Abstract: Long-term forecasting of multivariate time series (MTS) is a crucial yet challenging task due to the intricate interdependencies among variables and the ...
Abstract: Carbon financial derivatives are essential for the perfection and maturity of the carbon market. However, China's carbon market currently lacks carbon financial derivatives very seriously.
This study investigates advanced portfolio optimization techniques that integrate copula functions and GARCH models to enhance risk-adjusted performance in the European stock market. Traditional ...
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