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 ...

Abstract: This paper reviews the meaning and calculating methods of VaR and puts forward GARCH model to improve the estimation of VaR. GARCH model overcomes the defects of volatility without ...

1 School of Economics and Statistics, Guangzhou University, Guangzhou, China. 2 Department of Statistics, George Washington University, Washington, USA. This paper aims to study the GARCH-X model ...

The Tesla Model Y has been the most popular electric car for a few years now, and it makes sense. The Model Y is reasonably priced for an EV while offering a good range and an excellent software ...

1 School of Economics and Management, China University of Geosciences, Wuhan, China 2 Research Centre of Resource and Environmental Economics, School of Economics and Management, China University of ...

I find it rare for a gun to possess intrinsic warmth, but the Colt Python 3-inch model reintroduced this year has just that. I don’t mean warmth produced by the combustion of smokeless powder—I mean a ...

1 Department of Statistics, Taiyuan University of Technology, Taiyuan, China. 2 Institute of Computer Science, University of Silesia in Katowice, Katowice, Poland. GDP is frequently used as a way of ...

Abstract: The bivariate normal mixture GARCH model is introduced in this paper, and applied to research the dynamic volatility features and the time-varying correlation structure of Shanghai Composite ...