P.O. Box 120
Columbus, GA 31902
United States
Synovus Financial Corporation
CCP Initial Margins, Tail Risk, Risk Aversion, Procyclicality, Threshold GARCH, Spline, Threshold Autoregressive Model, Realized Variance
Parametric and Semi-parametric binary response models, Bayesian Markov Chain Monte Carlo algorithms, Kernel densities, Standard bandwidth, Optimal bandwidth, Mean squared errors, Receiver operating characteristic curve, Marginal effect, graphic processing unit
central clearing counterparty (CCP) initial margins, procyclicality, threshold generalized autoregressive conditional heteroscedasticity (GARCH), spline, threshold autoregressive model, tail risk
Option Implied Risk Connectedness, Spillover, Systemic Risk, Oil Price Volatility, Canada
Block bootstrap, Cumulative density of the mean squared errors of forecast, CIR and Vasicek models, Conditional Kolmogorov test, Deviance information criterion, Generalized methods of moments, Markov chain Monte Carlo algorithms
