Google Alert - Financial Markets

	Financial Markets As-it-happens update ⋅ November 15, 2024
	WEB
	GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets ACM Digital Library - Association for Computing Machinery The Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model and its succeeding variants are well established models for stock ... Flag as irrelevant
	Mark Hamilton - Aquiline Capital Partners Aquiline Capital Partners Mark joined Aquiline in 2022 and is a principal at the firm and head of debt capital markets. Prior to joining the firm, he was a managing ... Flag as irrelevant
	Financial stability at risk: evidence from market overreaction and herding behaviour in ... Emerald Insight The BRICS markets, characterised by higher volatility, less mature regulatory frameworks, and greater susceptibility to speculative trading, provide ... Flag as irrelevant
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