This study investigates the application of orthogonal generalized auto-regressive conditional heteroscedasticity (OGARCH) in predicting the co-movement of banking sector stocks in Indonesia. All state-owned banking sector stocks in Indonesia were studied using daily data from January 2013 to...

Principal components analysis (PCA) is often used as a dimensionality reduction technique. A small number of principal components is selected to be used in a classification or a regression model to boost accuracy. A central issue in the PCA is how to select the number of principal components....

This paper developed the feasible estimation methodology for the principal component analysis (PCA) based on correlation matrix, which is robust to the noisy and asynchronous high frequency data. The general framework of our methodology is constructed based on the estimation of realized spectral...

Over the years, women cricketers have garnered little media or societal attention. There has been much research on men’s cricket but relatively little on women’s cricket. This study aims to quantify women’s batting performances in one-day international (ODI) matches. The average batting...