LSTM-GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios. [PDF]
Comput Econ, 2023 García-Medina A, Aguayo-Moreno E.
europepmc +1 more source
Forecasting volatility in Asian financial markets: evidence from recursive and rolling window methods. [PDF]
SN Bus Econ, 2022 Sahiner M.
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Symmetric and asymmetric GARCH estimations of the impact of oil price uncertainty on output growth: evidence from the G7. [PDF]
Lett Spat Resour Sci, 2023 Alao RO +5 more
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PENERAPAN MODEL EGARCH PADA ESTIMASI VOLATILITAS HARGA MINYAK KELAPA SAWIT
E-Jurnal Matematika, 2015 Good news and bad news (commonly known as the asymmetric effect) on the price of palm oil, has been the grounds of palm oil price volatility. Estimation of volatility needs to be conducted for the purposes of advance financial analysis namely computation
YOSEVA AGUNG PRIHANDINI +2 more
doaj
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.
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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.
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Volatility forecasts of stock index futures in China and the US-A hybrid LSTM approach. [PDF]
PLoS One, 2022 Chen X, Hu Y.
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Option pricing using EGARCH models [PDF]
Various empirical studies have shown that the time-varying volatility of asset returns can be described by GARCH (generalised autoregressive conditional heteroskedasticity) models. The corresponding GARCH option pricing model of Duan (1995) is capable of
Schmitt, Christian
core
Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. [PDF]
Comput Econ, 2022 Harb E, Bassil C, Kassamany T, Baz R.
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.
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