To capture the "long-memory" effect in volatility, a multiplicative component conditional autoregressive range (MCCARR) model is proposed. We show theoretically that the MCCARR model can capture the ...
We present a volatility forecasting comparative study within the autoregressive conditional heteroskedasticity (ARCH) class of models. Our goal is to identify successful predictive models over ...
Prevalence of obesity/overweight and its relationship with incidence of pancreatic cancer in the US states using BRFSS and CDC WONDER database of 2021.