Results 71 to 80 of about 41,020 (169)

Multifractal dynamic conditional correlation analysis of green bonds and regional clean energy equities

Discover Sustainability
This study employs the MultiFractal Dynamic Conditional Correlation (MF-DCC) model, incorporating three regional clean indices (US, Europe, and Asia) alongside the SP500 green bonds, to address the following research question: How does the correlation ...
Nader Trabelsi, Aviral Tiwari, Monia Chikhaoui, Amel Ketata   +3 more
doaj   +1 more source

Global risk factors and the time-varying connectedness between clean and dirty cryptocurrencies

Borsa Istanbul Review
This study investigates how global risk factors shape the dynamic connectedness between clean and dirty cryptocurrencies. Using daily data from November 2017 to October 2024, we construct equally and value-weighted clean-dirty correlation indexes and ...
Ramazan Yildirim, Alam Asadov, Chaker Aloui, Sami Mejri   +3 more
doaj   +1 more source

Dynamic conditional correlation models for realized covariance matrices [PDF]

, 2012
New dynamic models for realized covariance matrices are proposed. The expected value of the realized covariance matrix is specified in two steps: one for each realized variance, and one for the realized correlation matrix. The realized correlation model is a scalar dynamic conditional correlation model.
Luc Bauwens, STORTI, Giuseppe, Francesco Violante   +2 more
openaire   +1 more source

Evaluating Regime Switching in Dynamic Conditional Correlation

, 2013
This paper provides a comparative study of the Dynamic Conditional Correlation model introduced by Engle (2002) and the Independent Switching Dynamic Conditional Correlation model introduced by Lee (2010) by evaluating the models for a set of known correlation processes.
Stenberg, Kristoffer, Wikerman, Henrik
openaire   +1 more source

Mapping Allosteric Communication in the Nucleosome with Conditional Activity. [PDF]

J Chem Inf Model
Onyema AC, Dikeocha C, Patel R, Moussa J, Loverde SM.   +4 more
europepmc   +1 more source

Quantifying the Linguistic Complexity of Pan-Homophonic Events in Stock Market Volatility Dynamics. [PDF]

Entropy (Basel)
Zhang Y, Tian J, Zou Y, Zhang X, Cai X.
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

Dynamic Contrast-enhanced MRI for Evaluating Breast Cancer Chemotherapy Response Using Conditional Generative Adversarial Networks. [PDF]

Radiol Imaging Cancer
Arledge CA, Zhao AH, Topaloglu U, Zhao D.   +3 more
europepmc   +1 more source

Nonparametric Causal Inference for Optogenetics: Sequential Excursion Effects for Dynamic Regimes. [PDF]

J Am Stat Assoc
Loewinger G, Levis AW, Pereira F.
europepmc   +1 more source