This article investigates the performance of time series models considering the jumps, permanent component of volatility, and asymmetric information in predicting value-at-risk (VaR). We use ...
Sales forecasting—estimating the future sales of products or services based on historical data, market trends and other relevant factors—is important for any organization. According to Aberdeen, 97% ...
A Technical Assistance (TA) mission was conducted in Guatemala City, Guatemala, from June 12 to 16, 2023, to assist the authorities with the statistical component of liquidity management. The TA ...
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