Lv4
500 积分 2025-09-23 加入
Wang, L., Zhao, C., Liang, C., & Jiu, S. (2022). Predicting the volatility of China's new energy stock market: Deep insight from the realized EGARCH-MIDAS model. Finance Research Letters, *48*, 102981
1个月前
已完结
Higher-order moment spillovers and interpretable prediction in commodity markets using ARCD, TVP-VAR-EJC, and graph neural networks
1个月前
已完结
Avramov, D., Ge, S., Li, S., Linton, O. (2026). Dual peer effects and cross-stock predictability. Journal of Financial Economics, 180, 104274
2个月前
已完结
Consistent community detection in multi-layer network data
6个月前
已完结
Balcilar, M., Elsayed, A.H., Hammoudeh, S.: Financial connectedness and risk transmission among MENA countries: evidence from connectedness network and clustering analysis. J. Int. Financ. Mark. Inst. Money 82, 101656 (2023)
8个月前
已完结
High-Dimensional Industry Network Based on Adaptive T-Lasso Algorithm
8个月前
已完结
Measuring the Dynamics of Global Business Cycle Connectedness
8个月前
已完结
Measuring the connectedness of the global economy
8个月前
已完结
Better to give than to receive: Predictive directional measurement of volatility spillovers
8个月前
已完结
Complex risk contagions among large international energy firms: A multi-layer network analysis
8个月前
已完结