Stock Market Volatility and Return Analysis: A Systematic Literature Review. [PDF]
Entropy (Basel), 2020 Bhowmik R, Wang S.
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Cointegration and causality relationship of Indian stock market with selected world markets. [PDF]
F1000Res, 2022 Ali F, Suri P, Kaur T, Bisht D.
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DeepVol: volatility forecasting from high-frequency data with dilated causal convolutions. [PDF]
Quant FinanceMoreno-Pino F, Zohren S.
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Volatility Dynamics of Non-Linear Volatile Time Series and Analysis of Information Flow: Evidence from Cryptocurrency Data. [PDF]
Entropy (Basel), 2022 Sheraz M, Dedu S, Preda V.
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Modelling stock market data in China: Crisis and Coronavirus. [PDF]
Financ Res Lett, 2021 Cristofaro L +3 more
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Memory-Driven Dynamics: A Fractional Fisher Information Approach to Economic Interdependencies. [PDF]
Entropy (Basel)Batrancea LM +4 more
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Market-crash forecasting based on the dynamics of the alpha-stable distribution. [PDF]
Physica A, 2020 Molina-Muñoz J +2 more
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How do crude oil futures hedge crude oil spot risk after the COVID-19 outbreak? A wavelet denoising-GARCHSK-SJC Copula hedge ratio estimation method. [PDF]
Physica A, 2022 Zhu P, Lu T, Chen S.
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Empirical Study on Fluctuation Theorem for Volatility Cascade Processes in Stock Markets. [PDF]
Entropy (Basel)Maskawa JI.
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Long memory mean and volatility models of platinum and palladium price return series under heavy tailed distributions. [PDF]
Springerplus, 2016 Ranganai E, Kubheka SB.
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