Leslie Kramer is a writer for Institutional Investor, correspondent for CNBC, journalist for Investopedia, and managing editor for Markets Group. Correlation measures the linear relationship between ...

The constant conditional correlation general autoregressive conditional heteroskedasticity (GARCH) model is among the most commonly applied multivariate GARCH models and serves as a benchmark against ...

This is a preview. Log in through your library . Abstract In this study a simple common algorithm which is applicable to seven models is proposed for optimal portfolio selection disallowing short ...

A new correlation based on boiling point temperature calculates water solubility and Henry's law constants for a wide variety of olefins and diolefins in water. Sept. 19, 2003 Click on the pdf link ...