Results 121 to 130 of about 21,854 (165)

The dependency structure of international commodity and stock markets after the Russia-Ukraine war. [PDF]

PLoS One
Zhang C, Liu S, Qin M, Gao B.
europepmc   +1 more source

Spillover of volatility among financial instruments: ASEAN-5 and GCC market study. [PDF]

PLoS One, 2023
Danila N.
europepmc   +1 more source

Multivariate Autocontours for Specification Testing in Multivariate GARCH Models* [PDF]

, 2010
Gloria Gonzalez-Rivera, Emre Yoldas
openaire   +1 more source

High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. [PDF]

PLoS One
Kuang W.
europepmc   +1 more source

Joint extremes in precipitation and infectious disease in the USA: A bivariate POT study. [PDF]

One Health, 2023
Cai Z, Zhang Y, Li T, Chen Y, Ling C.
europepmc   +1 more source

A two-stage forecasting model using random forest subset-based feature selection and BiGRU with attention mechanism: Application to stock indices. [PDF]

PLoS One
Azman S, Pathmanathan D, Balakrishnan V.
europepmc   +1 more source

Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis. [PDF]

Comput Econ, 2022
Afuecheta E, Okorie IE, Nadarajah S, Nzeribe GE.   +3 more
europepmc   +1 more source

Likelihood Inference for Factor Copula Models with Asymmetric Tail Dependence. [PDF]

Entropy (Basel)
Joe H, Li X.
europepmc   +1 more source

Robust Inference of Dynamic Covariance Using Wishart Processes and Sequential Monte Carlo. [PDF]

Entropy (Basel)
Huijsdens H, Leeftink D, Geerligs L, Hinne M.   +3 more
europepmc   +1 more source

AI companies' strategies with traditional vs. digital assets amid geopolitical and banking crises. [PDF]

Heliyon
Dammak W, Fakhfekh M, Alnafisah H, Jeribi A.   +3 more
europepmc   +1 more source