AgTech: Volatility Prediction for Agricultural Commodity Exchange Trading Applied Deep Learning
IEEE AccessThe rapid advancement of computer science technology and artificial intelligence has generated heightened investor interest in quantitative trading, primarily attributable to its exceptional efficiency and consistent performance.
Ngoc-Bao-van Le +2 more
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East Asian Economic Review, 1999 The purpose of this paper is to investigate the interrelationships among KRW/USD exchange rate, interest rate, and foreigner’s portfolio investment to Korea before and after the crisis. Our finding is that interest rate and the exchange rate move closely
Seung-Ho Lee , Chae-Shick Chung
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Forecasting spot prices in bulk shipping using multivariate and univariate models
Cogent Economics & Finance, 2014 This paper employs an applied econometric study concerning forecasting spot prices in bulk shipping in both markets of tankers and bulk carriers in a disaggregated level.
N.D. Geomelos, E. Xideas
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Using Multivariate Dynamic Conditional Correlation GARCH model to analysis financial market data
, 2023 Fatma Alshenawy, دعاء عاشور
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Model selection criteria for multivariate GARCH models
, 2021 In this study, theory of copula is used to establish criteria to select between multivariate GARCH models. It is common to use Multivariate GARCH models to study effects of shocks between markets. There are several MGARCH models which scholars have applied to different markets data. The problem of preferring one model to other model is not discussed by
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BAYESIAN INFERENCE METHODS FOR UNIVARIATE AND MULTIVARIATE GARCH MODELS: A SURVEY [PDF]
, 2013 Audrone Virbickaite +2 more
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Volatility impulse response functions for multivariate GARCH models. [PDF]
, 1998 In the empirical analysis of financial time series, multivariate GARCH models have been used in various forms. In most cases it is not well understood how the use of a restricted model has to be paid with loss of valuable information. We investigate the structural implications of two alternative models for the response of the conditional (co ...
HAFNER, Christian M., HERWARTZ, Helmut
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Testing the Dynamic Linkages of the Pakistani Stock Market with Regional and Global Markets
Lahore Journal of EconomicsThis article examines the dynamic linkages between Pakistan’s emerging stock market and (i) the US market and (ii) the regional markets of India and Japan.
Zohaib Aziz, Javed Iqbal
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Modeling Volatility of Nigeria Stock Exchange Using Multivariate GARCH Models
, 2019 Monday Osagie Adenomon +2 more
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Modeling inflation rates and exchange rates in Ghana: application of multivariate GARCH models. [PDF]
Springerplus, 2015 Nortey EN +3 more
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