The impact and profitability of day trading following the relaxation of day trading restrictions in Taiwan. [PDF]
Cheng WH +4 more
europepmc +1 more source
Weighted portmanteau statistics for testing for zero autocorrelation in dependent data. [PDF]
Muriel N.
europepmc +1 more source
The effect of COVID-19 pandemic on return-volume and return-volatility relationships in cryptocurrency markets. [PDF]
Foroutan P, Lahmiri S.
europepmc +1 more source
Identifying the significant drivers of containerized freight rates: From the perspective of dynamic multiscale dependence. [PDF]
Chen Y, Feng A, Tang C.
europepmc +1 more source
Twitter Sentiment Analysis and Influence on Stock Performance Using Transfer Entropy and EGARCH Methods. [PDF]
Mendoza-Urdiales RA +3 more
europepmc +1 more source
AI companies' strategies with traditional vs. digital assets amid geopolitical and banking crises. [PDF]
Dammak W +3 more
europepmc +1 more source
Hybrid Fourier asymmetric-garch estimation of value at risk and expected shortfall: Empirical evidence from crude oil prices. [PDF]
Doabil L, Nasiru S, Iddrisu MM.
europepmc +1 more source
New practice for investors in Chinese stock market: From perspective of fractionally integrated realized GARCH model. [PDF]
Xiao M, Tao Z, Gu Z, Li Z, Chen X.
europepmc +1 more source
Forecasting value-at-risk of crude oil futures using a hybrid ARIMA-SVR-POT model. [PDF]
Zhang C, Zhou X.
europepmc +1 more source

