ABSTRACT: The study applies a Kalman filter (KF) to Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models to create a hybrid model, to estimate the parameters of the GARCH model in ...

Since the pioneering work of Markowitz on portfolio theory in 1950s, numerous developments have advanced to improve the original technique of portfolio optimisation. Current research on the topic ...

Introduction: This paper explored the impact of COVID-19 transmission rate on co-movement of China’s stock markets. Methods: By employing the rolling time series model to measure the COVID-19 ...

Inherently-beneficial uses meet the statutory test as to whether there are special reasons for the variance, by their nature. But otherwise, the applicant must show that particular suitability of its ...

This project uses Python and the GARCH(1,1) model to forecast the volatility of the CSI 1000 Index based on historical data. It includes data acquisition, preprocessing, model fitting, volatility ...

The expanded accounting equation builds upon the basic accounting equation's use of assets, liabilities and equity by incorporating additional components such as revenues, expenses and withdrawals.

WASHINGTON, Nov. 11, 2024 (GLOBE NEWSWIRE) -- As policymakers increasingly move to impose government price setting on innovative medicines, it is essential to anchor these decisions to a better ...

The new estimates of the parameters that form the basis of the standard model of cosmology are far more precise than previous approaches using the same galaxy distribution data. The standard model of ...

Rogbid launched the Model C smartwatch last month. Now, the wearable devices maker has introduced a new offering. It is dubbed the Rogbid Model R and is touted to be the company’s first 4G Android ...