Results 1 to 10 of about 79 (74)

Stock Net Entropy: Evidence from the Chinese Growth Enterprise Market [PDF]

Entropy, 2018
By introducing net entropy into a stock network, this paper focuses on investigating the impact of network entropy on market returns and trading in the Chinese Growth Enterprise Market (GEM).
Qiuna Lv, Liyan Han, Yipeng Wan, Libo Yin   +3 more
doaj   +2 more sources

Time-varying beta, market volatility and stress: A comparison between the United States and India

IIMB Management Review, 2021
This study examines the time-varying nature of industry betas in India and the United States to explore whether their observed behaviours are independent of the extent of development of the financial market.
Gagari Chakrabarti, Ria Das
doaj   +1 more source

Single or Combine? Tourism Demand Volatility Forecasting with Exponential Weighting and Smooth Transition Combining Methods

Computation, 2022
Tourism forecasting has garnered considerable interest. However, integrating tourism forecasting with volatility is significantly less typical. This study investigates the performance of both the single models and their combinations for forecasting the ...
Yuruixian Zhang, Wei Chong Choo, Jen Sim Ho, Cheong Kin Wan   +3 more
doaj   +1 more source

Understanding volatility transmission mechanism among the cds markets: Europe & North America versus Brazil & Turkey

Economia Aplicada, 2013
This study examines the volatility transmission mechanism among the developed and emerging CDS markets by employing multivariate GAR-CH modeling. As the globalization resulted with more integration of financial markets, it is important for market ...
Hakki Arda Tokat
doaj   +5 more sources

High Frequency Trading: análise de retorno, volume e volatilidade

Faces: Revista de Administração, 2018
O artigo tem o objetivo de analisar a relação entre a volatilidade dos preços e volume na bolsa de valores brasileira em momentos antes e pós-iniciação das estratégias HFT.
Alcides Carlos de Araújo, Alessandra Montini   +1 more
doaj   +1 more source

Chaos, Fractionality, Nonlinear Contagion, and Causality Dynamics of the Metaverse, Energy Consumption, and Environmental Pollution: Markov-Switching Generalized Autoregressive Conditional Heteroskedasticity Copula and Causality Methods

Fractal and Fractional
Metaverse (MV) technology introduces new tools for users each day. MV companies have a significant share in the total stock markets today, and their size is increasing.
Melike Bildirici, Özgür Ömer Ersin, Blend Ibrahim   +2 more
doaj   +1 more source

Stock Market Integration: DCC MV-GARCH Model [PDF]

Politická ekonomie, 2010
Eduard Baumöhl, Mária Farkašovská, Tomáš Výrost   +2 more
openaire   +1 more source

Hedging cryptocurrency options. [PDF]

Rev Deriv Res (Dordr), 2023
Matic JL, Packham N, Härdle WK.
europepmc   +1 more source

Spillover of volatility among financial instruments: ASEAN-5 and GCC market study. [PDF]

PLoS One, 2023
Danila N.
europepmc   +1 more source

The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets. [PDF]

Res Int Bus Finance, 2022
Corbet S, Hou YG, Hu Y, Oxley L.
europepmc   +1 more source