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 ...

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 ...

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 ...

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 ...

In this paper we try to identify the main factors that contributed to it, with a focus on Brazil. We estimate an interval for Brazil’s time-varying neutral rate based on a range of structural and ...

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, ...

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 ...

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 ...