Crude oil, "the blood of industry" plays an irreplaceable role in the field of industrial production. The fluctuation in oil prices directly affects metal mining and processing, which in turn affects the dynamic development of the nonferrous metal market. This study examines the dynamic...

With the rapid formation of cooperative relationship between Internet finance and traditional banks, it opens up the channels of volatility spillover between them. We study the direction of volatility spillover between Internet finance and banks by the Diebold-Yilmaz volatility spillover index...

Generalized continuous time random walks with independent, heavy-tailed random waiting times and long range dependent jumps are considered. Their scaling limits are determined in terms of the Hermite processes and inverse of stable subordinators. These limiting processes provide an interesting...