Your Artstor image groups were copied to Workspace. The Artstor website will be retired on Aug 1st. Annals of Economics and Statistics No. 131, September 2018 On the Link between Volatilities, Regime.

Two things struck me about a recent CNN story following controversy over the tax on jobs in Seattle that many want targeted at Amazon. First, was the headline. Meteors don't rise, they fall. The other ...

Data mining – The hunt for hidden correlations that others do not see. Sounds great, what with all the data and computing power available. But, wait… Don’t all investors have access to those resources ...

A problem of interest in economic and finance applications is testing whether ARMA (Autoregressive moving average) errors are uncorrelated under weak assumptions, namely assumptions where the errors ...

Our news editors obtained a quote from the research, "This allows to capture both contagion and correlation potentially arising among insureds' behaviors. In this framework, an external market driven ...

Bryan Kelly, an internationally recognized scholar in financial economics whose research explores machine learning in finance and economics, has been appointed the Frederick Frank ’54 and Mary C.

Guido Imbens MA ’89, PhD ’91, applied econometrics professor and professor of economics at the Stanford Graduate School of Business, sits in front of two square images of his children playing chess.