Results 81 to 90 of about 36,176 (157)
Mixed-frequency quantile regressions to forecast value-at-risk and expected shortfall. [PDF]
Ann Oper Res, 2023 Candila V, Gallo GM, Petrella L.
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Traffic Volatility Forecasting Using an Omnibus Family GARCH Modeling Framework. [PDF]
Entropy (Basel), 2022 Ou J, Huang X, Zhou Y, Zhou Z, Nie Q.
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Asymmetric Behavior of Inflation Uncertainty and Friedman-Ball Hypothesis: Evidence from Pakistan
Lahore Journal of EconomicsThis paper is a first attempt to measure and analyze inflation uncertainty in Pakistan. It makes several contributions to the literature. In the first stage, using quarterly data from 1976:01 to 2008:02, we model inflation uncertainty as a time-varying ...
Syed Kumail Abbas Rizvi, Bushra Naqvi
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The Lahore Journal of Business, 2012 This article studies the ability of the GARCH family of models to accurately forecast the volatility of S&P500 stock index returns across the financial crisis that affected markets in 2003–07.
Mahreen Mahmud
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QuipukamayocObjetivo: Evaluar la eficacia de los modelos de aprendizaje profundo y sus extensiones con los modelos de volatilidad condicional en la predicción de la volatilidad del Índice S&P/BVL Peru General.
Abraham Puente De La Vega Caceres
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A model-free approach to do long-term volatility forecasting and its variants. [PDF]
Financ Innov, 2023 Wu K, Karmakar S.
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BarekengCryptocurrencies can be considered an individual asset class due to their distinct risk/return characteristics and low correlation with other asset classes.
Asysta Amalia Pasaribu, Aminatus Sa'adah
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Do commodity assets hedge uncertainties? What we learn from the recent turbulence period? [PDF]
Ann Oper Res, 2022 Hasan MB +4 more
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When the market got the first dose: Stock volatility and vaccination campaign in COVID-19 period. [PDF]
Heliyon, 2023 To BCN, Nguyen BKQ, Nguyen TVT.
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