Results 141 to 150 of about 18,925 (204)

Stock Market Integration: DCC MV-GARCH Model

In this paper we analyze the dynamic conditional correlations between CEE stock markets (also known as countries from Vysehrad Group - V4) and developed European stock markets, with German DAX utilized as a benchmark.
Mária Farkašovská, Eduard Baumöhl, Tomáš Výrost   +2 more
core  

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

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

Investigating the dynamics and uncertainties in portfolio optimization using the Fourier-Millen transform. [PDF]

PLoS One
Alkhudaydi MH, Alharthi AM.
europepmc   +1 more source

Financialization of Commodity Markets in India: Evidence from the VARMA-DCC-GARCH Model

This study investigates the financialization phenomenon in Indian commodity futures markets using a market integration approach. Daily data covering eight commodity futures namely Crude Oil, Natural Gas, Gold, Silver, Aluminium, Zinc, Lead, and Nickel alongside three financial market indices (BSE100, INR/USD, CCIL Liquid Bond Index) are examined ...
openaire   +1 more source

AI companies' strategies with traditional vs. digital assets amid geopolitical and banking crises. [PDF]

Heliyon
Dammak W, Fakhfekh M, Alnafisah H, Jeribi A.   +3 more
europepmc   +1 more source

Modeling and forecasting the volatility of some industry development indicators in Ethiopia using multivariate GARCH models. [PDF]

Sci Rep
Dagnew GA, Alamneh BW, Hailu WG.
europepmc   +1 more source

DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions. [PDF]

Quant Finance
Moreno-Pino F, Zohren S.
europepmc   +1 more source

LSTM-augmented vine copula modelling for energy-finance contagion analysis. [PDF]

Sci Rep
Zeng L, Huang J, Lin X.
europepmc   +1 more source