When your programming project hinges on speed and memory efficiency, choosing the right data structures is crucial. Whether you're working with large datasets or performance-critical applications ...

The constant conditional correlation general autoregressive conditional heteroskedasticity (GARCH) model is among the most commonly applied multivariate GARCH models and serves as a benchmark against ...

We propose an empirical method that utilizes the conditional density of the state variables to estimate and test a term structure model with known price formulae, using data on both discount and ...