Results 141 to 150 of about 772 (205)

Why Do Big Data and Machine Learning Entail the Fractional Dynamics? [PDF]

Entropy (Basel), 2021
Niu H, Chen Y, West BJ.
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

High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. [PDF]

PLoS One
Kuang W.
europepmc   +1 more source

Comparing COVID-19 with the GFC: A shockwave analysis of currency markets. [PDF]

Res Int Bus Finance, 2021
Gunay S.
europepmc   +1 more source

Modelling stock market data in China: Crisis and Coronavirus. [PDF]

Financ Res Lett, 2021
Cristofaro L, Gil-Alana LA, Chen Z, Wanke P.   +3 more
europepmc   +1 more source

Value at Risk long memory volatility models with heavy-tailed distributions for cryptocurrencies. [PDF]

Front Appl Math Stat
Subramoney SD, Chinhamu K, Chifurira R.
europepmc   +1 more source

Stock Market Volatility and Return Analysis: A Systematic Literature Review. [PDF]

Entropy (Basel), 2020
Bhowmik R, Wang S.
europepmc   +1 more source

Long Memory in LME Volatility through the ARFIMA and FIGARCH Model

Korean Journal of Financial Engineering, 2016
null Jaehwan Park, null 김현숙
openaire   +1 more source

Market-crash forecasting based on the dynamics of the alpha-stable distribution. [PDF]

Physica A, 2020
Molina-Muñoz J, Mora-Valencia A, Perote J.   +2 more
europepmc   +1 more source

Cointegration and causality relationship of Indian stock market with selected world markets. [PDF]

F1000Res, 2022
Ali F, Suri P, Kaur T, Bisht D.
europepmc   +1 more source