Results 1 to 10 of about 1,203 (162)
World Gold Price Forecast using APARCH, EGARCH and TGARCH Model [PDF]
InPrime, 2020 Investment is a process of investing money for profit or material result. One investment commodity is gold. Gold is a precious metal in which the value tends to fluctuate over time.
Yanne Irene +2 more
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The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies. [PDF]
PLoS ONE, 2021 This paper provides a thorough overview and further clarification surrounding the volatility behavior of the major six cryptocurrencies (Bitcoin, Ripple, Litecoin, Monero, Dash and Dogecoin) with respect to world currencies (Euro, British Pound, Canadian
Viviane Naimy +3 more
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Turn-of-the-candle effect in bitcoin returns [PDF]
Heliyon, 2023 This study discovers a statistically and economically significant intraday anomaly on Bitcoin markets. Positive returns of 0.58 bps per minute are disproportionately concentrated at the turn of 15-min candles (in minutes 0, 15, 30, and 45 of each trading
Savva Shanaev +2 more
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Study on the prediction performance of AIDS monthly incidence in Xinjiang based on time series and deep learning models [PDF]
BMC Public HealthObjective AIDS is a highly fatal infectious disease of Class B, and Xinjiang is a high-incidence region for AIDS in China. The core of prevention and control lies in early monitoring and early warning.
Dandan Tang +7 more
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Petroleum Science, 2018 This paper has two aims. The first one is to investigate the existence of chaotic structures in the oil prices, expectations of investors and stock returns by combining the Lyapunov exponent and Kolmogorov entropy, and the second one is to analyze the ...
Melike Bildirici
exaly +3 more sources
Comparative Analysis of the Volatility Structure of Cryptocurrencies
Ekoist Journal of Econometrics and Statistics, 2021 Cryptocurrency emerged as an alternative medium of exchange developed after the 2008 global financial crisis to replace the traditional money system.
Fatih Kazova, Ayça Büyükyılmaz Ercan
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Modeling and prediction of time-series of monthly copper prices [PDF]
International Journal of Mining and Geo-Engineering, 2019 One of the main tasks to analyze and design a mining system is predicting the behavior exhibited by prices in the future. In this paper, the applications of different prediction methods are evaluated in econometrics and financial management fields, such ...
Aref Alipour +2 more
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Risks, 2023 The relevance of the development is determined by the possibility of testing a complex analytical methodology for forecasting the daily volatility of Bulgarian investment funds, which will support the investment community in making adequate investment ...
Mariana Petrova, Teodor Todorov
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THE ASYMMETRIC VOLATILITY OF THE ISLAMIC CAPITAL MARKET DURING THE COVID-19 PANDEMIC
Journal of Islamic Monetary Economics and Finance, 2021 This study attempts to identify the existence of asymmetric volatility in the Islamic capital market in Indonesia during the Covid-19 pandemic. The paper employs the symmetric analysis of the GARCH (1,1) model and the asymmetric analysis of the TGARCH (1,
Achmad Nurdany +2 more
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International Journal of Financial Studies, 2022 Over the past years, cryptocurrencies have drawn substantial attention from the media while attracting many investors. Since then, cryptocurrency prices have experienced high fluctuations. In this paper, we forecast the high-frequency 1 min volatility of
Apostolos Ampountolas
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