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1488 积分 2025-01-12 加入
Explosive Episodes and Time-Varying Volatility: A New MARMA–GARCH Model Applied to Cryptocurrencies
29天前
已完结
Dual asymmetries in Bitcoin
29天前
已完结
Influence of oil price fluctuations on inflation uncertainty
29天前
已关闭
Modelling and forecasting of Nigeria stock market volatility
29天前
已完结
Predictive power of newfangled GARCH models in assessing stock price volatility of Indian textile companies
29天前
已完结
Modeling volatility and news-related issues: evidence from the FX market
29天前
已关闭
Enhancing high-dimensional dynamic conditional angular correlation model based on GARCH family models: Comparative performance analysis for portfolio optimization
29天前
已完结
Bayesian influence diagnostics for a multivariate GARCH model
29天前
已完结
A study of the spillover effects of the Chinese CNY exchange rate market, energy market, and carbon market using the generalized autoregressive conditional heteroskedasticity (GARCH) model
29天前
已完结
Tail risk spillovers between international agricultural commodity and China's financial markets: based on quantile time-frequency perspective
1个月前
已完结