Results 151 to 160 of about 36,906 (198)

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

Bayesian Inference for Mixed Gaussian GARCH-Type Model by Hamiltonian Monte Carlo Algorithm. [PDF]

Comput Econ, 2022
Liang R, Qin B, Xia Q.
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

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

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

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

The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization. [PDF]

PLoS One
Aljughaiman AA, Tabash MI, Issa SS, Almulhim AA.   +3 more
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