Empirical Study on Fluctuation Theorem for Volatility Cascade Processes in Stock Markets. [PDF]
Maskawa JI.
europepmc +1 more source
Exploring time and frequency linkages of green bond with renewable energy and crypto market. [PDF]
Yadav MP +4 more
europepmc +1 more source
Exploitation of Information as a Trading Characteristic: A Causality-Based Analysis of Simulated and Financial Data. [PDF]
Kyrtsou C, Mikropoulou C, Papana A.
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
Forecasting value-at-risk of crude oil futures using a hybrid ARIMA-SVR-POT model. [PDF]
Zhang C, Zhou X.
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Do commodities offer diversification benefits during the COVID-19 pandemic crisis? Evidence from dynamic spillover approach. [PDF]
Mroua M, Lamine A.
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Modelling long memory and risk premia in Latin American sovereign bond markets [PDF]
Alfonso Mendoza
core
Exchange rate instabilities during the Russia-Ukraine war: Evidence from V4 countries. [PDF]
Aliu F, Kučera J, Horák J.
europepmc +1 more source

