Results 181 to 190 of about 12,191 (249)

Can Bitcoin trigger speculative pressures on the US Dollar? A novel ARIMA-EGARCH-Wavelet Neural Networks

David Alaminos, M. Belén Salas-Compás, Manuel Á. Fernández-Gámez   +2 more
openalex   +1 more source

An EGARCH-BPNN system for estimating and predicting stock market volatility in Morocco and Saudi Arabia: The effect of trading volume

, 2012
Salim Lahmiri
openalex   +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

PERAMALAN VOLATILITAS RETURN NILAI TUKAR RUPIAH TERHADAP US DOLLAR MENGGUNAKAN METODE EGARCH, TGARCH, DAN APARCH

MADE NONIK PRAMESTI KARANA, I WAYAN SUMARJAYA, KARTIKA SARI   +2 more
openalex   +2 more sources

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

Is CSR linked to idiosyncratic risk? Evidence from the copula approach. [PDF]

Ann Oper Res, 2022
Mefteh-Wali S, Rais H, Schier G.
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

Monetary policy responses to COVID-19 in emerging European economies: measuring the QE announcement effects on foreign exchange markets. [PDF]

Empirica (Dordr), 2023
Uz Akdogan I.
europepmc   +1 more source

Volatility Composite Index and Exchange Rates in Indonesia: EGARCH/TARCH Model for VAR Estimation

, 2023
Lia Amaliawiati, Gusni Gusni, Eristy Minda Utami, Farida Nursjanti, Siti Komariah   +4 more
openalex   +2 more sources