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 ...

Abstract: Building Garch Models using classical numerical methods has been a difficult task, and many approaches to solve this problem has been proposed in the recent past which includes meta ...

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 ...

I perform time series analysis of data from scratch. I also implement The Autoregressive (AR) Model, The Moving Average (MA) Model, The Autoregressive Moving Average (ARMA) Model, The Autoregressive ...