This paper employs the quantile autoregressive (QAR) model to examine the forecasting relationship between stock volatility and crude oil volatility. We firstly employ the sup-Wald test to evaluate Granger causality across various quantile levels, which provides valuable information in...

This research assesses the implications of existing trends on future network investment, comparing alternative scenarios concerning budgets and investment rules. The main scenarios compare "stated decision rules", processes encoded in flowcharts and weights developed from official documents or...

The paper aims to enhance the accuracy of realized volatility prediction by introducing a novel Dual Empirical Mode Decomposition (DEMD) method that allows for the extraction of incremental information related to volatility prediction in raw financial data. The empirical results show that using...