This article introduces a new model called the buffered autoregressive model with generalized autoregressive conditional heteroscedasticity (BAR-GARCH). The proposed model, as an extension of the BAR ...

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 ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 5 (2018), pp. 975-993 (19 pages) Estimating conditional quantiles of financial time series is essential for ...

This paper assesses the performance of twelve generalized autoregressive conditional heteroskedasticity (GARCH)-type models for modeling the 99% value-at-risk (VaR) for indexes from countries ...

Polygonal meshes are widely used in computer graphics, robotics, and game development to represent virtual objects and scenes. Exisitng learning-based methods for 3D object generation have relied on ...

Guangzi Song, MS, will present "Estimation of the Informativeness of the Conditional Autoregressive Model Framework with Applications" The use of the conditional autoregressive (CAR) model framework ...