Results 161 to 170 of about 1,876 (209)

A volatility impulse response analysis applying multivariate GARCH models and news events around the GFC

, 2015
David E. Allen, Michael McAleer, Robert Powell, Abhay Kumar Singh   +3 more
openalex   +1 more source

The wave-particle duality of corporate financial metrics. [PDF]

PLoS One
Zhu W, Lyu J, Li X, Chen Z.
europepmc   +1 more source

Asymptotic Theory for Rotated Multivariate GARCH Models

, 2018
Manabu Asai, Chia‐Lin Chang, Michael McAleer, Laurent L. Pauwels   +3 more
openalex   +1 more source

Asymmetric and time-frequency co-movements among innovation-themed investments and carbon emission efficiency: Thematic investing and hedging opportunities. [PDF]

PLoS One
Huo C, Ferreira P, Ul Haq I.
europepmc   +1 more source

Modelling Volatility Spillovers Between Prices of Petroleum and Stock Sectors: A Multivariate GARCH Comparison

Miramir Bagirov, Cesário Mateus
openalex   +1 more source

A Quasi-Monte Carlo Method Based on Neural Autoregressive Flow. [PDF]

Entropy (Basel)
Wei Y, Xi W.
europepmc   +1 more source

Analyzing the impact of remittance, FDI and inflation rate on GDP: A comparative study of Bangladesh, Pakistan and Sri-Lanka using VAR and BEKK-GARCH approach. [PDF]

Heliyon
Jui FN, Hossain MJ, Das A, Sultana N, Islam MK.   +4 more
europepmc   +1 more source

Multistep Predictions from Multivariate ARMA-GARCH Models and their Value for Portfolio Management

, 2009
Jaroslava Hlouskova, Kurt Schmidheiny, Martin Wagner   +2 more
openalex   +2 more sources

Can household energy efficiency dampen crude oil price volatility in the United States? [PDF]

PLoS One
Usman O, Ozkan O, Nwani C, Bekun FV, Alola AA.   +4 more
europepmc   +1 more source