Results 161 to 170 of about 989 (203)

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

Hybrid Fourier asymmetric-garch estimation of value at risk and expected shortfall: Empirical evidence from crude oil prices. [PDF]

Heliyon
Doabil L, Nasiru S, Iddrisu MM.
europepmc   +1 more source

Incorporating News Sentiment into FIGARCH Models for Asset Returns and Volatility

The Journal of Finance and Data Science
Mostafa Abdolahi Moghadam, Roman Makarov
openaire   +1 more source

Do commodities offer diversification benefits during the COVID-19 pandemic crisis? Evidence from dynamic spillover approach. [PDF]

Heliyon
Mroua M, Lamine A.
europepmc   +1 more source

An Overview about the Cryptocurrencies as Safe Haven Investment on the Development of the COVID19 Outbreak

, 2023
Hakim A, Thalassinos E.
europepmc   +1 more source

Exchange rate instabilities during the Russia-Ukraine war: Evidence from V4 countries. [PDF]

Heliyon
Aliu F, Kučera J, Horák J.
europepmc   +1 more source

Asymmetric volatility in asset prices: An explanation with mental framing. [PDF]

Heliyon
Ormos M, Timotity D.
europepmc   +1 more source

On the order of integration of monthly US ex-ante and ex-post real interest rates new evidence from over a century of data [PDF]

Menelaos Karananos, N Zeng, S.H Sekioua
core  

Modelling the High Frequency Exchange Rate in Romania with FIGARCH [PDF]

Procedia Economics and Finance, 2014
Romanian forex market is an emerging market with periods of high volatility. The Romanian exchange rate was for a long term on a depreciating trend in nominal terms interrupted by short bursts of appreciation.
Acatrinei, Marius, Pelinescu, Elena
exaly   +3 more sources