Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators
Super-replication of life-contingent options under the Black-Scholes framework
An alternative hyper-Poisson integer-valued GARCH model with application to polio, internet protocol and COVID-19 data
Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution
An indicator for month-trading of stocks
Moment structures of parameter-driven count time series models
