Results 231 to 240 of about 59,702 (288)

A Stochastic Tree for Bubble Asset Modelling and Pricing

open access: yesJournal of Time Series Analysis, Volume 46, Issue 5, Page 932-944, September 2025.
ABSTRACT We introduce a new stochastic tree representation of a strictly stationary submartingale process for modelling, forecasting, and pricing speculative bubbles on commodity and cryptocurrency markets. The model is compared to other trees proposed in the literature on bubble asset modelling and stochastic volatility approximation. We show that the
Christian Gourieroux, Joann Jasiak
wiley   +1 more source

Chapman-Kolmogorov test for estimating memory length of two coupled processes. [PDF]

open access: yesSci Rep
Motahari H   +3 more
europepmc   +1 more source

A Novel Test for the Presence of Local Explosive Dynamics

open access: yesJournal of Time Series Analysis, Volume 46, Issue 5, Page 966-980, September 2025.
ABSTRACT In economics and finance, speculative bubbles take the form of locally explosive dynamics that eventually collapse. We propose a test for the presence of speculative bubbles in the context of mixed causal‐noncausal autoregressive processes.
F. Blasques   +3 more
wiley   +1 more source

Plastic Surgery and Cryptocurrency: A 2024 Update. [PDF]

open access: yesPlast Reconstr Surg Glob Open
Thornton SM   +5 more
europepmc   +1 more source

Has the Free‐Rider Problem Been Improved in NATO? Evidence From a Novel TVP‐VAR‐Based Connectedness Approach

open access: yesScottish Journal of Political Economy, Volume 72, Issue 4, September 2025.
ABSTRACT Previous studies have offered static evidence of free‐riding behavior in military alliances; however, dynamic evidence remains largely unexplored. To address this gap, this study employs a time‐varying parameter vector autoregressive (TVP‐VAR) connectedness approach. This method provides dynamic insights, allowing us to identify unusual shifts
Duc Hong Vo, Minh Phuoc‐Bao Tran
wiley   +1 more source

The medium is the message: The geographies of cryptocurrency remittances to Venezuela

open access: yesTransactions of the Institute of British Geographers, Volume 50, Issue 3, September 2025.
Short Abstract Cryptocurrency remittances overcome many regulatory and practical barriers, but there is little empirical research into this increasingly popular remittance medium. In response, this article explores cryptocurrency remittances from Latin America and the Caribbean into Venezuela.
Daniel Robins
wiley   +1 more source

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