Titlebook: Advances in Quantitative Economic Research; 2021 International C Nicholas Tsounis,Aspasia Vlachvei Conference proceedings 2022 The Editor(s

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,Überblick Computational Intelligence,d investors’ activity on the Warsaw Stock Exchange (WSE) within the pandemic period in 2020. Daily trading volume is utilized as a measure of investors’ activity. The event window method is used to assess whether the mean results of daily trading volume during the pre-event, event and post-event tim

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https://doi.org/10.1007/978-3-030-70594-7e asymmetric terms of the GJR-GARCH and EGARCH models are statistically significant. The information criterion suggests that the EGARCH model is the best fitting model for all the volatility indices, except Korea. For Korea, the GJR-GARCH model is the best fitting model.

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Alex Bertei,Renata H. S. Reiser,Luciana Fossl system as political factors of corruption are confirmed by statistical methods and discussed in broader socio-political context. Within it, the quality of the institutions, the freedom of the press has the greatest impact on the level of corruption.

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Luca Baldini,Alessio Martino,Antonello Rizzind the COVID year 2020 on a sector level. The identification of statistically significant differences was performed by the Kruskal–Wallis test (nonparametric ANOVA). Results indicate that the most COVID-affected sectors were construction, food processing industry, law, consulting and accounting, ret

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https://doi.org/10.1007/978-3-540-76288-1acterize this effect as stabilizing or destabilizing. Two are the main findings of our analysis: the Greek economy is indeed characterized by very sharp political fiscal cycles during the period of the Third Hellenic Republic and that these cycles have a destabilizing effect on the total output of t

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