Results 211 to 220 of about 18,304 (313)

Climate variability, population growth, and globalization impacting food security in Pakistan. [PDF]

Sci Rep
Abbas S, Haider A, Kousar S, Lu H, Lu S, Liu F, Li H, Miao C, Feng W, Ahamad MI, Mehmood MS, Zulqarnain RM.   +11 more
europepmc   +1 more source

GARCH-type Models with Generalized Secant Hyperbolic Innovations [PDF]

, 2004
Paola Palmitesta, Corrado Provasi
openalex   +1 more source

Modeling the Implied Volatility Smirk in China: Do Non‐Affine Two‐Factor Stochastic Volatility Models Work?

Journal of Futures Markets, EarlyView.
ABSTRACT In this paper, we investigate alternative one‐factor and two‐factor continuous‐time models with both affine and non‐affine variance dynamics for the Chinese options market. Through extensive empirical analysis of the option panel fit and diagnostics, we find that it is necessary to include both the non‐affine feature and the multi‐factor ...
Yifan Ye, Zheqi Fan, Xinfeng Ruan
wiley   +1 more source

Examining the safe-haven and hedge capabilities of gold and cryptocurrencies: A GARCH and regression quantiles approach in geopolitical and market extremes. [PDF]

Heliyon
Ben Ameur H, Jamaani F, N Abu Alfoul M.
europepmc   +1 more source

Pricing of Shanghai stock exchange 50 ETF options based on different volatility models. [PDF]

PLoS One, 2023
Wu Q, Kuang X, Wu B, Xu X.
europepmc   +1 more source

Ainda os modelos GARCH

, 2002
Rodrigo De-Losso
openalex   +1 more source

Quantile and Time–Frequency Risk Spillover Between Climate Policy Uncertainty and Grains Commodity Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This paper aims to study the dynamic risk connection between the Climate Policy Uncertainty Index (CPU) of the United States and the grain commodity market. Our findings denote that (a) quantile spillover is stronger at extreme than median levels, underscoring the value of systematic risk spillovers in extreme market conditions.
Hongjun Zeng, Mohammad Zoynul Abedin, Abdullahi D. Ahmed, Brian Lucey   +3 more
wiley   +1 more source

Multiscale neural dynamics in sleep transition volatility across age scales: a multimodal EEG-EMG-EOG analysis of temazepam effects. [PDF]

Geroscience
Sirpal P, Sikora WA, Refai HH.
europepmc   +1 more source

A note on the determinants of non‐fungible tokens returns

International Journal of Finance &Economics, EarlyView.
Abstract We aim to identify the determinants of non‐fungible tokens (NFTs) returns. The 10 most popular NFTs based on their price, trading volume, and market capitalisation are examined. Twenty‐three potential drivers of the returns of each NFT are considered.
Theodore Panagiotidis, Georgios Papapanagiotou   +1 more
wiley   +1 more source

An empirical evaluation of fuzzy bidirectional long short-term memory with soft computing based decision-making model for predicting volatility of cryptocurrencies. [PDF]

Sci Rep
Ragab M.
europepmc   +1 more source