He is a Chartered Market Technician (CMT). Anton Petrus / Getty Images Time-varying volatility refers to the fluctuations in volatility over different time periods. Investors may choose to study ...

The results suggest that for several commodities there is evidence of a time varying risk premium, particularly in futures contracts maturing six months ahead. The implications of the study for the ...

In this study we characterize systemic risk by the way that financial institutions are interconnected. We construct time-varying tail dependence networks to investigate the complex interdependencies ...

on inflation over time using the monthly wholesale price index data for the time period 1964–2016 and applying a stochastic volatility in mean model with the time-varying parameter. The evidence ...

Content In the present article, we illuminate: (i) the possibilities of including time-varying outcomes in time-to-event analyses, (ii) how to deal with a situation where different types of sports ...

To remove these shortcomings, we introduce new maximum likelihood estimation methods that are much more flexible than existing estimators, with the ability to account for finite portfolio sizes, ...

Time-varying rate plans are "not the solution to energy poverty," said Karen Palmer, a U.S.-based researcher who's been studying electricity regulation for over three decades. At the same time ...

The PSTB (periodic stability) analysis feature in Cadence Spectre RF Simulation Option performs stability analysis for circuits with periodically time-varying operating points. PSTB is the periodic ...