Results 141 to 150 of about 41,461 (206)

Recurrent Neural Network GO-GARCH Model for Portfolio Selection. [PDF]

J Time Ser Econom
Burda M, Schroeder AK.
europepmc   +1 more source

Forecasting with a Bivariate Hysteretic Time Series Model Incorporating Asymmetric Volatility and Dynamic Correlations. [PDF]

Entropy (Basel)
Than HT.
europepmc   +1 more source

Systemic risk spillover between the stock market and banking deposits: Evidence from a sustainability perspective in the South Asian countries. [PDF]

PLoS One
Liu L, Rafique A, Abbas N, Umer Quddoos M, Ahmad MM, Siddiqi AA.   +5 more
europepmc   +1 more source

AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]

iScience
Zhang M, Pan Y, Su B, Zhou D.
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

Robust Inference of Dynamic Covariance Using Wishart Processes and Sequential Monte Carlo. [PDF]

Entropy (Basel)
Huijsdens H, Leeftink D, Geerligs L, Hinne M.   +3 more
europepmc   +1 more source

The Connectional Diaschisis and Normalization of Cortical Language Network Dynamics After Basal Ganglia and Thalamus Stroke. [PDF]

Neurobiol Lang (Camb)
Chen Q, Guo X, Zhong T, Yang J, Gao X, Hu Z, Li J, Liu J, Wang Y, Qu Z, Li W, Li Z, Li W, Huang Y, Chen J, Wen H, Zhang Y, Yuan B, Gao H.   +18 more
europepmc   +1 more source

An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model

The Block DCC model for determining dynamic correlations within and between groups of financial asset returns is extended to account for asymmetric effects.
Vargas, Gregorio A.
core  

Exploring the potential of the carbon credit program for hedging energy prices in Brazil. [PDF]

Environ Sci Pollut Res Int
Palazzi RB, Quintino DD, Ferreira PJS, Bekun FV.   +3 more
europepmc   +1 more source