How stable the global economy has been during 2024?
As the year 2024 unfolded, January set the stage for the global economic climate, with mixed signals from different regions influencing market volati…
As the year 2024 unfolded, January set the stage for the global economic climate, with mixed signals from different regions influencing market volati…
I recently read a post on Bloomberg discussing Greece's plan to make an early repayment of €5 billion in bailout-era debt by 2025. While the…
The dramatic fall in Greece’s 5-year bond yield, coupled with strong "Sell" signals from technical indicators, may be more than just a rout…
This article provides a comprehensive examination of Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models, which are pivotal in …
This article explores the application of the Heterogeneous Autoregressive Realized Volatility (HAR-RV) model to forecast future volatility in the S&a…
In the realm of financial markets, volatility modeling holds a crucial position, serving as a fundamental tool for risk management, derivative pri…
Our website uses cookies to improve your experience. Learn more
Ok