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pro vyhledávání: '"NG, Wilfred Siu Hung"'
Financial assets exhibit complex dependency structures, which are crucial for investors to create diversified portfolios to mitigate risk in volatile financial markets. To explore the financial asset dependencies dynamics, we propose a novel approach
Externí odkaz:
http://arxiv.org/abs/2406.11886
Volatility, as a measure of uncertainty, plays a crucial role in numerous financial activities such as risk management. The Econometrics and Machine Learning communities have developed two distinct approaches for financial volatility forecasting: the
Externí odkaz:
http://arxiv.org/abs/2402.06642