Results 151 to 160 of about 4,943 (215)

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

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

Modelling for the Wavelet Coefficients of ARFIMA Processes

Modelling for the Wavelet Coefficients of ARFIMA Processes
February 2013 We consider the model for the discrete nonboundary wavelet coefficients of ARFIMA processes. Although many authors have explained the utility of the wavelet transform for the long dependent processes in semiparametrical literature, there have been a few studies in parametric setting.
openaire  

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

A new automatic forecasting method based on explainable deep dendritic artificial neural network. [PDF]

Sci Rep
Bas E, Egrioglu E.
europepmc   +1 more source

Infant mortality rates in Ghana: progress toward sustainable development goal 3. [PDF]

BMC Public Health
Opoku S, Adama ZK, Abuga S.
europepmc   +1 more source

Hybrid signal decomposition and deep learning framework for vehicle-vehicle crash forecasting. [PDF]

Sci Rep
Zhou J, Khattak A, Mao X, Chen F, Xing L, Zhang Z.   +5 more
europepmc   +1 more source