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41
Volatility Transmission between Stock and Foreign Exchange Markets: Evidence from Nigeria
Published 2014-05-01Subjects: Get full text
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42
A Note on Natural Gas Price Transmission from TTF to Other European Hubs
Published 2024-12-01Subjects: Get full text
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43
A Relação Empírica entre Dividendos, Volatilidade de Retornos e Volume de Negócios no Mercado de Ações Brasileiro
Published 2008-01-01Subjects: Get full text
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44
Exploring the Dynamics of Brent Crude Oil, S&P500 and Bitcoin Prices Amid Economic Instability
Published 2024-01-01Subjects: Get full text
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45
Does the crisis period affect the properties of various financial assets: evidence from G7, BRIC, GCC countries
Published 2025-12-01Subjects: Get full text
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46
EVIDENCE OF TIME-VARYING HERDING BEHAVIOR FROM THE VIETNAMESE STOCK MARKET
Published 2017-03-01Subjects: Get full text
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47
Financial contagion in the US, European and Chinese stock markets during global shocks
Published 2025-01-01Subjects: Get full text
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48
Relevance of anxiety in clinical practice of Guillain-Barré syndrome: a cohort study
Published 2012-08-01Get full text
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49
Camptocormia as a feature of Mc Ardle's disease: A case report
Published 2025-03-01Get full text
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Hybrid Model for Stock Market Volatility
Published 2023-01-01“…To improve on the accuracy of the traditional GARCH-type models, a hybrid model (BSGARCH (1, 1)) that combines the flexibility of B-splines with the GARCH (1, 1) model has been proposed in the study. …”
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52
Multisite Kinetic Modeling of 13C Metabolic MR Using [1-13C]Pyruvate
Published 2014-01-01Get full text
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53
Transport and profile broadening in the private flux region of ASDEX upgrade and role for power exhaust
Published 2025-01-01Get full text
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54
Comparison of dark-field chest radiography and CT for the assessment of COVID-19 pneumonia
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55
Nonstationary Generalised Autoregressive Conditional Heteroskedasticity Modelling for Fitting Higher Order Moments of Financial Series within Moving Time Windows
Published 2022-01-01“…Here, we present a method for a simple GARCH (1,1) model to fit higher order moments for different companies’ stock prices. …”
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56
Evaluation of Teleoperation Concepts to Solve Automated Vehicle Disengagements
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57
Micro-jet formation induced by the interaction of a spherical and toroidal cavitation bubble
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58
ICRF resonance cones in the low-density scrape-off-layer of ASDEX Upgrade
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59
Fast Load Distribution Calculation for Cylindrical Gears with Non-Involute Tooth Profiles
Published 2024-12-01Get full text
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Investors’ Risk Preference Characteristics Based on Different Reference Point
Published 2014-01-01“…The two factors are introduced as separate explanatory variables into the time-varying GARCH-M (TVRA-GARCH-M) model. Then, we redefine prior losses and gains by selecting different reference point to study investors’ time-varying risk preference. …”
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