Volatility forecasting is a key component of modern finance, used in asset allocation, risk management, and options pricing. Investors and traders rely on precise volatility models to optimize ...

While sparking excitement among biopharma companies focused on rare and ultrarare indications, experts say FDA Commissioner Marty Makary’s proposal is light on details and raises potential concerns ...

Forbes contributors publish independent expert analyses and insights. Greg Licholai writes and teaches about innovation in healthcare. In a move that could dramatically reshape the landscape for rare ...

Abstract: A radar detection scheme based on a GARCH clutter model has been proposed recently. This adaptive detector depends on the conditional variance of the GARCH ...

ABSTRACT: This study utilizes the Dynamic Conditional Correlation-Generalized Autoregressive Conditional Heteroskedasticity (DCC-GARCH) model to investigate the dynamic relationship between Chinese ...

School of Information Science and Engineering, Shandong Normal University, Jinan, China Introduction: The unscented Kalman filter based on unbiased minimum-variance (UKF-UMV) estimation is usually ...