Big 4 banks enter post-rate stability with resilient credit, flat NII, AI efficiency, and recovering capital markets. See why ...
Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.
Discover how the ceteris paribus assumption isolates variables to clarify economic causation, simplifying complex relationships between price and demand.
1 School of Digital Economics and Management, Guangzhou University of Software, Guangzhou, China 2 Department of Lifelong Education, Hanseo University, Seosan, Republic of Korea Introduction: In ...
1 Department of Accounting, School of IT Business, Ghana Communication Technology University, Accra, Ghana. 2 Department of Finance, School of Business, University of Cape Coast, Cape Coast, Ghana. 3 ...
ABSTRACT: Adaptive fractional polynomial modeling of general correlated outcomes is formulated to address nonlinearity in means, variances/dispersions, and correlations. Means and ...
The negative effects of traditional bullying and, recently, cyberbullying on victims are well-documented, and abundant empirical evidence for it exists. Cybervictimization affects areas such as ...
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