Results 121 to 130 of about 14,449,980 (201)

Study of the cross-market effects of Brexit based on the improved symbolic transfer entropy GARCH model-An empirical analysis of stock-bond correlations. [PDF]

PLoS One, 2017
Chen X, Tian Y, Zhao R.
europepmc   +1 more source

Stock-level volatility forecasting using machine learning: A comparative study of GARCH, Random Forest, LSTM, and GRU on US Equities. [PDF]

PLoS One
Pragadeeshwaran RV, Tarun Narayanan R, Bhavadharini RM.   +2 more
europepmc   +1 more source

Forecasting Conditional VaR of the Crude Oil Market Using GARCH-Type Models with Time-Varying High-Order Moments. [PDF]

Entropy (Basel)
Zhao S, Yang D, Zhang X.
europepmc   +1 more source

Partisan politics and stock returns under strong presidential regimes: Religion and politics. [PDF]

PLoS One
Mella J.
europepmc   +1 more source

Data-driven adaptive hybrid models for exchange rate return forecasting. [PDF]

Front Big Data
Adesina OS, Obokoh LO.
europepmc   +1 more source

Geopolitical risks and the spillover of food market risks: case analysis of the Chinese grain market. [PDF]

Front Nutr
Li J, Yang Y.
europepmc   +1 more source

Impact of land use change on the long-term economic value of carbon sequestration in Central Alborz, Iran. [PDF]

Sci Rep
Joloro H, Dianati Tilaki GA, Memarian H, Kooch Y.   +3 more
europepmc   +1 more source

Multi-Scale Entropy-Gated Deep Quantile Learning via EntropyFusion-VaR: Tail-Risk Forecasting for U.S. Energy-Sector Equities. [PDF]

Entropy (Basel)
Osman A, Wang Y, Wang Y.
europepmc   +1 more source

Modeling Saudi stock index returns and volatility: a dual approach using GARCH and neural networks. [PDF]

Front Artif Intell
Al-Besher S, Al-Najjar D.
europepmc   +1 more source

Quasi-Maximum Exponential Likelihood Estimation of Conditional Quantiles for GARCH Models Based on High-Frequency Augmented Data. [PDF]

Entropy (Basel)
Zhang Z, Zhao S, Cheng J, Wang A.
europepmc   +1 more source