Results 151 to 160 of about 11,730 (214)

Forecasting value-at-risk of crude oil futures using a hybrid ARIMA-SVR-POT model. [PDF]

Heliyon
Zhang C, Zhou X.
europepmc   +1 more source

The price continuity, return and volatility spillover effects of regular and after-hours trading. [PDF]

PLoS One
Chiu CL, Chang TH, Hsiao IF, Chiou DS.
europepmc   +1 more source

Applying Hybrid ARIMA-SGARCH in Algorithmic Investment Strategies on S&P500 Index. [PDF]

Entropy (Basel), 2022
Vo N, Ślepaczuk R.
europepmc   +1 more source

Analyzing risk contagion and volatility spillover across multi-market capital flow using EVT theory and C-vine Copula. [PDF]

Heliyon
Afzal F, Pan H, Afzal F, Gul RF.
europepmc   +1 more source

DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions. [PDF]

Quant Finance
Moreno-Pino F, Zohren S.
europepmc   +1 more source

Modelling Asymmetric Sovereign Bond Yield Volatility with Univariate GARCH Models: Evidence from India

, 2023
M LB, Chakraborty S, Iyer V, N NM, Ledwani S.   +4 more
europepmc   +1 more source

Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic. [PDF]

J Econ Asymmetries, 2022
Vuong GTH, Nguyen MH, Huynh ANQ.
europepmc   +1 more source

Research on the Tail Risk Spillover Effect of Cryptocurrencies and Energy Market Based on Complex Network. [PDF]

Entropy (Basel)
Gong XL, Wang XT.
europepmc   +1 more source

ECG Signal Modeling Using Volatility Properties: Its Application in Sleep Apnea Syndrome. [PDF]

J Healthc Eng, 2021
Faal M, Almasganj F.
europepmc   +1 more source