Frontiers

Dependence modeling and portfolio optimization with copula-GARCH: a European investment perspective

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 ...
IEEE

Change Point Detection in GARCH Models for Voice Activity Detection

Abstract: This paper presents a robust algorithm for voice activity detection (VAD) based on change point detection in a generalized autoregressive conditional heteroscedasticity (GARCH) process.
Scientific Research Publishing

Research on the Dynamic Volatility Relationship between Chinese and U.S. Stock Markets Based on the DCC-GARCH Model under the Background of the COVID-19 Pandemic ()

1 School of Sciences, Guangdong University of Petrochemical Technology, Maoming, China. 2 School of Quantitative Sciences, Universiti Utara Malaysia, Kedah, Malaysia. This study utilizes the Dynamic ...
Digital Trends

Which Model Y trim should you buy? Model Y trims compared

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 ...
University of Stirling

Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models

Kambouroudis DS, McMillan D & Tsakou K (2016) Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models. Journal ...
IEEE

Multivariate Time Series Forecasting With GARCH Models on Graphs

Abstract: Data that house topological information is manifested as relationships between multiple variables via a graph formulation. Various methods have been developed for analyzing time series on ...