As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...
Sankhyā: The Indian Journal of Statistics, Series B (2008-), Vol. 78, No. 1 (May 2016), pp. 1-38 (38 pages) It is well known that the autocorrelations among responses play a significant role in time ...
Since Coke and PepsiCo are so dominant and so similar in their products and marketing, most people assume they are almost always efficiently priced and valued at about the same level. In valuing KO ...