Skip to main content

3 articles related to "Time Varying Volatility"

No matches to your query could be found. Try another search term.
No matches to your query could be found. Try another search term.
No matches to your query could be found. Try another search term.
No matches to your query could be found. Try another search term.
No matches to your query could be found. Try another search term.

Articles

Original Research

Published on 11 May 2015

Multivariate tempered stable model with long-range dependence and time-varying volatility

in Mathematical Finance

Young Shin Kim

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2015.00001

4,606 views
11 citations

Original Research

Published on 21 May 2021

Time-Varying Volatility in Bitcoin Market and Information Flow at Minute-Level Frequency

in Social Physics

Irena Barjašić
Nino Antulov-Fantulin

Frontiers in Physics

doi 10.3389/fphy.2021.644102

9,279 views
5 citations

Original Research

Published on 27 Jul 2022

COVID-19 Shock and the Time-Varying Volatility Spillovers Among the Energy and Precious Metals Markets: Evidence From A DCC-GARCH-CONNECTEDNESS Approach

in Health Economics

Xiaoyu Tan
Xuetong Wang
Shiqun Ma
Zhimeng Wang
Yang Zhao
Lijin Xiang

Frontiers in Public Health

doi 10.3389/fpubh.2022.906969

3,570 views
7 citations