A multifactor stochastic volatility model of commodity prices

In this section we provide a comparison between the parametrizations of the conditional variance -covariance matrix arising from the Student’s t VAR model and some of the most

Government policy varies between nations and this guidance sets out the need for balanced decision-making about ways of working, and the ongoing safety considerations

No obstante, como esta enfermedad afecta a cada persona de manera diferente, no todas las opciones de cuidado y tratamiento pueden ser apropiadas para cada individuo.. La forma

This paper examines volatility and correlation dynamics in price returns of gold, silver, platinum and palladium, and explores the corresponding risk management

The introduction of public debt volatility in the loss function of scenarios of Table 3.4 is responsible for the very passive optimal scal policy in both countries, given that

teriza por dos factores, que vienen a determinar la especial responsabilidad que incumbe al Tribunal de Justicia en esta materia: de un lado, la inexistencia, en el

[1] Arouri, M., Lahiani, A. Return and volatility transmission between world oil prices and stock markets of the GCC countries. Oil prices, exchange rates and emerging stock

The Dwellers in the Garden of Allah 109... The Dwellers in the Garden of Allah