Issue 3/2021
Content (5 Articles)
The better turbulence index? Forecasting adverse financial markets regimes with persistent homology
Eduard Baitinger, Samuel Flegel
Cross-validated covariance estimators for high-dimensional minimum-variance portfolios
Sven Husmann, Antoniya Shivarova, Rick Steinert
Open Access
Gold and oil prices: abnormal returns, momentum and contrarian effects
Guglielmo Maria Caporale, Alex Plastun
Book Review
Onno de Beaufort Wijnholds: the money masters—the progress and power of central banks
Donglin He