Results 111 to 120 of about 1,114 (191)

Value at Risk long memory volatility models with heavy-tailed distributions for cryptocurrencies. [PDF]

Front Appl Math Stat
Subramoney SD, Chinhamu K, Chifurira R.
europepmc   +1 more source

Enhancing Prediction by Incorporating Entropy Loss in Volatility Forecasting. [PDF]

Entropy (Basel)
Urniezius R, Petrauskas R, Vaitkus V, Karimov J, Brazauskas K, Repsyte J, Kacerauskiene E, Harms T, Dargiene J, Ezerskis D.   +9 more
europepmc   +1 more source

Nickel price forecasting based onempirical mode decomposition and deep learning model with expansion mechanism. [PDF]

PLoS One
Li J, Yu Z, Zhang J, Meng W.
europepmc   +1 more source

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

Early warning of regime switching in a financial time series: A heteroskedastic network model. [PDF]

PLoS One
Wang L, An S, Dong Z, Dong X, Li 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

Mean and volatility spillover in Asian economies: Evidence from trade war. [PDF]

PLoS One, 2023
Shafique A, Bhutta NT.
europepmc   +1 more source

Recurrent Neural Network GO-GARCH Model for Portfolio Selection. [PDF]

J Time Ser Econom
Burda M, Schroeder AK.
europepmc   +1 more source

Hybrid time series and machine learning models for forecasting cardiovascular mortality in India: an age specific analysis. [PDF]

BMC Public Health
Teja MD, Rayalu GM.
europepmc   +1 more source

A survey of multivariate GARCH models

, 2016
This paper reviews the recent developments in the multivariate GARCH literature. Most common multivariate GARCH models and their properties are briefly presented.
openaire   +2 more sources