Results 101 to 110 of about 21,854 (165)

Short-term effect of COVID-19 pandemic on cryptocurrency markets: A DCC-GARCH model analysis. [PDF]

Heliyon, 2023
Ben-Ahmed K, Theiri S, Kasraoui N.
europepmc   +1 more source

LSTM-GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios. [PDF]

Comput Econ, 2023
García-Medina A, Aguayo-Moreno E.
europepmc   +1 more source

Modeling and forecasting the volatility of some industry development indicators in Ethiopia using multivariate GARCH models. [PDF]

Sci Rep
Dagnew GA, Alamneh BW, Hailu WG.
europepmc   +1 more source

Multivariate garch models

, 2020
Bu çalışmada ,Risk hesaplamada kullanılan alternatif metodlar karşılaştırılmış ve IMKB 30 hisselerini içeren bir portföy belirli bir risk düzeyinde maximum getir sağlamasın için portföy oluşturan hisse senetlerinin hangi oranda dağıtılması gerektiğinin hesaplaması yapılmıştır.
openaire   +1 more source

South African inflation modelling using bootstrapped long short-term memory methods. [PDF]

SN Bus Econ, 2023
Kubheka S.
europepmc   +1 more source

Risk contagion of COVID-19 to oil prices: A Markov switching GARCH and PCA approach. [PDF]

PLoS One
Siddiqui N, Mohamad Hasim H.
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

Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies. [PDF]

Empir Econ, 2023
Cheng J.
europepmc   +1 more source

Climate variability, population growth, and globalization impacting food security in Pakistan. [PDF]

Sci Rep
Abbas S, Haider A, Kousar S, Lu H, Lu S, Liu F, Li H, Miao C, Feng W, Ahamad MI, Mehmood MS, Zulqarnain RM.   +11 more
europepmc   +1 more source

Selected Topics in Time Series Forecasting: Statistical Models vs. Machine Learning. [PDF]

Entropy (Basel)
Tjøstheim D.
europepmc   +1 more source