Results 151 to 160 of about 7,220 (228)

Statistical and data visualization techniques to study the role of one-electron in the energy of neutral and charged clusters of Na₃₉. [PDF]

Sci Rep
Ghazi SM, Mahmoudi M.
europepmc   +1 more source

Multivariate Kalman filtering for spatio-temporal processes. [PDF]

Stoch Environ Res Risk Assess, 2022
Ferreira G, Mateu J, Porcu E.
europepmc   +1 more source

Fractional-order state space reconstruction: a new frontier in multivariate complex time series. [PDF]

Sci Rep
Xie J, Xu G, Chen X, Zhang X, Chen R, Yang Z, Fang C, Tian P, Wu Q, Zhang S.   +9 more
europepmc   +1 more source

Real-Time Algorithm for Detrended Cross-Correlation Analysis of Long-Range Coupled Processes. [PDF]

Front Physiol, 2022
Kaposzta Z, Czoch A, Stylianou O, Kim K, Mukli P, Eke A, Racz FS.   +6 more
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

Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008-2019). [PDF]

SN Bus Econ, 2022
Vogl M.
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

Artificial Neural Network Based Non-linear Transformation of High-Frequency Returns for Volatility Forecasting. [PDF]

Front Artif Intell, 2021
Mücher C.
europepmc   +1 more source

FX market volatility modelling: Can we use low-frequency data? [PDF]

Financ Res Lett, 2021
Lyócsa Š, Plíhal T, Výrost T.
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