Results 111 to 120 of about 36,176 (157)

Unleashing the pandemic volatility: A glimpse into the stock market performance of developed economies during COVID-19. [PDF]

Heliyon
Kayani UN, Aysan AF, Khan M, Khan M, Mumtaz R, Irfan M.   +5 more
europepmc   +1 more source

Hybrid Fourier asymmetric-garch estimation of value at risk and expected shortfall: Empirical evidence from crude oil prices. [PDF]

Heliyon
Doabil L, Nasiru S, Iddrisu MM.
europepmc   +1 more source

Enhancing Prediction by Incorporating Entropy Loss in Volatility Forecasting. [PDF]

Entropy (Basel)
Urniezius R, Petrauskas R, Vaitkus V, Karimov J, Brazauskas K, Repsyte J, Kacerauskiene E, Harms T, Dargiene J, Ezerskis D.   +9 more
europepmc   +1 more source

A Systematic Review of INGARCH Models for Integer-Valued Time Series. [PDF]

Entropy (Basel), 2023
Liu M, Zhu F, Li J, Sun C.
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

Modelling Asymmetric Sovereign Bond Yield Volatility with Univariate GARCH Models: Evidence from India

, 2023
M LB, Chakraborty S, Iyer V, N NM, Ledwani S.   +4 more
europepmc   +1 more source

Dependence and spillover among oil market, China's stock market and exchange rate: new evidence from the Vine-Copula-CoVaR and VAR-BEKK-GARCH frameworks. [PDF]

Heliyon, 2022
Zeng H, Ahmed AD, Lu R, Dai N.
europepmc   +1 more source

Comparative investment analysis between crypto and conventional financial assets amid heightened geopolitical risk. [PDF]

Heliyon
Ullah M, Sohag K, Haddad H.
europepmc   +1 more source

Early warning of regime switching in a financial time series: A heteroskedastic network model. [PDF]

PLoS One
Wang L, An S, Dong Z, Dong X, Li J.
europepmc   +1 more source

Robust control chart for nonlinear conditionally heteroscedastic time series based on Huber support vector regression. [PDF]

PLoS One
Kim CK, Yoon MH, Lee S.
europepmc   +1 more source