.... Modern thematic modeling is carried out using a model based on the neural network, BERTopic. The most extensive topics are “finance and politics of climate change” and “natural disasters and consequences.” Climate change Stock market Topic modeling Textual analysis Garch Climate change...

... The authors model the variations of volatility in financial markets during crisis using the bivariate GARCH model of Engle and Kroner (1995). Findings The empirical investigation identifies an additional effect of the crisis over the period of the test. Results indicate a rise in the beta in some cases...

...Harald Kinateder; Niklas Wagner Purpose – The paper aims to model multiple-period market risk forecasts under long memory persistence in market volatility. Design/methodology/approach – The paper proposes volatility forecasts based on a combination of the GARCH(1,1)-model with potentially...