Characteristics and dynamic evolution of inter-industry volatility spillovers in China's stock market. [PDF]
PLoS OneXie F, Wei H.
europepmc +1 more source
A data driven model based approach for medium-to-long-term electricity price forecasting in power markets. [PDF]
Sci RepHu J, Cai S, Li F, Chen Y.
europepmc +1 more source
Research on the impact of algorithmic trading on market volatility. [PDF]
Sci RepYang D, Yang Y, Luo J, Wang Z, Sha H.
europepmc +1 more source
Long memory in the realized volatility of returns on the Yen/US$ exchange rate during the three financial crises [PDF]
, 2009 Koichi Maekawa, Xinhong Lu
openalex
Idiosyncratic Volatility, Realized Return, and Implied Cost of Capital
, 2011 Namho Kang
openalex +1 more source
"Good and bad investments" in public health stocks amid the COVID-19 shock: evidence from a transformer-based model. [PDF]
Front Public HealthZhao D, Li Y, Gu R.
europepmc +1 more source
Mitigating the choice of the duration in DDMS models through a parametric link. [PDF]
J Appl StatMendes FHPES, Turatti DE, Pumi G.
europepmc +1 more source
Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers
, 2016 Manabu Asai +2 more
openalex +1 more source
Forecasting Stock Market Realized Volatility using Decomposition
, 2020 Rim Ammar Lamouchi
openalex +2 more sources