MeanyDeany · Publication archive
The academic foundation of the research program: original work in financial econometrics and crypto-asset time-series diagnostics.
Academic work
Each entry separates its summary, empirical scope, and methods from the actions used to read the paper or inspect its project context.
01
Studies whether daily EGARCH volatility regimes can serve as a risk and admissibility layer for an intraday NQ, ES, and Crude Oil (CL) futures framework. The volatility model is evaluated as conditioning context, not as a price-direction predictor.
Methods
02
Applies right-tailed explosive-root testing to examine periods of statistically explosive Bitcoin price behavior. The study is framed as a time-series diagnostic, not as market guidance or a trading rule.
Methods