Results 111 to 120 of about 4,202 (205)

Impacts of the COVID-19 epidemic on carbon emissions from international shipping. [PDF]

Mar Pollut Bull, 2023
Xu L, Yang Z, Chen J, Zou Z.
europepmc   +1 more source

Will a boom be followed by crash? A new systemic risk measure based on right-tail risk. [PDF]

Front Psychol, 2022
Liu Q, Xu M, Xiong J.
europepmc   +1 more source

Volatility forecasts of stock index futures in China and the US-A hybrid LSTM approach. [PDF]

PLoS One, 2022
Chen X, Hu Y.
europepmc   +1 more source

Volatility in metallic resources prices in COVID-19 and financial Crises-2008: Evidence from global market. [PDF]

Resour Policy, 2022
Xu Q, Meng T, Sha Y, Jiang X.
europepmc   +1 more source

Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. [PDF]

Comput Econ, 2022
Harb E, Bassil C, Kassamany T, Baz R.
europepmc   +1 more source

Testing volatility and relationship among BRICS stock market returns. [PDF]

SN Bus Econ, 2022
Ganguly S, Bhunia A.
europepmc   +1 more source

Determining the return volatility of the Ghana stock exchange before and during the COVID-19 pandemic using the exponential GARCH model. [PDF]

SN Bus Econ, 2023
Prempeh KB, Frimpong JM, Amaning N.
europepmc   +1 more source

應用Copula-ARMAX-EGARCH模型探討大中華地區不動產與總體經濟間的傳染效應

, 2011
碩士本文研究之目的是採用文獻上較罕見的ARMAX-EGARCH配適動態分配房價指數報酬率，因其考量外生變數，故配適度較佳，並藉由Copula-ARMAX-EGARCH推估大中華地區房市傳染效應之嚴重性。儘管Copula能捕捉任兩區全方面不動產報酬波動的相關性，但當極端事件發生時，Tail dependence 才能有效地掌握尾部相關切確值，有鑑於美國次級房貸對全球經濟的影響甚鉅，了解此區彼此房市間的傳染效應為當務之急。 實證結果發現大中華地區房市報酬率確實受其本身不同的總體變數所影響 ...
陳詩佳; Chen, Shih-Chia
core  

Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting. [PDF]

PLoS One
Zeng J, Wu J.
europepmc   +1 more source

Modeling Saudi stock index returns and volatility: a dual approach using GARCH and neural networks. [PDF]

Front Artif Intell
Al-Besher S, Al-Najjar D.
europepmc   +1 more source