Results 141 to 150 of about 51,403 (193)

Risk contagion of COVID-19 to oil prices: A Markov switching GARCH and PCA approach. [PDF]

PLoS One
Siddiqui N, Mohamad Hasim H.
europepmc   +1 more source

Temporal trends and forecasting of respiratory mortality in Bangladesh: A SARIMA model for seasonal mortality risk and public health action. [PDF]

J Public Health Res
Hasan P, Khan TD, Abedin M, Haque ME.
europepmc   +1 more source

Estimation and tests for power-transformed and threshold GARCH models. [PDF]

J Econom, 2008
Pan J, Wang H, Tong H.
europepmc   +1 more source

Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models. [PDF]

PLoS One
Zou Y, Xu J, Chen Y.
europepmc   +1 more source

Predicting the volatility of Chinese stock indices based on realized recurrent conditional heteroskedasticity. [PDF]

PLoS One
Zhang G, Zhao H, Fan R.
europepmc   +1 more source

AI companies' strategies with traditional vs. digital assets amid geopolitical and banking crises. [PDF]

Heliyon
Dammak W, Fakhfekh M, Alnafisah H, Jeribi A.   +3 more
europepmc   +1 more source

Mitigating the choice of the duration in DDMS models through a parametric link. [PDF]

J Appl Stat
Mendes FHPES, Turatti DE, Pumi G.
europepmc   +1 more source

Weighted portmanteau statistics for testing for zero autocorrelation in dependent data. [PDF]

J Appl Stat
Muriel N.
europepmc   +1 more source

The dependency structure of international commodity and stock markets after the Russia-Ukraine war. [PDF]

PLoS One
Zhang C, Liu S, Qin M, Gao B.
europepmc   +1 more source

Analysis of Drug-Resistant Bacteria Seasonality in Japan Using Financial Time Series Analysis Method: A Nationwide Longitudinal Study. [PDF]

Can J Infect Dis Med Microbiol
Ito H, Oshida J, Fujita M, Kobayashi D.
europepmc   +1 more source