Bimonthly magazine discussing topics related to aviation and model airplane engines including collecting, restoring, maintaining, and identifying engines, along with ...
The Model Museum, Dannels, Timothy J.
core
Risk contagion of COVID-19 to oil prices: A Markov switching GARCH and PCA approach. [PDF]
Siddiqui N, Mohamad Hasim H.
europepmc +1 more source
Market-crash forecasting based on the dynamics of the alpha-stable distribution. [PDF]
Molina-Muñoz J +2 more
europepmc +1 more source
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]
Zhu P, Lu T, Chen S.
europepmc +1 more source
Bimonthly magazine discussing topics related to aviation and model airplane engines including collecting, restoring, maintaining, and identifying engines, along with ...
The Model Museum, Dannels, Timothy J.
core
Long memory mean and volatility models of platinum and palladium price return series under heavy tailed distributions. [PDF]
Ranganai E, Kubheka SB.
europepmc +1 more source
COVID-19 pandemic's impact on intraday volatility spillover between oil, gold, and stock markets. [PDF]
Mensi W, Vo XV, Kang SH.
europepmc +1 more source
Memory-Driven Dynamics: A Fractional Fisher Information Approach to Economic Interdependencies. [PDF]
Batrancea LM +4 more
europepmc +1 more source
Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold. [PDF]
Liu X, Shehzad K, Kocak E, Zaman U.
europepmc +1 more source

