Search Results - subject:"GA2M"

Joshi, Prashant; Wang, Jinghua; Busler, Michael - In: Journal of Risk and Financial Management 15 (2022) 3, pp. 1-9

asymmetric volatility transmission on both markets. We apply MGARCH-BEKK and the algorithm-based GA2M machine learning model. The …

Persistent link: https://www.econbiz.de/10013201419

Joshi, Prashant; Wang, Jinghua; Busler, Michael - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-9

asymmetric volatility transmission on both markets. We apply MGARCH-BEKK and the algorithm-based GA2M machine learning model. The …

Persistent link: https://www.econbiz.de/10013163552

Kato, Tatsuya - 2022

Persistent link: https://www.econbiz.de/10013540685

Kato, Tatsuya - In: Monetary and economic studies 40 (2022), pp. 67-100

Persistent link: https://www.econbiz.de/10013499350

Ngene, Geoffrey M.; Wang, Jinghua - In: Accounting and finance 64 (2024) 1, pp. 539-573

Persistent link: https://www.econbiz.de/10014537498