Results 51 to 60 of about 95 (83)

Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods. [PDF]

SN Bus Econ, 2022
Sahiner M.
europepmc   +1 more source

Stock Market Volatility and Return Analysis: A Systematic Literature Review. [PDF]

Entropy (Basel), 2020
Bhowmik R, Wang S.
europepmc   +1 more source

Long memory mean and volatility models of platinum and palladium price return series under heavy tailed distributions. [PDF]

Springerplus, 2016
Ranganai E, Kubheka SB.
europepmc   +1 more source

High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. [PDF]

PLoS One
Kuang W.
europepmc   +1 more source

DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions. [PDF]

Quant Finance
Moreno-Pino F, Zohren S.
europepmc   +1 more source

Hybrid Fourier asymmetric-garch estimation of value at risk and expected shortfall: Empirical evidence from crude oil prices. [PDF]

Heliyon
Doabil L, Nasiru S, Iddrisu MM.
europepmc   +1 more source

AI companies' strategies with traditional vs. digital assets amid geopolitical and banking crises. [PDF]

Heliyon
Dammak W, Fakhfekh M, Alnafisah H, Jeribi A.   +3 more
europepmc   +1 more source

A hybrid ICA-GRU approach for forecasting gold futures price. [PDF]

Front Artif Intell
Charugulla S, Saheb SS.
europepmc   +1 more source

The relationship between inflation and inflation uncertainty. Empirical evidence for the newest EU countries. [PDF]

PLoS One, 2014
Viorica D, Jemna D, Pintilescu C, Asandului M.   +3 more
europepmc   +1 more source

Memory-Driven Dynamics: A Fractional Fisher Information Approach to Economic Interdependencies. [PDF]

Entropy (Basel)
Batrancea LM, Akgüller Ö, Balcı MA, Altan Koç D, Gaban L.   +4 more
europepmc   +1 more source