Global and Regional Spillovers in Emerging Stock Markets: A Multivariate Garch-in-Mean Analysis
, 2009 John Beirne +3 more
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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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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.
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Perception and Prediction of Factors Influencing Carbon Price: Multisource, Spatiotemporal, Hierarchical Federated Learning Framework with Cross-Modal Feature Fusion. [PDF]
Sensors (Basel)Wang P, Zhou X.
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Mean and volatility spillover in Asian economies: Evidence from trade war. [PDF]
PLoS One, 2023 Shafique A, Bhutta NT.
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Hybrid time series and machine learning models for forecasting cardiovascular mortality in India: an age specific analysis. [PDF]
BMC Public HealthTeja MD, Rayalu GM.
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Pricing of Shanghai stock exchange 50 ETF options based on different volatility models. [PDF]
PLoS One, 2023 Wu Q, Kuang X, Wu B, Xu X.
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Testing the Dynamic Linkages of the Pakistani Stock Market with Regional and Global Markets
Lahore Journal of EconomicsThis article examines the dynamic linkages between Pakistan’s emerging stock market and (i) the US market and (ii) the regional markets of India and Japan.
Zohaib Aziz, Javed Iqbal
doaj
Climate variability, population growth, and globalization impacting food security in Pakistan. [PDF]
Sci RepAbbas S +11 more
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