In this paper we extend the conditional autoregressive range (CARR) model to the asymmetric CARR mixed data sampling (ACARR-MIDAS) model, which takes into consideration volatility asymmetry as well as ...
The world of artificial intelligence (AI) has recently seen significant advancements in generative models, a type of machine-learning algorithms that “learn” patterns from set of data in order to ...
The sample inverse autocorrelation function (SIACF) plays much the same role in ARIMA modeling as the sample partial autocorrelation function (SPACF) but generally indicates subset and seasonal ...
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