References

No references inside the corpus for this window.

Cited by

• 2011A model of carbon price interactions with macroeconomic and energy dynamics262 cited
• 2016STATISTICAL ARBITRAGE PAIRS TRADING STRATEGIES: REVIEW AND OUTLOOK219 cited
• 2019Reducing demand uncertainty in the platelet supply chain through artificial neural networks and ARIMA models103 cited
• 2017Combining official and Google Trends data to forecast the Italian youth unemployment rate100 cited
• 2014Can gold hedge and preserve value when the US dollar depreciates?96 cited
• 2017Comparison of transfer entropy methods for financial time series91 cited
• 2016Gaussian Process Regression Stochastic Volatility Model for Financial Time Series84 cited
• 2016Volatility forecasting via SVR–GARCH with mixture of Gaussian kernels77 cited
• 2019Time-varying volatility spillover between Chinese fuel oil and stock index futures markets based on a DCC-GARCH model with a semi-nonparametric approach76 cited
• 2019Do precious metals act as hedges or safe havens for China's financial markets?74 cited
• 2024Prediction of realized volatility and implied volatility indices using AI and machine learning: A review73 cited
• 2012Modelling Stock Market Volatility Using Univariate GARCH Models: Evidence from Sudan and Egypt72 cited
• 2020Integration in Central European capital markets in the context of the global COVID-19 pandemic