The characteristic line of a security or portfolio relates its rate of return to that of a "market portfolio." Several investigators have suggested the desirability of obtaining such a line by ...

We consider a unified least absolute deviation estimator for stationary and nonstationary fractionally integrated autoregressive moving average models with conditional heteroscedasticity. Its ...

In many modern sciences, data often exist on curved geometric spaces rather than flat planes, posing challenges for ...

MANILA, Philippines — The Department of Finance (DOF) said yesterday the faulty forecasting done by some analysts may have also contributed to high inflationary expectations and helped push up ...

The newly developed Huber mean provides a more stable and reliable way to compute averages for data lying on curved geometric ...