Results 251 to 260 of about 43,652 (301)

A KL-divergence-based test for elliptical distribution. [PDF]

J Nonparametr Stat
Tang Y, Ma Y, Li B.
europepmc   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Age-structured mechanical models for tumor growth. [PDF]

J Math Biol
Levy D, Lim H, Mellet A, Wildes M.
europepmc   +1 more source

Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant, Matus Mrazik, Steve Satchell   +2 more
wiley   +1 more source

Saddlepoint inference for rank-based k-sample tests in clustered survival trials. [PDF]

Sci Rep
Newer HA.
europepmc   +1 more source

Forecasting With Dynamic Factor Models Estimated by Partial Least Squares

Journal of Forecasting, EarlyView.
ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley   +1 more source

Re-weighted estimation of the transition probability density for second-order diffusion processes. [PDF]

PLoS One
Li Y, Wang Y, Tang M.
europepmc   +1 more source

Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This paper examines the relationship between skewness and kurtosis in Bitcoin spot and futures markets using high‐frequency data. We document a strong convex skewness–kurtosis relationship consistent with theoretical moment restrictions. Trading activity is positively associated with realized kurtosis, particularly in futures markets, though ...
Ariston Karagiorgis, Antonis Ballis
wiley   +1 more source

Interaction of two parenchyma ray types regulates redwood heartwood deposition. [PDF]

Sci Rep
Chin ARO, Sillett SC, Laín O, Voggeneder K, Orozco J, Moore Z, Bast M, Parkinson ND, Guzmán-Delgado P.   +8 more
europepmc   +1 more source

Effect of Austerity Measures on Infant Mortality: Evidence From Greece

Health Economics, EarlyView.
ABSTRACT Governments frequently adopt austerity policies when facing economic crises, yet their long‐term consequences for population health remain incompletely understood. This paper examines the impact of large‐scale fiscal austerity on infant mortality by exploiting the Troika‐led economic adjustment program implemented in Greece beginning in 2010 ...
Robert J. Kolesar, Rok Spruk
wiley   +1 more source