Concept: Financial Risk and Volatility Modeling
Geopolitical risk affects stock markets differently by regime
How geopolitical crises affect stock markets differently in bull and bear markets
Integrated ACD models can imply infinite-mean durations
When do trades occur less predictably than financial models assume
Unweighted HJM setting supports yield-curve modeling with negative yields
Improving yield curve modeling by removing arbitrary weighting assumptions
Detailed deduction of the Tennessee-Eastman benchmark model
Reconstructing the mathematical model behind an industrial chemical process benchmark
Sports tokens showed spillover risk in connected markets
Risk spillover patterns among sports tokens and equities during market stress
Geopolitical risk is linked to lower stock returns in Vietnam
How global political tensions affect stock returns in Vietnam
Stock splits and reverse splits had opposite return effects in Indonesia
How Indonesian stock markets react to share splits and reverse splits
Spline-based score-driven models allow flexible time-varying parameters
Flexible density modeling for adaptive parameter estimation without distributional assumptions
