A new research paper shows the approach performs significantly better than the random-walk forecasting method.
With volatility so closely tied to investment risk and returns, it's no wonder that a statistical method that captured time-varying volatility was deemed worthy of a Nobel Prize. Since its creation, ...
The financial services sector has always been one of the most heavily regulated industries in the world. From anti-money laundering (AML) directives to Know Your Customer (KYC) requirements, ...