Robust Inference of Dynamic Covariance Using Wishart Processes and Sequential Monte Carlo. [PDF]
Huijsdens H +3 more
europepmc +1 more source
The dependency structure of international commodity and stock markets after the Russia-Ukraine war. [PDF]
Zhang C, Liu S, Qin M, Gao B.
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Using smart transportation assets to hedge fossil energy markets: Evidence from quantile-based VAR approach. [PDF]
Hasan MB +5 more
europepmc +1 more source
Investigating the dynamics and uncertainties in portfolio optimization using the Fourier-Millen transform. [PDF]
Alkhudaydi MH, Alharthi AM.
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Mitigating the choice of the duration in DDMS models through a parametric link. [PDF]
Mendes FHPES, Turatti DE, Pumi G.
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Two forecasting model selection methods based on time series image feature augmentation. [PDF]
Jiang W, Wang Q, Li H.
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Predicting the volatility of Chinese stock indices based on realized recurrent conditional heteroskedasticity. [PDF]
Zhang G, Zhao H, Fan R.
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AI companies' strategies with traditional vs. digital assets amid geopolitical and banking crises. [PDF]
Dammak W +3 more
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A novel hybrid interval prediction framework integrating multiobjective optimization and quantile deep learning for copper price prediction. [PDF]
Wang Y, Du P, Xu Y, Wang J.
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The wave-particle duality of corporate financial metrics. [PDF]
Zhu W, Lyu J, Li X, Chen Z.
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