Results 151 to 160 of about 13,792,612 (176)

Double-Edged Sword of Global Financial Crisis and COVID-19 Pandemic on Crude Oil Stock Returns

, 2020
Adenomon MO, Emenogu NG.
europepmc   +1 more source

Tail Risk Dynamics under Price-Limited Constraint: A Censored Autoregressive Conditional Fréchet Model. [PDF]

Entropy (Basel)
Xu T, Shu L, Chen Y.
europepmc   +1 more source

The dependency structure of international commodity and stock markets after the Russia-Ukraine war. [PDF]

PLoS One
Zhang C, Liu S, Qin M, Gao B.
europepmc   +1 more source

An analytical approximation of option prices via TGARCH model [PDF]

Economic Research-Ekonomska Istrazivanja, 2021
An option is a financial contract that can be used to reduce risks in an investment. It is widely known that a fair price of this contract depends significantly on the volatility of an underlying asset price, which may be affected differently by ...
Hongwiengjan, Warunya, Thongtha, Dawud
exaly   +2 more sources

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Robust Portfolio Optimization Based on Semi-Parametric ARMA-TGARCH-EVT Model with Mixed Copula Using WCVaR

Computational Economics, 2021
Xue Deng
exaly  

Measuring natural resources rents volatility: Evidence from EGARCH and TGARCH for global data

Resources Policy, 2022
Ahsan Akbar, Sher Ali
exaly  

Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model

Expert Systems With Applications, 2020
M Ausloos, Gurjeet Dhesi
exaly