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Victor, Chung ; Jenny, Espinoza ; Alan, Mansilla. (2024) Analysis of Financial Contagion and Prediction of Dynamic Correlations During the COVID-19 Pandemic: A Combined DCC-GARCH and Deep Learning Approach.
In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:12:p:567-:d:1546158.
Full description at Econpapers
cites:
International Journal of Project Management 39: 217–22. [CrossRef] Sevim, Cuneyt, Asil Oztekin, Ozkan Bali, Serkan Gumus, and Erkam Guresen. 2014. Developing an early warning system to predict currency crises. European Journal of Operational Research 237: 1095–104. [CrossRef] Si, Yuancheng, Saralees Nadarajah, Zongxin Zhang, and Chunmin Xu. 2024. Modeling opening price spread of shanghai composite index based on arima-gru/lstm hybrid model. PLoS ONE 19: e0299164. [CrossRef] Thill, Markus Thill, Wolfgang Konen, and Thomas Back. 2020. Time series encodings with temporal convolutional networks.
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