Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...
Abstract: Cryptocurrency, a novel digital asset within the blockchain technology ecosystem, has recently garnered significant attention in the investment world. Despite its growing popularity, the ...
In an extension to our initial HAR-RV model, we include a Realized GARCH model (GARCH-x), which is simply a GARCH(1,1) with a Realized Volatility measure as an additional exogeneous variable; in this ...
Asset management – improving portfolio risk forecasts and volatility modeling. Exotic options trading – enabling faster calibration of volatility surfaces and complex pricing models. Financial returns ...
Abstract: I welcome you to the fourth issue of the IEEE Communications Surveys and Tutorials in 2021. This issue includes 23 papers covering different aspects of communication networks. In particular, ...