Results 181 to 190 of about 1,876 (209)

AI-powered models for overcrowding prediction at TUMS hospitals. [PDF]

Sci Rep
Shaibani MJ, Fazaeli AA, Daroudi R, Radinmanesh M, Emamgholipour Sefiddashti S.   +4 more
europepmc   +1 more source

Carbon market price prediction in the Yangtze River Basin based on improved deep learning ensemble model with CEEMDAN and Attention-RNN. [PDF]

Carbon Balance Manag
Lu Z, Cao Z, Xiang Z, Li J, Li M.
europepmc   +1 more source

A comparison of multivariate GARCH models with respect to Value at Risk

, 2019
Victor Boman
openalex   +1 more source

Heterogeneous macroeconomic factors' effects on stocks across sizes, styles, and sectors in the South Korean market. [PDF]

PLoS One
Cho C, Yang J, Jang B.
europepmc   +1 more source

Systemic risk measurement in the Eurozone - A multivariate GARCH estimation of CoVaR

, 2015
Christian Vogl
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Affine multivariate GARCH models

Journal of Banking & Finance, 2020
Abstract This paper introduces a class of Affine multivariate GARCH models. Our setting offers flexibility to accommodate stylized facts of asset returns like dynamic conditional correlation and a covariance dependent pricing kernel. The model admits a closed-form recursive representation for the moment generating function under both historical and ...
Marcos Escobar-Anel, Javad Rastegari, Lars Stentoft   +2 more
openaire   +1 more source

A multivariate skew-garch model

2005
Empirical research on European stock markets has shown that they behave differently according to the performance of the leading financial market identified as the US market. A positive sign is viewed as good news in the international financial markets, a negative sign means, conversely, bad news.
DE LUCA, GIOVANNI, LOPERFIDO N, GENTON M.   +2 more
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Dynamic Factor Multivariate GARCH Model

SSRN Electronic Journal, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Santos, André A. P., Moura, Guilherme V.   +1 more
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Analytical Score for Multivariate GARCH Models [PDF]

Computational Economics, 2002
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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