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The persistence of precious metals and oil during the COVID-19 pandemic: evidence from a fractional integration and cointegration approach. [PDF]
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Memory-Driven Dynamics: A Fractional Fisher Information Approach to Economic Interdependencies. [PDF]
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COVID-19 pandemic's impact on intraday volatility spillover between oil, gold, and stock markets. [PDF]
Econ Anal Policy, 2022 Mensi W, Vo XV, Kang SH.
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Modeling Markov switching ARMA-GARCH neural networks models and an application to forecasting stock returns. [PDF]
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The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data. [PDF]
Ann Oper Res, 2022 Cevik EI, Gunay S, Bugan MF, Dibooglu S.
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Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold. [PDF]
Resour Policy, 2022 Liu X, Shehzad K, Kocak E, Zaman U.
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Exploitation of Information as a Trading Characteristic: A Causality-Based Analysis of Simulated and Financial Data. [PDF]
Entropy (Basel), 2020 Kyrtsou C, Mikropoulou C, Papana A.
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Long Memory in LME Volatility through the ARFIMA and FIGARCH Model
Korean Journal of Financial Engineering, 2016 null Jaehwan Park, null 김현숙
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Empirical Study on Fluctuation Theorem for Volatility Cascade Processes in Stock Markets. [PDF]
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