Results 161 to 170 of about 7,382 (224)

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

ARFIMA model applied to Malaysian stock market

Communications in Mathematical Biology and Neuroscience, 2022
openaire   +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