ARTICLE
|
doi:10.20944/preprints202302.0213.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
bootstrapping; confidence intervals; dbs; resampling; variance estimation; heteroscedasticity
Online: 13 February 2023 (09:50:08 CET)
ARTICLE
|
doi:10.20944/preprints202404.0080.v1
Subject:
Computer Science And Mathematics,
Artificial Intelligence And Machine Learning
Keywords:
Quantile regression; kernel smoothers; times series; heteroscedasticity; nearest neighbours
Online: 2 April 2024 (02:31:54 CEST)
ARTICLE
|
doi:10.20944/preprints202005.0279.v1
Subject:
Business, Economics And Management,
Finance
Keywords:
novel coronavirus; COVID-19; SARS-CoV-2; pandemic; Chinese stock market; Exponential Generalized Autoregressive Conditional Heteroscedasticity
Online: 17 May 2020 (03:11:38 CEST)
ARTICLE
|
doi:10.20944/preprints201902.0039.v1
Subject:
Computer Science And Mathematics,
Probability And Statistics
Keywords:
Volatility; Stocks; Persistence; Exchange Rate, Inflation Rate; Financial Time Series; Generalized Autoregressive Conditional Heteroscedasticity (GARCH); Multivariate GARCH (MGARCH)
Online: 4 February 2019 (14:56:07 CET)