This paper considers a multivariate t version of the Gaussian dynamic conditional correlation (DCC) model proposed by … than by GARCH type volatility estimates. The t-DCC estimation procedure is applied to a portfolio of daily returns on … suggest a general trend towards a lower level of return volatility, accompanied by a rising trend in conditional cross …

individuals' sleep time exhibits both variability and volatility characterized by stationary autoregressive conditional … young children at home. Volatility is greater among parents with young children, slightly greater among men than women, but … independent of other demographics. A theory of economic incentives to minimize the dispersion of sleep predicts that higher …

individual effects on economic growth and volatility using the power-ARCH framework with annual data since the 1890s. The results …

In the context of the Beckerian theory of marriage, when men and women match on a single-dimensional index that is the … weighted sum of their respective multivariate attributes, many papers in the literature have used linear canonical correlation …

-connected information sources, implying a pattern of "overshooting" beliefs. Additionally, in an experimental asset market, correlation …