A Systematic Review of INGARCH Models for Integer-Valued Time Series. [PDF]
Liu M, Zhu F, Li J, Sun C.
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Asymmetric and time-frequency co-movements among innovation-themed investments and carbon emission efficiency: Thematic investing and hedging opportunities. [PDF]
Huo C, Ferreira P, Ul Haq I.
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Bayesian Inference for Mixed Gaussian GARCH-Type Model by Hamiltonian Monte Carlo Algorithm. [PDF]
Liang R, Qin B, Xia Q.
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Hybrid Fourier asymmetric-garch estimation of value at risk and expected shortfall: Empirical evidence from crude oil prices. [PDF]
Doabil L, Nasiru S, Iddrisu MM.
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Early warning of regime switching in a financial time series: A heteroskedastic network model. [PDF]
Wang L, An S, Dong Z, Dong X, Li J.
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Weighted portmanteau statistics for testing for zero autocorrelation in dependent data. [PDF]
Muriel N.
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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]
Zeng H, Ahmed AD, Lu R, Dai N.
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Comparative investment analysis between crypto and conventional financial assets amid heightened geopolitical risk. [PDF]
Ullah M, Sohag K, Haddad H.
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Robust control chart for nonlinear conditionally heteroscedastic time series based on Huber support vector regression. [PDF]
Kim CK, Yoon MH, Lee S.
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