Predicting the volatility of Chinese stock indices based on realized recurrent conditional heteroskedasticity. [PDF]
Zhang G, Zhao H, Fan R.
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Hasil Review Artikel Prosiding Internasional C28: Volatility Modeling Using Hybrid Autoregressive Conditional Heteroskedasticity (ARCH) – Support Vector Regression (SVR) [PDF]
Hasbi Yasin
openalex
Climate modeling for South Asia: statistical and deep learning for rainfall and temperature prediction. [PDF]
Mishra P +6 more
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Online interest in ADHD predicts ADHD medication prescriptions in Australia from 2004 to 2023: A time-series analysis revealing COVID-19-related acceleration. [PDF]
Sy-Cherng Woon L +4 more
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Using EGARCH models to predict volatility in unconsolidated financial markets: the case of European carbon allowances. [PDF]
Villar-Rubio E +2 more
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Modified Kumaraswamy seasonal autoregressive moving average models with exogenous regressors for double-bounded hydro-environmental data. [PDF]
Armanini Stefanan A +3 more
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Predicting coal workers' pneumoconiosis trends: Leveraging historical data with the GARCH model in a Chinese Miner Cohort. [PDF]
Sun P +5 more
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A Predictive and Adaptive Virtual Exposure Framework for Spider Fear: A Multimodal VR-Based Behavioral Intervention. [PDF]
Mohamed HG +6 more
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