Study Data from University of Cape Town Update Knowledge of Risk Management (A comparative cross-regime analysis on the performance of GARCH-based…
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According to the news reporters, the research concluded: "Moreover, our findings indicated a need for implementations of model switching policies, which may provide significant improvements in forecasting and minimize chances of VaR estimates falling short of actual trading losses."
For more information on this research see: A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models: Evidence from the
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Anti-Cyberbullying App & Risk Mitigation Platform STOPit Enrolls Over 2 Million More Students For The 2016/2017 School Year & Launches…
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