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.

Research summary: In multivariate regression analyses of correlated variables, we sometimes observe pairs of estimated beta coefficients large in absolute magnitude and opposite in sign. T-statistics ...

Victims onboard the doomed Bayesian superyacht could have been saved, one of the world's leading marine salvage experts sensationally claimed today. Seven people died when the 'unsinkable' 184ft ...

Applied Computational Psychiatry Lab, Mental Health Neuroscience Department, Division of Psychiatry and Max Planck UCL Centre for Computational Psychiatry and Ageing Research, Department of Imaging ...

The widow of billionaire tech boss Mike Lynch has told Italian prosecutors she was ‘not worried, just curious’ when she awoke shortly before their superyacht Bayesian sank during a storm last summer.

The widow of billionaire tech tycoon Mike Lynch has opened up about the final moments before the Bayesian superyacht sank during a summer storm last year. The entrepreneur, 59, and his 18-year-old ...

History has proven that elite quarterbacks can make or break your fantasy football championship run. One big-name quarterback drawing mixed fantasy football reviews once again is Patrick Mahomes of ...

As fantasy football draft season inches closer and closer, it's time for our annual predictions of sleepers, busts and breakout players. Interpretations of the terms can vary for each, but here are ...

Steven Nickolas is a writer and has 10+ years of experience working as a consultant to retail and institutional investors. Suzanne is a content marketer, writer, and fact-checker. She holds a Bachelor ...

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 ...