Did weekly economic index and volatility index impact US food sales during the first year of the pandemic? [PDF]
Financ Innov, 2023 Das N, Gangopadhyay P.
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Option valuation on VIX index using fast Fourier transform
This thesis focuses on the analysis of VIX options using the Fourier transform, a tool commonly used in mathematics and physics. The VIX index, known as the "fear index," measures the expected market volatility for the next 30 days and is derived from ...
Bui, Thi Ha Vi
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Strategic Risk Based Forecasting of Brent Crude Oil Prices: A Comparative Analysis of Econometric and Machine Learning Models. [PDF]
Entropy (Basel)Yılmaz TE, Zehir C.
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Did the policy responses influence credit and business cycle co-movement during the COVID-19 crisis? Evidence from Indonesia. [PDF]
Econ Anal Policy, 2023 Prabheesh KP, Sasongko A, Indawan F.
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Can systematic skewness factors predict future interest rates: Evidence from China. [PDF]
PLoS OneLiang X, Sun Y.
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Copula-based risk aggregation with trapped ion quantum computers. [PDF]
Sci Rep, 2023 Zhu D +5 more
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High-Payload and Secure Data Hiding for Medical Images in IoMT-Based eHealth Systems. [PDF]
Sensors (Basel)Wang Y +4 more
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The relationship between sovereign credit rating changes and firm risk. [PDF]
Heliyon, 2023 Chang CC, Wong WK, Lo ST, Liao YH.
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Memory-Driven Dynamics: A Fractional Fisher Information Approach to Economic Interdependencies. [PDF]
Entropy (Basel)Batrancea LM +4 more
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Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. [PDF]
Econ Anal Policy, 2023 Mensi W, Vo XV, Ko HU, Kang SH.
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