The better turbulence index? Forecasting adverse financial markets regimes with persistent homology Eduard BaitingerSamuel Flegel OriginalPaper 10 February 2021 Pages: 277 - 308
Cross-validated covariance estimators for high-dimensional minimum-variance portfolios Sven HusmannAntoniya ShivarovaRick Steinert OriginalPaper 02 January 2021 Pages: 309 - 352
Gold and oil prices: abnormal returns, momentum and contrarian effects Guglielmo Maria CaporaleAlex Plastun OriginalPaper Open access 05 April 2021 Pages: 353 - 368
Designing volatility indices for Austria, Finland and Spain Giovanni CampisiSilvia Muzzioli OriginalPaper 03 April 2021 Pages: 369 - 455
Onno de Beaufort Wijnholds: the money masters—the progress and power of central banks Donglin He Book Review 13 April 2021 Pages: 457 - 459