Appropriate modeling of time-varying dependencies is very important for quantifying financial risk, such as the risk associated with a portfolio of financial assets. Most of the papers analyzing ...

Data in statistical practice often consist of nonnegative measurements that exhibit positive skewness. The inverse Gaussian (IG) family of distributions provides a versatile and flexible model for ...

James Chen, CMT is an expert trader, investment adviser, and global market strategist. Khadija Khartit is a strategy, investment, and funding expert, and an educator of fintech and strategic finance ...