This paper features an analysis of the relative effectiveness, in terms of the Adjusted R-Square, of a variety of methods of modelling realized volatility (RV), namely the use of Gegenbauer processes in Auto-Regressive Moving Average format, GARMA, as opposed to Heterogenous Auto-Regressive HAR...

Since the mid-20th century, the Organization of American States (OAS) has been the premier supranational organization governing the affairs of South America. In 2008, however, the sway of the OAS in South America was checked by the creation of a new regional organization – the Union of South...

Preface -- Introduction -- Data objects in R -- Data handling in R -- R programming & control flow -- Data exploration -- Graphics in R -- Regression analysis-1 -- Regression analysis-ii -- Time series analysis -- Extreme value theory modelling -- Introduction to multivariate analysis using...