... Tail risk management Hedging strategies Regime-switching models Quadratic Hawkes process Second-order hidden Markov model AI technology stocks Probabilistic financial forecasting G17 C58 C53 G01 G13 C41 Research Grant of Inha University 10.13039/501100002635 2025-2...

... retention strategy G12 G13 G17 Table 1 Major Korean auto finance companies' returns by asset type. (unit: million USD) Asset type Average balance Returns Annual return rate Hyundai Capital Leases 6,023 690 22.92% Loans 12,498 306 4.89% KB Capital Leases...

.../licences/by/4.0/legalcode Crude oil Prediction Textual analysis Machine learning Trading position G11 G12 G17 C53 Crude oil is an important asset for industrial development and production and plays a pivotal role in all aspects of national planning (Chiroma et al., 2015...

... opinions Korean sentiment lexicon for finance (KOSELF) G11 G14 G17 The corporate report of Hankyung consensus provides information such as the release date, report title, target price, recommendation, analyst name, securities company (brokerage house) to which the analyst belongs, and pdf...

... the effect of investor sentiment. D81 G12 G14 G17 Many studies have shown interest in models with rational investors in financial markets and have developed models to explain anomalies in financial markets. Based on classical finance theories, taking a high risk is compensated with high...

... methodology Keywords analysis Co-authorship analysis Journal of derivatives and quantitative studies G00 G10 G13 G17 The rest of the paper is organized as follows. Section 2 introduces the bibliographic data and bibliometric methodology. Section 3 reports on the journal's performance...

... to the original publication and authors. The full terms of this licence maybe seen at http://creativecommons.org/licences/by/4.0/legalcode Term structure of interest rate Economic policy uncertainty Monetary and interest rate policies Stock market Economic activity E37 E44 G12 G14 G17...