Results 101 to 110 of about 23,897 (230)
Expert Systems, Volume 43, Issue 5, May 2026.ABSTRACT Understanding financial behaviour, particularly in the stock market, has attracted significant interest in recent years due to advancements in artificial intelligence and its impact on the global economy. The field of stock market prediction, which explores the interaction between finance and computer science to create predictive models, aims ...
Jair O. González +4 more
wiley +1 more source
Do Macroeconomic Announcements Cause Asymmetric Volatility [PDF]
multivariate GARCH;volatility;macroeconomics;garch models;stock markets;bond ...
Goeij, P. C. de, Marquering, W.
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Break detection in the covariance structure of multivariate time series models
, 2008 In this paper, we introduce an asymptotic test procedure to assess the stability of volatilities and cross-volatilites of linear and nonlinear multivariate time series models.
Aue, Alexander +3 more
core +1 more source
Optimised Sample Preparation for Metabolic Analysis of Cell Cultures Using DESI‐MS
Chemistry–Methods, Volume 6, Issue 4, April 2026.Cell pellets are washed once with a 1:1 PBS/AA mixed solution for desalting and pipetted directly onto a reversed‐phase TLC slide as discrete spots and then analysed by desorption electrospray ionisation mass spectrometry imaging (DESI‐MSI). The same slide can be re‐measured for different mass ranges/acquisition modes, enabling comprehensive targeted ...
Wei Chen +6 more
wiley +1 more source
Fractal and FractionalThis study investigates cross-market dependence and dynamic hedging performance between the U.S. equity market and major commodity assets across distinct crisis regimes. Using daily data for the S&P 500 index and four key commodities (WTI crude oil, gold,
Wiem Jouini +3 more
doaj +1 more source
Return and Volatility Spillover Under Bearish and Bullish Market Conditions: The Case of the Stock Market and Its Competing Markets in Iran [PDF]
فصلنامه پژوهشهای اقتصادی ایرانGiven the interconnected nature of financial markets, understanding the relationships among them is essential for investors and traders in selecting optimal portfolios, and for policymakers in adopting appropriate monetary and financial policies.
Majid Aghaei, Amin Razinataj
doaj +1 more source
Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model [PDF]
We analyze the time-dependence of exchange rate correlations using a new multivariate GARCH model. This model consists of two parts. First, we transform the exchange rate changes into their principal components and specify univariate GARCH models for all
Klaassen, F.J.G.M.
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Multivariate volatility models
, 2006 Correlations between asset returns are important in many financial applications. In recent years, multivariate volatility models have been used to describe the time-varying feature of the correlations. However, the curse of dimensionality quickly becomes
Tsay, Ruey S.
core +2 more sources
Financial Time Series Uncertainty: A Review of Probabilistic AI Applications
Journal of Economic Surveys, Volume 40, Issue 2, Page 915-953, April 2026.ABSTRACT Probabilistic machine learning models offer a distinct advantage over traditional deterministic approaches by quantifying both epistemic uncertainty (stemming from limited data or model knowledge) and aleatoric uncertainty (due to inherent randomness in the data), along with full distributional forecasts.
Sivert Eggen +4 more
wiley +1 more source
Exchange rate uncertainty and international portfolio flows [PDF]
, 2013 This paper examines the impact of exchange rate uncertainty on different components of portfolio flows, namely equity and bond flows, as well as the dynamic linkages between exchange rate volatility and the variability of these two types of flows ...
Caporale, GM, Menla Ali, F, Spagnolo, N
core +4 more sources