Estimation and forecasting of volatility using financial timeseries. Includes models like GARCH, EWMA, EqWMA and Rolling Window. Portfolio management using CVaR, EVT and Monte Carlo Simulation.

You can create a release to package software, along with release notes and links to binary files, for other people to use. Learn more about releases in our docs.

Connecting decision makers to a dynamic network of information, people and ideas, Bloomberg quickly and accurately delivers business and financial information, news and insight around the world ...

Cinema exhibition operations in Australia and New Zealand, including technology equipment supply and servicing, and the State Theatre, cinema exhibition operations in Germany, ownership, operation ...

The aim of this study was to advance the imputation of missing values for some autoregressive moving average models (ARMA) with generalized autoregressive conditioned heteroscedastic (GARCH) models.

Our empirical results provide evidence of the presence of time-varying jumps in the crude oil futures market. More importantly, we show that our proposed REGARCH-Jump model outperforms the GARCH, ...

Intravascular ultrasound (IVUS) guidance is associated with improved outcomes after endovascular treatment (EVT) in patients with lower extremity artery disease (LEAD), according to a study in the ...