A tropical wave near the Cabo Verde Islands has a high chance for tropical development. This will continue to track westward ...

Sa’ar said the right things, but in a world where Hamas’s word is often trusted and Israel’s is doubted, there's no guarantee it will matter.

Farther east, a tropical wave off the coast of Africa could have some tropical development over the next few days. It could become a tropical depression later this week or over the weekend as it moves ...

Traditional models like AR-GARCH, which treat each institution in isolation and assume consistent volatility dynamics, are insufficient for capturing the multi-dimensional nature of systemic crises.

“RScript.R” is the R file to rerun the analysis of the simulation study “SimulateDat.R” contains a function to simulate a time-vary AR(1) and GARCH(1, 1) processes for a Gamma model “SplineFunctionsR” ...

使用波动率聚类 拟合AR-GARCH模型 从AR-GARCH模型模拟波动率 衡量风险 ARCH模型 我们已经研究了波动性聚类。 ARCH模型是对此进行建模的一种方法。 这些模型对于金融时间序列特别有用，因为金融时间序列显示出较大的收益率变动时期以及相对平稳的价格变化的间歇时期。

原标题：R语言使用多元AR-GARCH模型衡量市场风险|附代码数据 关于GARCH的研究报告，包括一些图形和统计输出。 本文分析将用于制定管理客户和供应商关系的策略准则 假设： 贵公司拥有用于生产和分销聚戊二酸的设施，聚戊二酸是一种用于多个行业的化合物。 制造和分销过程的投入包括各种石油 ...

Once the marginal models (AR-GARCH) are estimated for the crude oil and EUA futures returns, we extract the filtered residuals zoil,t and zeua,t and construct their marginal distributions Foil and ...

This paper presents a new method for voice activity detection (VAD) based on the autoregressive-generalized autoregressive conditional heteroscedasticity (AR-GARCH) model. The speech signal is modeled ...