Results 211 to 220 of about 7,359 (259)

Quantifying the Linguistic Complexity of Pan-Homophonic Events in Stock Market Volatility Dynamics. [PDF]

Entropy (Basel)
Zhang Y, Tian J, Zou Y, Zhang X, Cai X.
europepmc   +1 more source

AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]

iScience
Zhang M, Pan Y, Su B, Zhou D.
europepmc   +1 more source

TIC-FusionNet: A multimodal deep learning framework with temporal decomposition and attention-based fusion for time series forecasting. [PDF]

PLoS One
Chen L, Fan X.
europepmc   +1 more source

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Finance and consumption volatility: Evidence from India

Journal of International Money and Finance, 2011
Abstract The main objective of this paper is to explore the determinants of private consumption growth volatility in India, focusing on the role of financial sector policies. Using data for India over the period 1950–2005, the results show that the implementation of financial repressionist policies is strongly associated with lower consumption ...
James B Ang
exaly   +2 more sources

Range Volatility Models and Their Applications in Finance

2010
There has been a rapid growth of range volatility due to the demand of empirical finance. This paper contains a review of the important development of range volatility, including various range estimators and range-based volatility models. In addition, other alternative models developed recently, such as range-based multivariate volatility models and ...
Ray Yeutien Chou
exaly   +2 more sources

Volatility forecasting in finance

2021
Aufgrund ihrer Bedeutung für Handels- und Hedgingstrategien ist die Volatilitätsprognose seit mehr als 40 Jahren ein aktives Forschungsgebiet. Die anspruchsvolle Aufgabe hat in letzter Zeit mit der erfolgreichen Implementierung von künstlichen neuronalen Netzwerken wieder an Bedeutung gewonnen, welche oft bessere Ergebnisse liefern als viele ...
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Robust nonlinear filtering of stochastic volatility in finance

2001 European Control Conference (ECC), 2001
Volatility of the stock price is the key to the pricing problem of stock related derivatives in finance. Volatility appears in the diffusion term of the usual modeling of stock prices. One popular approach is to take volatility to be stochastic, and assumes that it satisfies a stochastic differential equation.
Aihara, ShinIchi, Bagchi, Arunabha
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An inverse finance problem for estimation of the volatility

Журнал вычислительной математики и математической физики, 2013
Summary: The Black-Scholes model as a base model for pricing in derivatives markets has some deficiencies such as ignoring market jumps and considering market volatility as a constant factor. In this article, we introduce a pricing model for European options under jump-diffusion underlying asset.
Neisy, A., Salmani, K.
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Finance, Growth and Volatility

SSRN Electronic Journal, 2007
Eempirical studies have not documented an unambiguous relationship between financial development and volatility of economic growth. Existing evidence of contemporaneous association is also insucient to establish the direction of causality. This paper studies the time series relation between financial development, economic growth and growth volatility ...
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