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We use the GARCH-MIDAS model to extract the long- and short-term volatility components of cryptocurrencies. As potential drivers… Expand Abstract Secondary organic aerosols (SOA) forms a major fraction of organic aerosols in the atmosphere. Knowledge of SOA… Expand The risk of a large portfolio is often estimated by substituting a good estimator of the volatility matrix. However, the accuracy… Expand There is a growing literature on the realized volatility (RV) forecasting of asset returns using high-frequency data. We explore… Expand We explore the role of strategic price-discrimination by retailers for price determination and inflation dynamics. We model two… Expand The role of the anterior cingulate cortex (ACC) in cognition has been extensively investigated with several techniques, including… Expand This paper investigates the importance of labor market institutions for inflation and unemployment dynamics. Using the New… Expand We investigate the relation between global FX volatility and the excess returns to carry trade portfolios. We find a… Expand We extend the fractionally integrated exponential GARCH (FIEGARCH) model for daily stock return data with long memory in return… Expand This article proposes a flexible but parsimonious specification of the joint dynamics of market risk and return to produce… Expand