ARIMA model building and the time series analysis approach to forecasting Page 1 Journul of
Forecasting, Vol. 2, 23-35 (1983) ARIMA Model Building and the Time Series Analysis …

This study examines how financial contagion occurs through financial and nonfinancial firms
between China and G7 countries during the COVID–19 period. The empirical results show …

This study examines the role of gold as a hedge or safe-haven asset in different phases of
the COVID-19 pandemic crisis, corresponding to the timing of fiscal and monetary stimuli to …

It is typically assumed that large networks of neurons exhibit a large repertoire of nonlinear
behaviours. Here we challenge this assumption by leveraging mathematical models derived …

In this study, we present the evidence of dramatic changes in the structure and time-varying
patterns of volatility connectedness across equities and major commodities (oil, gold, silver …

Abstract Machine learning algorithms have come to dominate several industries. After
decades of resistance from examiners and auditors, machine learning is now moving from …

Time Series Analysis | The Oxford Handbook of Quantitative Methods in Psychology: Vol.
2Statistical Analysis | Oxford Academic Skip to Main Content Advertisement Oxford Academic …

The paper examines the role of green bonds in hedging the risk against industry portfolios
and other major asset classes. It mainly focuses on how the greenness of the portfolio …

Praise for the Fourth Edition" The book follows faithfully the style of the original edition. The
approach is heavily motivated by real-world time series, and by developing a complete …

When I worked on my Introduction to Multiple Time Series Analysis (Lutk ̈ ̈-pohl (1991)), a
suitable textbook for this? eld was not available. Given the great importance these methods …