Results 181 to 190 of about 291,653 (252)

Changes in the network structure of energy markets and financial markets under the different shocks of the Russia-Ukraine conflict and COVID-19. [PDF]

PLoS One
Li F, Tong M, Guan S.
europepmc   +1 more source

A new lattice approach for risk-minimization hedging under generalized autoregressive conditional heteroskedasticity models

Junmei Ma, Wang Chen, Wei Xu
openalex   +1 more source

Understanding stock market instability via graph auto-encoders. [PDF]

EPJ Data Sci
Gorduza D, Zohren S, Dong X.
europepmc   +1 more source

Estimation of Volatility and Correlation with Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models: An Application to Moroccan Stock Markets

, 2017
Yassine Belasri, Rachid Ellaia
openalex   +1 more source

Impact of Macroeconomic Policies on Consumer Pricing Volatility: Application of Generalized Autoregressive Conditional HeteroskedastiCity (GARCH) Approach

Nzabirinda Etienne
openalex   +1 more source

Resource abundance: Blessing or curse? Comparative analyses of point and diffuse resources. [PDF]

Heliyon
Dinga GD, Mama N, Achuo ED.
europepmc   +1 more source

Equilibrium bifurcation and extreme risk in the EU carbon futures market. [PDF]

Heliyon
Mi J, Yang X, Li J, Yang Z.
europepmc   +1 more source

ANALISIS PENGARUH HARI PERDAGANGAN TERHADAP RETURN SAHAM DI BURSA EFEK INDONESIA : PENGUJIAN MENGGUNAKAN GARCH ( GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY)

, 2017
Dwi Cahyaningdyah, Faridhatun Faidah
openalex   +2 more sources

Vector AutoRegressive Moving Average Models: A Review. [PDF]

Wiley Interdiscip Rev Comput Stat
Düker MC, Matteson DS, Tsay RS, Wilms I.   +3 more
europepmc   +1 more source

Estimation of common breaks in linear panel data models via screening and ranking algorithm. [PDF]

Sci Rep
Li F, Xiao Y, Chen Z.
europepmc   +1 more source