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 ...

ABSTRACT: The global financial landscape is increasingly becoming interconnected, with financial markets exhibiting complex interdependencies. This increases the possibility of market risk spreading ...

ABSTRACT: The global financial landscape is increasingly becoming interconnected, with financial markets exhibiting complex interdependencies. This increases the possibility of market risk spreading ...

This study investigates advanced portfolio optimization techniques that integrate copula functions and GARCH models to enhance risk-adjusted performance in the European stock market. Traditional ...

The ads appear in the August 2025 issue of American Vogue. The newest issue of Vogue is sending shockwaves across social media -- not just because Anne Hathaway is on the cover amid filming for the ...

├── README.md <-- Main README file explaining the project's business case, │ methodology, and findings │ ├── Notebooks <-- Jupyter Notebooks for exploration and presentation │ └── Exploratory <-- ...

The chosen stocks are Tesla and Nvidia on the time frames 2011-01-01 to 2023-12-31. The implemented univariate models are GARCH(1,1) and t-GARCH(1,1) and the multivariate model implemented is ...

Applied economics translates theoretical and empirical methods into practical analyses of real-world problems across sectors and regions. It draws on micro- and macroeconomic modelling, econometric ...

Abstract: This paper discusses the application of five t-GARCH models to the problem of accurately modeling three univariate but mutually dependent wind speed series taken from three US metering sites ...