Dimension reduction provides a useful tool for analyzing high-dimensional data. The recently developed envelope method is a parsimonious version of the classical ...

This paper surveys the most important developments in multivariate ARCH-type modelling. It reviews the model specifications and inference methods, and identifies likely directions of future research.

The Long Term Growth Model (LTGM) is an Excel-based tool to analyze long-term growth scenarios building on the celebrated Solow-Swan Growth Model. The tool can also be used to assess the implications ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

The Detroit Lions were one of the NFL's most dynamic offenses last season, with Dan Campbell's stars quickly becoming Fantasy football staples. Jared Goff, Jahmyr Gibbs, David Montgomery, and Amon-Ra ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...