In the context of global economic integration and heightened volatility in financial markets due to factors such as the COVID-19 pandemic, the Russia-Ukraine conflict, and the monetary policies of the ...

A new multivariate time series model with time varying conditional variances and covariances is presented and analysed. A complete analysis of the proposed model is presented consisting of parameter ...

This project applies statistical and econometrics-based time series forecasting techniques to real-world datasets from diverse domains, focusing on financial data, macroeconomic indicators and ...

Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 62, No. 2 (Aug., 2000), pp. 327-344 (18 pages) This paper suggests a class of ARCH in the nonlinear mean (ARCH-NM) models. This ...

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: Automatic Modulation Classification (AMC) is an important step before demodulation. This process significantly helps to the receiver in recognition which has no, or limited, information of ...