Testing volatility and relationship among BRICS stock market returns. [PDF]
SN Bus Econ, 2022 Ganguly S, Bhunia A.
europepmc +1 more source
Large language models as versatile predictive engines for notifiable infectious diseases. [PDF]
PLOS Digit HealthWu X +6 more
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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.
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Cross-market volatility spillovers between China and the United States: A DCC-EGARCH-t-Copula framework with out-of-sample forecasting. [PDF]
PLoS OneZeng J, Wu J.
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Modeling Saudi stock index returns and volatility: a dual approach using GARCH and neural networks. [PDF]
Front Artif IntellAl-Besher S, Al-Najjar D.
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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.
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Study on the prediction performance of AIDS monthly incidence in Xinjiang based on time series and deep learning models. [PDF]
BMC Public HealthTang D +7 more
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Exploiting deterministic features in apparently stochastic data. [PDF]
Sci Rep, 2022 Stoop R +3 more
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Multivariate range-based EGARCH models
The dynamic conditional correlation (DCC) and co-range models are two main frameworks used to incorporate range-based univariate volatility. Using the two approaches, we construct novel multivariate range-based EGARCH (REGARCH) models: a DCC-REGARCH and ...
Lambercy, Lyudmyla +2 more
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LSTM-augmented vine copula modelling for energy-finance contagion analysis. [PDF]
Sci RepZeng L, Huang J, Lin X.
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