Successful investing requires the ability to distinguish long-term trends from the short-term noise that moves stock prices on a minute-to-minute basis. One way to tune out the random oscillations and ...

The classical mean-variance models are reinterpreted as conditional location-scale models so that the quantile regression method can be naturally geared into the considered models. The consistency and ...

Bounded time series consisting of rates or proportions are often encountered in applications. This manuscript proposes a practical approach to analyze bounded time series, through a beta regression ...