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Apostolos Ampountolas
Over the past years, cryptocurrencies have drawn substantial attention from the media while attracting many investors. Since then, cryptocurrency prices have experienced high fluctuations. In this paper, we forecast the high-frequency 1 min volatility of...
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Samia Nasreen, Aviral Kumar Tiwari, Zhuhua Jiang and Seong-Min Yoon
In this study, the dependence between Bitcoin (BTC) and economic policy uncertainty (EPU) of USA and China is estimated by applying the latest methodology of quantile cross-spectral dependence. Daily data comprising a total of 1947 observations and cover...
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Katleho Makatjane and Tshepiso Tsoku
This study aims to overcome the problem of dimensionality, accurate estimation, and forecasting Value-at-Risk (VaR) and Expected Shortfall (ES) uncertainty intervals in high frequency data. A Bayesian bootstrapping and backtest density forecasts, which a...
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Ozan Altun,Cevdet Kizil,Gülay Selvi Hanisoglu,Nazar Demir
Pág. 67 - 86
The aim of this research was to examine the consumers' preference of paint purchase from the viewpoint of individuals employed in the Turkish paint industry. It was aimed to reach at least 278 individuals with a sampling error of 5%. Within this scope, 3...
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Peter B. Lerner
The notion of ?relativistic finance? became ingrained in the public imagination and has been asserted in many mass-media reports. However, despite an observed drive of the most reputable Wall Street firms to establish their servers ever closer to the tra...
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