Title:

Estimating the Likelihood of Financial Behaviours Using Nearest Neighbors: A case study on market sensitivities.

Authors:

Tiago Mendes-Neves (U Porto)
Diogo Seca (U Porto)
Ricardo Sousa (U Porto)
Ana Cláudia Ribeiro (U Porto)
João Mendes‑Moreira (U Porto)

Journal:

Computational Economics

Year:

2024

Volume:

63

Number:

4

Pages:

1477-1491

DOI:

10.1007/s10614-023-10370-x