Forward Variance Modelling and Stochastic Volatility Models
Sidi Mohamed Ould Aly
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Default prediction models: The role of forward-looking measures of returns and volatility
Hong Miao+3 more
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Can good ESG performance of listed companies reduce abnormal stock price volatility? Mediation effects based on investor attention. [PDF]
Wu F, Zhu B, Tao S.
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Selected Topics in Time Series Forecasting: Statistical Models vs. Machine Learning. [PDF]
Tjøstheim D.
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The relation between bid–ask spreads and price volatility in forward markets [PDF]
Roy Batchelor+2 more
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Frequency-specific changes in prefrontal activity associated with maladaptive belief updating in volatile environments in euthymic bipolar disorder. [PDF]
Ivanova M+7 more
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Applying deep learning for style transfer in digital art: enhancing creative expression through neural networks. [PDF]
Zhang S, Qi Y, Wu J.
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A dataset of income distribution on provincial, urban, and rural levels for China from 2020 to 2100. [PDF]
Lei M, Pelz S, Pachauri S, Cai W.
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SOFR term structure dynamics—Discontinuous short rates and stochastic volatility forward rates [PDF]
Alan Brace, Karol Gellert, Erik Schlögl
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Multifactor prediction model for stock market analysis based on deep learning techniques. [PDF]
Wang K.
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