Results 71 to 80 of about 69,045 (191)

Leadership and the Virtue of Humanity: Conceptual Clarity, Systematic Review, and Future Research Agenda

Journal of Management Studies, EarlyView.
Abstract Humanity – the virtue enabling meaningful human connection – is vital to the leadership we need to survive our polycrisis context. As a prerequisite to sustainable human community, the virtue of humanity is considered universal. It has been claimed as a ‘higher‐order virtue’, comprised of and enacted by – but irreducible to – a suite of ‘lower‐
Toby Newstead, Saeed Loghman, Alexander Newman, Ronald Riggio   +3 more
wiley   +1 more source

Cross-Sectional Aggregation and Persistence in Conditional Variance [PDF]

This paper explores the interactions between cross-sectional aggregation and persistence of volatility shocks. We derive the ARMA-GARCH representation that linear aggregates of ARMA processes with GARCH errors admit, and establish conditions under which ...
Martin Sola, Menelaos Karanasos, Zacharias Psaradakis   +2 more
core  

The Cross and Conflict: How Do Christians Impact Protest Dynamics?

Journal for the Scientific Study of Religion, EarlyView.
ABSTRACT This study examines the relationship between Christian actors, practices, and sacred sites in US protests and demonstrations, focusing on how political ideology shapes conflict outcomes. Using event‐level data from the Armed Conflict Location & Event Data Project (ACLED), the analysis explores 63,000 protest events from 2020 to 2024 ...
Joel Day
wiley   +1 more source

Multiple Changepoint Detection for Non‐Gaussian Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios.
Robert Lund, Thomas J. Fisher, Norou Diawara, Michael Wehner   +3 more
wiley   +1 more source

Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients

Journal of Time Series Analysis, EarlyView.
ABSTRACT The problem of selecting the smoothing parameter, or bandwidth, for kernel‐based estimators of time‐varying coefficients in linear models with possibly endogenous explanatory variables is considered. We examine automated bandwidth selection by means of cross‐validation, a nonparametric variant of Akaike's information criterion, and bootstrap ...
Charisios Grivas, Zacharias Psaradakis
wiley   +1 more source

Patterns and centralisation in Ethereum-based token transaction networks

Frontiers in Physics
We explore patterns, regularities, and correlations in the evolving landscape of Ethereum-based tokens, both ERC-20 (fungible) and ERC-721 (non-fungible) to understand the factors contributing to the rise in certain tokens over others.
Francesco Maria De Collibus, Francesco Maria De Collibus, Carlo Campajola, Carlo Campajola, Carlo Campajola, Guido Caldarelli, Guido Caldarelli, Guido Caldarelli, Guido Caldarelli, Claudio J. Tessone, Claudio J. Tessone   +10 more
doaj   +1 more source

On the Robustness of Ljung-Box and McLeod-Li Q Tests: A Simulation Study [PDF]

In financial time series analysis, serial correlations and the volatility clustering effect of asset returns are commonly checked by Ljung-Box and McLeod-Li Q tests and filtered by ARMA-GARCH models.
Yi-Ting Chen
core  

Online Detection of Forecast Model Inadequacies Using Forecast Errors

Journal of Time Series Analysis, EarlyView.
ABSTRACT In many organizations, accurate forecasts are essential for making informed decisions in a variety of applications, from inventory management to staffing optimization. Whatever forecasting model is used, changes in the underlying process can lead to inaccurate forecasts, which will be damaging to decision‐making.
Thomas Grundy, Rebecca Killick, Ivan Svetunkov   +2 more
wiley   +1 more source

Uso de la función de correlación cruzada en la identificación de modelos ARMA Use of the Crosscorrelation Function in the Identification of ARMA Models

Revista Colombiana de Estadística, 2008
La función de correlación cruzada muestral (FCCM) ha sido empleada para estudiar la fortaleza y la dirección de la relación lineal entre dos procesos estocásticos conjuntamente estacionarios.
ELKIN CASTAÑO, JORGE MARTÍNEZ
doaj  

Investigation of Relationship Between Hydrologic Processes of Precipitation, Evaporation and Stream Flow Using Linear Time Series Models (Case study: Western Basins of Lake Urmia)

مجله آب و خاک, 2016
Introduction: Studying the hydrological cycle, especially in large scales such as water catchments, is difficult and complicated despite the fact that the numbers of hydrological components are limited.
M. Moravej, K. Khalili, J. Behmanesh
doaj   +1 more source