Heteroscedasticity describes a situation where risk (variance) changes with the level of a variable. In financial models, this means volatility is not constant. Most pricing and forecasting models ...

This repository is a comprehensive collection of C programming codes from basic to advanced, covering fundamental concepts such as arithmetic operations, loops, switch statements, arrays, functions, ...

Abstract: A unified solution is derived for the transfer function matrix of the minimum-variance estimator of the state of a linear continuous-time system with noisy or noise-free measurements. For ...