Multivariate GARCH for a large number of stocks. (arXiv:1609.07051v1 [q-fin.GN])
The problems related to the application of multivariate GARCH models to a market with a large number of stocks are solved by restricting the form of the conditional covariance matrix. It contains one...
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According to the latest MNI China Business Sentiment Survey, sentiment towards the business environment improved slightly in September as higher new orders helped to offset a slight softening in...
View ArticleTaiwan Futures Exchange Wins âEmerging Exchange Of The Yearâ...
The Taiwan Futures Exchange (TAIFEX) was today named ‘Emerging Exchange of the Year’ at the Futures and Options World (FOW) Awards for Asia 2016 in Singapore. The award is awarded to the most...
View ArticleUK Payment Systems Regulator Receives Super-Complaint From Which? On...
The Payment Systems Regulator (PSR), the economic regulator for the £75 trillion UK payment systems industry, has received a super-complaint from Which? relating to concerns it has around consumer...
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Rising costs of regulation, pressure to reduce margins and increased competition are all factors in drive to potential partnership between Switzerland’s CSD and the European ICSD Group.read more...
View ArticleSee The New Trading Hours For The BOVESPA And BM&F segments
Due to the start of daylight saving time in Brazil on October 16, 2016 and the end of daylight saving time in the U.S. on November 06, 2016, as of October 17, 2016 BM&FBOVESPA will change the...
View ArticleMoscow Exchange: Risk Parameters Change For Non-Principal Futures On...
According to Item 8 of the Principal and Non-principal Futures Listing Methodology (approved by the NCC Management Board on May, 29 2014), Xi parameters for non-principal futures were changed on...
View ArticleThe Saudi Stock Exchange Company (TADAWUL) Announces The Publication Of...
The Saudi Stock Exchange Company (TADAWUL) announces that it has dedicated a page for the updates related to the restriction periods on trading for major shareholders, board of directors and senior...
View ArticleDalian Commodity Exchange Sets Extended Delivery Warehouse Areas For Corn...
On September 9, Dalian Commodity Exchange (DCE) issued the “Notice on Yingkou Port Group Co., Ltd. Setting Extended Warehouse Areas for Corn Futures”, announcing to set the extended warehouse areas at...
View ArticleHKEX: Change Of Company Website For Publication Of Regulatory Filings
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View ArticleDCE Adds Delivery Areas For Corn Futures
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View ArticleVolante Technologies And Finexus Partner To Help Build New Real-Time Gross...
Volante Technologies Inc., a global leader in the provision of software for the integration, processing and orchestration of financial messages and payments, today announced it has been chosen by...
View ArticleEuronext Hosts First Pan-European Investor Conference In China
Euronext announced today its first pan-European Investor conference in China, aimed at raising the profile of its listed companies among Chinese investors. The event will take place in Beijing on...
View ArticleHeartwood Has Launched Two New Ethical Multi Asset Investment Strategies To...
One in four (25%) IFAs have seen an increase in client demand for ethical investing over the last few years but just two in five (43%) are satisfied with the current range of ethical investment options...
View ArticleNew Analysis Reveals Star Performers In Global Debt League - Russia And...
New analysis1 by Source, one of the largest providers of Exchange Traded Funds (ETFs) in Europe, reveals the relatively low indebtedness of Emerging Market countries, with Russia and Indonesia among...
View ArticleBolsas Y Mercados Españoles : Optimum Re Spain To Start...
The Coordination and Admissions Committee of the MAB has submitted to the Board of Directors a favourable report onOPTIMUM RE SPAIN SOCIMI,stating that the company is eligible for admission to the...
View ArticleFidessa Voted Trading System Of The Year In FOW's Asia Awards - Scoops The...
Fidessa group plc (LSE: FDSA) has today announced that its derivatives trading platform has been named Sell-side Trading System of the Year at the FOW Awards for Asia 2016. Judged by an independent...
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