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1228 积分 2025-01-12 加入
A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
1个月前
已完结
Financial Uncertainty and Gold Market Volatility: Evidence from a Generalized Autoregressive Conditional Heteroskedasticity Variant of the Mixed-Data Sampling (GARCH-MIDAS) Approach with Variable Selection
1个月前
已完结
Identifying the Determinants of Crude Oil Market Volatility by the Multivariate GARCH-MIDAS Model
1个月前
已完结
Copula Variational LSTM for High-Dimensional Cross-Market Multivariate Dependence Modeling
1个月前
已完结
High-dimensional nonlinear dependence and risk spillovers analysis between China’s carbon market and its major influence factors
1个月前
已完结
Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach
1个月前
已完结
A copula-based multivariate analysis of Canadian RCM projected changes to flood characteristics for northeastern Canada
1个月前
已完结
High-dimensional nonlinear dependence and risk spillovers analysis between China’s carbon market and its major influence factors
1个月前
已完结
High-dimensional CoVaR risk spillover network from oil market to global stock markets—Lessons from the Kyoto Protocol
1个月前
已完结
Portfolio selection via high-dimensional stochastic factor Copula
1个月前
已完结
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