DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions. [PDF]
Moreno-Pino F, Zohren S.
europepmc +1 more source
Novel grey wolf optimizer based parameters selection for GARCH and ARIMA models for stock price prediction. [PDF]
Bagalkot SS, A DH, Naik N.
europepmc +1 more source
Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets: A TVP-VAR-Connectedness Approach. [PDF]
Xue H, Du Y, Gao Y, Su WH.
europepmc +1 more source
Asymmetric and time-frequency co-movements among innovation-themed investments and carbon emission efficiency: Thematic investing and hedging opportunities. [PDF]
Huo C, Ferreira P, Ul Haq I.
europepmc +1 more source
Tőkepiaci fertőzés és divergencia meghatározása extrém események segítségével – kelet-közép európai részvény, kötvény és devizapiaci hálózatok példáján [PDF]
Kiss Gábor Dávid
core
Comparative investment analysis between crypto and conventional financial assets amid heightened geopolitical risk. [PDF]
Ullah M, Sohag K, Haddad H.
europepmc +1 more source
Source tracing and contagion measurement of carbon emission trading price fluctuation in China from the perspective of major emergencies. [PDF]
Wu B, Wang H, Xie B, Xie Z.
europepmc +1 more source

