Results 151 to 160 of about 1,876 (209)

Variance Persistence in the Greater China Region: A Multivariate GARCH Approach

, 2018
John Francis T. Diaz, Peh Ying Qian, Genevieve Liao Tan   +2 more
openalex   +1 more source

Two forecasting model selection methods based on time series image feature augmentation. [PDF]

Sci Rep
Jiang W, Wang Q, Li H.
europepmc   +1 more source

Stochastic Correlation and Portfolio Optimization by Multivariate Garch

, 2016
Cuicui Luo
openalex   +1 more source

Mitigating the choice of the duration in DDMS models through a parametric link. [PDF]

J Appl Stat
Mendes FHPES, Turatti DE, Pumi G.
europepmc   +1 more source

A novel hybrid interval prediction framework integrating multiobjective optimization and quantile deep learning for copper price prediction. [PDF]

Sci Rep
Wang Y, Du P, Xu Y, Wang J.
europepmc   +1 more source

Regional and International Linkages of the ASEAN-5 Stock Markets: A Multivariate Garch Approach

, 2016
Stan Shun-Pinn Lee, Kim‐Leng Goh
openalex   +1 more source

The role of credit in the Great Moderation: A multivariate GARCH approach

, 2013
Maria Grydaki, Dirk Bezemer
openalex   +2 more sources

Predicting the volatility of Chinese stock indices based on realized recurrent conditional heteroskedasticity. [PDF]

PLoS One
Zhang G, Zhao H, Fan R.
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

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