencies: A Network-Based Approach by Nicolas S. Magner, Nicolás Hardy, Jaime Lavin, Tiago Ferreira

    Published 2023-03-01
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  3. 3
    Modeling Overlapped Mutual Funds’ Portfolios: A Bipartite Network Approach

    Modeling Overlapped Mutual Funds’ Portfolios: A Bipartite Network Approach by Jaime F. Lavin, Mauricio A. Valle, Nicolás S. Magner

    Published 2019-01-01
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  4. 4
    A Network-Based Approach to Study Returns Synchronization of Stocks: The Case of Global Equity Markets

    A Network-Based Approach to Study Returns Synchronization of Stocks: The Case of Global Equity Markets by Jaime F. Lavin, Mauricio A. Valle, Nicolás S. Magner

    Published 2021-01-01
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  5. 5
    “Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis

    “Agree to Disagree”: Forecasting Stock Market Implied Volatility Using Financial Report Tone Disagreement Analysis by Nicolas S. Magner, Nicolás Hardy, Tiago Ferreira, Jaime F. Lavin

    Published 2023-03-01
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  6. 6
    The Volatility Forecasting Power of Financial Network Analysis

    The Volatility Forecasting Power of Financial Network Analysis by Nicolás S. Magner, Jaime F. Lavin, Mauricio A. Valle, Nicolás Hardy

    Published 2020-01-01
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