Forecasting is a necessity almost in any operation. However, the tools of forecasting are still primitive in viewof the … data. This paper proposes some modifications to adaptan advanced forecasting technique (GARCH) with the aim to develop it …The tools of forecasting (software) in general business use are still primitive in view of the strides made by research …

This paper addresses the question of the selection of multivariate GARCH models in terms of variance matrix forecasting …

This paper addresses the question of the selection of multivariate GARCH models in terms of variance matrix forecasting …