Results 141 to 150 of about 1,495 (237)

Study About the Minimum Value at Risk of Stock Index Futures Hedging Applying Exponentially Weighted Moving Average - Generalized Autoregressive Conditional Heteroskedasticity Model

, 2017
Rong Xu, Xingye Li
openalex   +1 more source

Multiscale neural dynamics in sleep transition volatility across age scales: a multimodal EEG-EMG-EOG analysis of temazepam effects. [PDF]

Geroscience
Sirpal P, Sikora WA, Refai HH.
europepmc   +1 more source

Rupiah exchange rate prediction against the US Dollar using a deep neural network with a multi-output sliding window approach. [PDF]

MethodsX
Amri IF, Yunanita N, Lestari FA, Dhani OR.   +3 more
europepmc   +1 more source

Nexus of crude oil and clean energy stock indices: Evidence from time-vector-auto-regression in conjunction with conditional-autoregressive-value-at-risk. [PDF]

Heliyon
Trabelsi N, Tiwari AK, Ghallabi F, Khemakhem I.   +3 more
europepmc   +1 more source

Assessing Expected Shortfall in Risk Analysis Through Generalized Autoregressive Conditional Heteroskedasticity Modeling and the Application of the Gumbel Distribution [PDF]

Bingjie Wang, Yihui Zhang, Jia Li, Tao Liu   +3 more
openalex   +1 more source

Exploring CO₂ emission dynamics in relation to energy security, expenditure and policy uncertainty using Quantile-on-Quantile regression: case study from USA. [PDF]

Sci Rep
Singh S, Bansal P, Nanduri S, Yajid MSA, Kedia N, Priya A, Raju SS, Bhowmik A, Bukate BB.   +8 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

Covariance Estimation with Markov-Switching Generalized Autoregressive Conditional Heteroskedasticity Models Applications to Portfolio Management

, 2017
Tristan Gardner Wisner
openalex   +1 more source

O efeito assimétrico na volatilidade dos preços do etanol no Estado de São Paulo: uma aplicação do modelo Asymmetric power autoregressive conditional heteroskedasticity

, 2020
Carlos Alberto Gonçalves da Silva
openalex   +2 more sources

Heteroscedasticity effects as component to future stock market predictions using RNN-based models. [PDF]

PLoS One
Sadon AN, Ismail S, Khamis A, Tariq MU.
europepmc   +1 more source