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 *

125 related articles for article (PubMed ID: 38861584)

  • 1. 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]  

  • 2. Heteroscedasticity effects as component to future stock market predictions using RNN-based models.
    Sadon AN; Ismail S; Khamis A; Tariq MU
    PLoS One; 2024; 19(5):e0297641. PubMed ID: 38787874
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Modelling time-varying volatility using GARCH models: evidence from the Indian stock market.
    Ali F; Suri P; Kaur T; Bisht D
    F1000Res; 2022; 11():1098. PubMed ID: 36567684
    [No Abstract]   [Full Text] [Related]  

  • 4. How to Promote the Performance of Parametric Volatility Forecasts in the Stock Market? A Neural Networks Approach.
    Su JB
    Entropy (Basel); 2021 Sep; 23(9):. PubMed ID: 34573776
    [TBL] [Abstract][Full Text] [Related]  

  • 5. High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions.
    Kuang W
    PLoS One; 2024; 19(5):e0303962. PubMed ID: 38776290
    [TBL] [Abstract][Full Text] [Related]  

  • 6. Empirical Research on the Prediction Effect of Volatility Model Based on the Perspective of Investor Sentiment Health and Market Liquidity.
    Yang W; Yang B; Yang C
    J Healthc Eng; 2022; 2022():4689848. PubMed ID: 35356615
    [TBL] [Abstract][Full Text] [Related]  

  • 7. LSTM-GARCH Hybrid Model for the Prediction of Volatility in Cryptocurrency Portfolios.
    García-Medina A; Aguayo-Moreno E
    Comput Econ; 2023 Mar; ():1-32. PubMed ID: 37362593
    [TBL] [Abstract][Full Text] [Related]  

  • 8. 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]  

  • 9. Prediction of volatility and seasonality vegetation by using the GARCH and Holt-Winters models.
    Kumar V; Bharti B; Singh HP; Singh A; Topno AR
    Environ Monit Assess; 2024 Feb; 196(3):288. PubMed ID: 38379057
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Traffic Volatility Forecasting Using an Omnibus Family GARCH Modeling Framework.
    Ou J; Huang X; Zhou Y; Zhou Z; Nie Q
    Entropy (Basel); 2022 Sep; 24(10):. PubMed ID: 37420412
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model.
    Li X; Liang C; Ma F
    Ann Oper Res; 2022 Apr; ():1-40. PubMed ID: 35493692
    [TBL] [Abstract][Full Text] [Related]  

  • 12. New practice for investors in Chinese stock market: From perspective of fractionally integrated realized GARCH model.
    Xiao M; Tao Z; Gu Z; Li Z; Chen X
    Heliyon; 2023 Mar; 9(3):e14017. PubMed ID: 36923898
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Heterogeneous macroeconomic factors' effects on stocks across sizes, styles, and sectors in the South Korean market.
    Cho C; Yang J; Jang B
    PLoS One; 2024; 19(4):e0300393. PubMed ID: 38630710
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Novel grey wolf optimizer based parameters selection for GARCH and ARIMA models for stock price prediction.
    Bagalkot SS; A DH; Naik N
    PeerJ Comput Sci; 2024; 10():e1735. PubMed ID: 38196957
    [TBL] [Abstract][Full Text] [Related]  

  • 15. The return volatility of cryptocurrencies during the COVID-19 pandemic: Assessing the news effect.
    Salisu AA; Ogbonna AE
    Glob Financ J; 2022 Nov; 54():100641. PubMed ID: 38013954
    [TBL] [Abstract][Full Text] [Related]  

  • 16. Stock Market Volatility and Return Analysis: A Systematic Literature Review.
    Bhowmik R; Wang S
    Entropy (Basel); 2020 May; 22(5):. PubMed ID: 33286294
    [TBL] [Abstract][Full Text] [Related]  

  • 17. 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]  

  • 18. Infectious disease pandemic and permanent volatility of international stock markets: A long-term perspective.
    Bai L; Wei Y; Wei G; Li X; Zhang S
    Financ Res Lett; 2021 May; 40():101709. PubMed ID: 32837383
    [TBL] [Abstract][Full Text] [Related]  

  • 19. The predictive capacity of GARCH-type models in measuring the volatility of crypto and world currencies.
    Naimy V; Haddad O; Fernández-Avilés G; El Khoury R
    PLoS One; 2021; 16(1):e0245904. PubMed ID: 33513150
    [TBL] [Abstract][Full Text] [Related]  

  • 20. The influence of COVID-19 epidemic on BDI volatility: An evidence from GARCH-MIDAS model.
    Xu L; Zou Z; Zhou S
    Ocean Coast Manag; 2022 Oct; 229():106330. PubMed ID: 36035871
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 7.