Affine processes provide a versatile framework for modelling complex financial phenomena, ranging from interest rate dynamics to credit risk and beyond. Their defining characteristic is the affine, or ...

Family businesses are a mainstay of Latin American economies, but in the increasingly volatile environment of global trade, ...

Citations: Todorov, Viktor, George Tauchen, Iaryna Grynkiv. 2011. Realized Laplace Transforms for Estimation of Jump Diffusive Volatility Models. Journal of Econometrics. (2)367-381.

In the rapidly evolving world of cryptocurrency, volatility management remains a crucial challenge. Researchers have now developed a novel approach that integrates Exponential Generalized ...

Explore why low stock market volatility could signal a looming selloff. Click for my updated look at the markets and why I ...

Over the years, FactSet has built up an attractive subscription-based business providing data and analytics to the financial-services industry. FactSet is best known for its research solutions, which ...