Results 141 to 150 of about 2,441 (205)

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

Modeling Nonstationary Time Series Using Locally Stationary Basis Processes. [PDF]

J Time Ser Anal
Ganguly S, Craigmile PF.
europepmc   +1 more source

GARTFIMA process and its empirical spectral density based estimation. [PDF]

J Appl Stat
Bhootna N, Kumar A.
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

Forecasting progress: analyzing the trajectory of under-five child mortality for Ghana, Niger, Nigeria, and Sierra Leone towards SDG3 using ARIMA time series model. [PDF]

BMC Public Health
Adama ZK, Mettle FO, Baiden BM, Bii NK.
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

Transfer learning based CEEMDAN-VMD secondary decomposition and multi-scale modeling for short-term electricity market price trend forecasting. [PDF]

Sci Rep
Zhang Y, Song X, Li C, Zhang Z, Zhang J.
europepmc   +1 more source

Time-analysis of COVID-19 dispersion among health care workers and the general population

, 2021
Leme PAF, Jalalizadeh M, Dionato FAV, Buosi K, Col LSD, Giacomelli CF, Ferrari KL, Pagliarone AC, Gon LM, Maia CL, Esfahani AA, Reis LO.   +11 more
europepmc   +1 more source