Results 41 to 50 of about 13,873,042 (261)

Do Commodity Prices and Energy Markets Drive Asymmetric Volatility in Biodiversity Finance?

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines symmetric and asymmetric volatility spillovers among biodiversity finance, commodity prices, and energy markets using daily data from 2019 to 2025. We apply the Diebold–Yilmaz time–domain connectedness model, Baruník–Křehlík frequency–domain decomposition, and an asymmetric spillover framework.
Ijaz Younis, Maqsood Ahmad, Himani Gupta, Kun Su, Waheed Ullah Shah   +4 more
wiley   +1 more source

Intrusion Detection Technology for Wireless Sensor Networks Based on Autoregressive Moving Average

Advances in Multimedia, 2022
In wireless sensor networks (WSNs), aiming at the problems that internal attacks such as network congestion and high energy consumption seriously threaten the network security and normal operation, an intrusion detection technology based on traffic ...
Ju-zhen Yu
doaj   +1 more source

Psychometric properties of the Chinese version of the Arm Activity Measure in people with chronic stroke

Frontiers in Neurology, 2023
IntroductionThe Arm Activity Measure was developed to assess active and passive functions of the upper limb in people with unilateral paresis, but a Chinese version is not available and its psychometric properties have not been specifically tested in ...
Nga Huen Chan, Nga Huen Chan, Shamay S. M. Ng, Shamay S. M. Ng   +3 more
doaj   +1 more source

Exploring the Financial Perspective in Sustainability Strategies: The Case of the Tourism Industry

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines the relationship between sustainability and corporate financial performance in the tourism sector. To address the mixed and inconclusive evidence in prior research, we develop an integrated theoretical framework that combines stakeholder theory, the resource‐based view, legitimacy theory, and agency theory and distinguishes
Rebecca Levy Orelli, Pierpaolo Pattitoni, Barbara Petracci, Laura Vici   +3 more
wiley   +1 more source

Multiband Prediction Model for Financial Time Series with Multivariate Empirical Mode Decomposition

Discrete Dynamics in Nature and Society, 2012
This paper presents a subband approach to financial time series prediction. Multivariate empirical mode decomposition (MEMD) is employed here for multiband representation of multichannel financial time series together. Autoregressive moving average (ARMA)
Md. Rabiul Islam, Md. Rashed-Al-Mahfuz, Shamim Ahmad, Md. Khademul Islam Molla   +3 more
doaj   +1 more source

Managers' Values and the Adoption of Environmentally Sustainable Practices Among Small and Medium‐Sized Enterprises: A Configurational Approach

Business Strategy and the Environment, EarlyView.
ABSTRACT Small and medium‐sized enterprises (SMEs) play a critical role in sustainability transitions, yet the mechanisms through which managers' values shape environmentally sustainable practices (ESP) remain insufficiently understood. Existing research often treats managerial values as independent predictors and pays limited attention to their ...
Marie Romuald Bernard Pouka Pouka, François Labelle, François L'Écuyer   +2 more
wiley   +1 more source

Literature review on the application of ARMA model in stock price prediction [PDF]

SHS Web of Conferences
Predicting stock prices is a perennial quest in finance, yet price series are famously noisy, volatile and nonlinear. Among the many tools on offer, the autoregressive-moving-average (ARMA) model remains a surprisingly resilient workhorse.
Zhang Bowen
doaj   +1 more source

R-estimation for arma models [PDF]

Journal of Nonparametric Statistics, 2001
This paper is devoted to the It-estimation problem for the parameter of a stationary ARMA model. The asymptotic uniform linearity of a suitable vector of rank statistics leads to the asymptotic normality of v/w-consistent R-estimates resulting from the minimization of the norm of this vector.
Allal, Jelloul, Kaaouachi, Abdelali, Paindaveine, Davy   +2 more
openaire   +3 more sources

On a Misspecified ARMA Model Fitting to a Data from Gaussian ARMA Process [PDF]

, 2014
This paper provides computer simulations concerning a misspecified ARMA(p, q) model fitting to (a data generated from) an ARMA(p, q+1) process, and also a misspecified ARMA(p+h, q) model fitting to an ARMA(p, q+k) process.
Tanaka, Minoru
core   +1 more source

Extreme conditional quantile estimation for time series

Canadian Journal of Statistics, EarlyView.
Abstract We consider the estimation of an extreme conditional quantile QY(1−p|x0)$$ {Q}_Y\left(1-p|{x}_0\right) $$ for a heavy‐tailed distribution in the case of a strictly stationary time series (Xt,Yt)t∈ℤ$$ {\left({X}_t,{Y}_t\right)}_{t\in \mathbb{Z}} $$. Here, QY(·|x0)$$ {Q}_Y\left(\cdotp |{x}_0\right) $$ denotes the conditional quantile function of
Yuri Goegebeur, Armelle Guillou, Jing Qin   +2 more
wiley   +1 more source