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 … rates. Volatility in sleep spills over onto volatility in other personal activities, with no reverse causation onto sleep …

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

stock returns to oil price changes, especially with regard to the existence of asymmetric behavior …

Bubbles are recurrent events, which contribute to both macroeconomic and employment volatility. We introduce stochastic …

business cycle volatility, hinting at a stabilizing effect of public employment, while public wages correlate weakly and … positively with business cycle volatility, hinting at a destabilizing effect of public wages. To explain these relationships, we …

proposed. The expression for a modified likelihood function is obtained for estimation and inference in a fixed-T context …. Using a bias-corrected likelihood approach makes it possible to reduce the estimation bias to a term of order 1/Tﾲ. The …