Multistage allocation problem for Mexican pension funds. [PDF]
PLoS One, 2021 García-Medina A +3 more
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Comparative investment analysis between crypto and conventional financial assets amid heightened geopolitical risk. [PDF]
HeliyonUllah M, Sohag K, Haddad H.
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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]
Heliyon, 2022 Zeng H, Ahmed AD, Lu R, Dai N.
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Early warning of regime switching in a financial time series: A heteroskedastic network model. [PDF]
PLoS OneWang L, An S, Dong Z, Dong X, Li J.
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The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization. [PDF]
PLoS OneAljughaiman AA +3 more
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Robust control chart for nonlinear conditionally heteroscedastic time series based on Huber support vector regression. [PDF]
PLoS OneKim CK, Yoon MH, Lee S.
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The dependency structure of international commodity and stock markets after the Russia-Ukraine war. [PDF]
PLoS OneZhang C, Liu S, Qin M, Gao B.
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Modifikasi model Black Scholes Merton menggunakan GJR-Garch untuk penetapan harga opsi
Penetapan harga opsi merupakan salah satu aspek penting dalam dunia keuangan, terutama dalam mengelola risiko dan memaksimalkan keuntungan. Model Black Scholes Merton (BSM) klasik merupakan model yang banyak digunakan untuk menghitung harga opsi, namun ...
Oktaviani, Fatimah
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Predicting the volatility of Chinese stock indices based on realized recurrent conditional heteroskedasticity. [PDF]
PLoS OneZhang G, Zhao H, Fan R.
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