In the last few years there has been much interest in the delivery of software-as-a-service. The concept of the remote delivery of software by Application Service Providers (ASPs)...
In this paper, we perform Bayesian inference and prediction for a GARCH model where the innovations are assumed to follow a mixture of two Gaussian distributions. This GARCH model...
The design of algorithms on complex networks, such as routing, ranking or recommendation algorithms, requires a detailed understanding of the growth characteristics of the network...
Christian Borgs, Jennifer T. Chayes, Constantinos ...
Time series data poses a significant variation to the traditional segmentation techniques of data mining because the observation is derived from multiple instances of the same und...
This study investigates how specification of return distribution for REIT influences the performance of volatility forecasting using three GARCH models (GARCH-N, GARCH-ST and GARC...