Modelling the volatility of Bitcoin returns using Nonparametric GARCH models,
Sami Mestiri,
from University Library of Munich, Germany
(2021)
Keywords: Bitcoin; volatility; GARCH; Nonparametric; Forecasting.
How did Australian financial markets react to the COVID-19 vaccine rollout? Fresh evidence from quantile copula spectrum analysis,
Takashi Matsuki and Lei Pan,
from University Library of Munich, Germany
(2021)
Keywords: Australia; Financial markets; COVID-19 vaccine; Quantile copula spectrum; Quantile coherency
A revised comparison between FF five-factor model and three-factor model,based on China's A-share market,
Zhijing Zhang, Yue Yu, Qinghua Ma and Haixiang Yao,
from arXiv.org
(2021)
Hedging Cryptocurrency Options,
Jovanka Lili Matic, Natalie Packham and Wolfgang Karl H\"ardle,
from arXiv.org
(2022)
Deep Partial Hedging,
Songyan Hou, Thomas Krabichler and Marcus Wunsch,
from arXiv.org
(2021)
Optimal Portfolio Choice and Stock Centrality for Tail Risk Events,
Christis Katsouris,
from arXiv.org
(2021)
The credit spread curve. I: Fundamental concepts, fitting, par-adjusted spread, and expected return,
Richard J. Martin,
from arXiv.org
(2024)
Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning,
J\'er\'emi Assael, Laurent Carlier and Damien Challet,
from arXiv.org
(2023)
Evolutionary finance for multi-asset investors,
Michael Schnetzer and Thorsten Hens,
from Swiss Finance Institute
(2022)
Keywords: Evolutionary finance, strategic asset allocation, multi-asset.
A Survey of Hedge and Safe Havens Assets against G-7 Stock Markets before and during the COVID-19 Pandemic,
Huseyin Ozdemir and Zeynel Ozdemir,
from Institute of Labor Economics (IZA)
(2021)
Keywords: sharpe ratio, safe haven, hedge, spillover effect, G-7 countries