Results 1 to 10 of about 13,792,612 (176)
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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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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Liquidity effects on oil volatility forecasting: From fintech perspective. [PDF]
PLoS ONE, 2021 Fin-tech is an emerging field, inspiring revolutionary innovations in the financial field. It may initiate the evolutionary episode of the financial research, where volatility forecasting is a crucial topic in finance.
Shusheng Ding +3 more
doaj +2 more sources
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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Improving Risk Factor of Market Risk Capital Requirement in Solvency Model of Iranian Insurance Industry [PDF]
مدلسازی اقتصادسنجی, 2018 The main purpose of this paper is to present a more efficient method than the 69th act and previous studies, for determining risk factor of Market Risk Capital Requirement.
Nader Mazloumi, Amir Safari, Reza Jafari
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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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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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Business Strategy and the Environment, Volume 32, Issue 8, Page 5821-5832, December 2023., 2023 Abstract This paper assesses how environmental, social, and governance (ESG) news influence Portuguese stock market volatility depending on the business cycle. Given the lack of an adequate index to capture the effects of ESG media on the Portuguese stock market, a News Sentiment Index is developed.
Cássio Zanatto +3 more
wiley +1 more source