Results 121 to 130 of about 4,202 (205)

Exploiting deterministic features in apparently stochastic data. [PDF]

Sci Rep, 2022
Stoop R, Orlando G, Bufalo M, Della Rossa F.   +3 more
europepmc   +1 more source

A non-nested test of GARCH vs. EGARCH models

This study uses a Cox-type non-nested test. The test is obtained using Monte Carlo hypothesis tests with the log likelihood ratio as the test statistic. Monte Carlo methods are used to obtain the probability of a larger value of the test statistic under ...
B. Wade Brorsen, Jung-Hee Lee
core   +1 more source

Study on the prediction performance of AIDS monthly incidence in Xinjiang based on time series and deep learning models. [PDF]

BMC Public Health
Tang D, Jin Y, Hu X, Lin D, Kapar A, Wang Y, Yang F, Li H.   +7 more
europepmc   +1 more source

Impact of COVID-19 on Stock Indices Volatility: Long-Memory Persistence, Structural Breaks, or Both? [PDF]

Ann Data Sci, 2022
de Oliveira AMB, Mandal A, Power GJ.
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

The impact and profitability of day trading following the relaxation of day trading restrictions in Taiwan. [PDF]

Heliyon, 2023
Cheng WH, Chen Y, Huang P, Ni Y, Liang MC.   +4 more
europepmc   +1 more source

Weighted portmanteau statistics for testing for zero autocorrelation in dependent data. [PDF]

J Appl Stat
Muriel N.
europepmc   +1 more source

The effect of COVID-19 pandemic on return-volume and return-volatility relationships in cryptocurrency markets. [PDF]

Chaos Solitons Fractals, 2022
Foroutan P, Lahmiri S.
europepmc   +1 more source

Identifying the significant drivers of containerized freight rates: From the perspective of dynamic multiscale dependence. [PDF]

PLoS One
Chen Y, Feng A, Tang C.
europepmc   +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