Results 211 to 220 of about 4,143 (262)

Multi-Wavelength Calibration of a Low-Cost High-Range Turbidimeter: Analysis of the Dispersion Regime. [PDF]

open access: yesACS Omega
Ventura LR   +6 more
europepmc   +1 more source

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT The effects of monetary policy shocks are regularly estimated using high‐frequency surprises in asset prices around central bank meetings as an instrument. These studies, insofar as they explicitly model the relationship between instrument and structural shock, assume a constant relationship between the instrument and the monetary policy shock.
Pooyan Amir‐Ahmadi   +2 more
wiley   +1 more source

Enumeration of rooted binary perfect phylogenies. [PDF]

open access: yesDiscrete Appl Math
Shiff CE, Rosenberg NA.
europepmc   +1 more source

Quantum circuit simulation with a local time-dependent variational principle

open access: yes
Eisert J   +8 more
europepmc   +1 more source

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