These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

187 related articles for article (PubMed ID: 28817712)

  • 1. Study of the cross-market effects of Brexit based on the improved symbolic transfer entropy GARCH model-An empirical analysis of stock-bond correlations.
    Chen X; Tian Y; Zhao R
    PLoS One; 2017; 12(8):e0183194. PubMed ID: 28817712
    [TBL] [Abstract][Full Text] [Related]  

  • 2. A network autoregressive model with GARCH effects and its applications.
    Huang SF; Chiang HH; Lin YJ
    PLoS One; 2021; 16(7):e0255422. PubMed ID: 34324604
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Evolving time-varying market efficiency of energy stock market.
    Fazlollahi N; Ozatac N; Gokmenoglu KK
    Environ Sci Pollut Res Int; 2020 Dec; 27(36):45539-45554. PubMed ID: 32803595
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Market Confidence Predicts Stock Price: Beyond Supply and Demand.
    Sun XQ; Shen HW; Cheng XQ; Zhang Y
    PLoS One; 2016; 11(7):e0158742. PubMed ID: 27391816
    [TBL] [Abstract][Full Text] [Related]  

  • 5. Modeling Markov switching ARMA-GARCH neural networks models and an application to forecasting stock returns.
    Bildirici M; Ersin Ö
    ScientificWorldJournal; 2014; 2014():497941. PubMed ID: 24977200
    [TBL] [Abstract][Full Text] [Related]  

  • 6. Information flow among stocks, bonds, and convertible bonds.
    Jo K; Choi G; Jeong J; Ahn K
    PLoS One; 2023; 18(3):e0282964. PubMed ID: 36952457
    [TBL] [Abstract][Full Text] [Related]  

  • 7. Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets.
    Lu F; Qiao H; Wang S; Lai KK; Li Y
    Environ Res; 2017 Jan; 152():351-359. PubMed ID: 27499130
    [TBL] [Abstract][Full Text] [Related]  

  • 8. Enhancing stock volatility prediction with the AO-GARCH-MIDAS model.
    Liu T; Choo W; Tunde MB; Wan C; Liang Y
    PLoS One; 2024; 19(6):e0305420. PubMed ID: 38861584
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Scaling and predictability in stock markets: a comparative study.
    Zhang H; Wei J; Huang J
    PLoS One; 2014; 9(3):e91707. PubMed ID: 24632944
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Using E-GARCH to Analyze the Impact of Investor Sentiment on Stock Returns Near Stock Market Crashes.
    Chen ST; Haga KYA
    Front Psychol; 2021; 12():664849. PubMed ID: 34385951
    [No Abstract]   [Full Text] [Related]  

  • 11. Environment and economic risk: An analysis of carbon emission market and portfolio management.
    Luo C; Wu D
    Environ Res; 2016 Aug; 149():297-301. PubMed ID: 26922261
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market.
    Kenett DY; Tumminello M; Madi A; Gur-Gershgoren G; Mantegna RN; Ben-Jacob E
    PLoS One; 2010 Dec; 5(12):e15032. PubMed ID: 21188140
    [TBL] [Abstract][Full Text] [Related]  

  • 13. The US stock market leads the federal funds rate and treasury bond yields.
    Guo K; Zhou WX; Cheng SW; Sornette D
    PLoS One; 2011; 6(8):e22794. PubMed ID: 21857954
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Stock Net Entropy: Evidence from the Chinese Growth Enterprise Market.
    Lv Q; Han L; Wan Y; Yin L
    Entropy (Basel); 2018 Oct; 20(10):. PubMed ID: 33265892
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Statistical properties and pre-hit dynamics of price limit hits in the Chinese stock markets.
    Wan YL; Xie WJ; Gu GF; Jiang ZQ; Chen W; Xiong X; Zhang W; Zhou WX
    PLoS One; 2015; 10(4):e0120312. PubMed ID: 25874716
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Symbolic Encoding Methods with Entropy-Based Applications to Financial Time Series Analyses.
    Olbryś J; Komar N
    Entropy (Basel); 2023 Jun; 25(7):. PubMed ID: 37509955
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Quantifying the behavior of stock correlations under market stress.
    Preis T; Kenett DY; Stanley HE; Helbing D; Ben-Jacob E
    Sci Rep; 2012; 2():752. PubMed ID: 23082242
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Sovereign Credit Default Swap and Stock Markets in Central and Eastern European Countries: Are Feedback Effects at Work?
    Anton SG; Afloarei Nucu AE
    Entropy (Basel); 2020 Mar; 22(3):. PubMed ID: 33286112
    [TBL] [Abstract][Full Text] [Related]  

  • 19. On the relationship between oil market and European stock returns.
    Magazzino C; Shahbaz M; Adamo M
    Environ Sci Pollut Res Int; 2023 Dec; 30(59):123452-123465. PubMed ID: 37985584
    [TBL] [Abstract][Full Text] [Related]  

  • 20. A mutual information based R-vine copula strategy to estimate VaR in high frequency stock market data.
    Sharma C; Sahni N
    PLoS One; 2021; 16(6):e0253307. PubMed ID: 34138970
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 10.