Results 71 to 80 of about 13,808,600 (300)
Analysis of Factors Influencing Stock Market Volatility Based on GARCH-MIDAS Model
Complexity, 2022 This paper further extends the existing GARCH-MIDAS model to deal with the effect of microstructure noise in mixed frequency data. This paper has two highlights. First, according to the estimation of the long-term volatility components of the GARCH-MIDAS
Dan Ma, Tianxing Yang, Liping Liu, Yi He
doaj +1 more source
Return and Volatility Spillovers Among Major Cotton Markets
Agribusiness, EarlyView.ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli +3 more
wiley +1 more source
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2015 The article points out the possibilities of using static D-Vine copula ARMA-GARCH model for estimation of 1 day ahead market Value at Risk. For the illustration we use data of the four companies listed on Prague Stock Exchange in range from 2010 to 2014.
Václav Klepáč, David Hampel
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Weather Attention in Online Discourse and Price Uncertainty in Agricultural Futures Markets
Agribusiness, EarlyView.ABSTRACT Weather is a central determinant of production risk in agricultural markets, but markets respond not only to weather conditions themselves, but also to how those conditions are noticed, framed, and interpreted in public discourse. In this setting, real‐time online weather discussions may shape price uncertainty by influencing how market ...
Mario A. Ortez +3 more
wiley +1 more source
Heteroscedasticity effects as component to future stock market predictions using RNN-based models.
PLoS ONEHeteroscedasticity effects are useful for forecasting future stock return volatility. Stock volatility forecasting provides business insight into the stock market, making it valuable information for investors and traders. Predicting stock volatility is a
Aida Nabilah Sadon +3 more
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Modeling and forecasting exchange rate volatility: Comparison between EEC and developed countries [PDF]
Industrija, 2015 The main objective of this study is to test the hypothesis that exchange rates in emerging countries are more sensitive to negative shocks than positive ones, and that developed ones do not exhibit this same pattern, at least not with the same intensity.
Miletić Siniša
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On buffered threshold Garch models
Statistica Sinica, 2016 published_or_final_version
LO, PH, Li, G, Yu, PLH, Li, WK
openaire +3 more sources
Advanced Intelligent Discovery, EarlyView.An AI‐assisted approach is introduced to decode synthesis–performance relationships in metal‐organic framework‐derived supercapacitor materials using Bayesian optimization and predictive modeling, streamlining the search for optimal energy storage properties.
David Gryc +8 more
wiley +1 more source
A Multivariate Generalized Orthogonal Factor GARCH Model [PDF]
The paper studies a factor GARCH model and develops test procedures which can be used to test the number of factors needed to model the conditional heteroskedasticity in the considered time series vector.
Saikkonen, Pentti, Lanne, Markku
core
Thermally Drawn Bioelectric Catheters: Enabling Proprioceptive Endovascular Navigation
Advanced Intelligent Systems, EarlyView.This work introduces a novel bioelectric navigation system eliminates the need for harmful fluoroscopy during endovascular surgeries. A bespoke 16‐electrode catheter is fabricated using rapid thermal drawing and laser micro‐machining. Paired with a real‐time tracking algorithm fusing vascular geometry detection and distance estimation, this technology ...
Alex Ranne +8 more
wiley +1 more source