A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting
Journal of Forecasting, EarlyView.ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley +1 more source
An Adaptive Detection Algorithm for Non-Uniform Sea Clutter Background Targets Based on Iterative Weighting and Sample Purification. [PDF]
Sensors (Basel)Su H, Zhang L, Zhao C, Li K.
europepmc +1 more source
Patient Information and Surgery Decisions: A Discrete Choice Experiment
Health Economics, EarlyView.ABSTRACT Surgical treatments are offered more widely than ever before, increasingly to older and high‐risk patients. However, it is unclear whether patients making surgical decisions are fully informed about the risks of surgery and the available non‐surgical treatments.
Francesca Cornaglia +3 more
wiley +1 more source
The sequence alignment problem: boundary conditions as the unifying principle. [PDF]
Brief BioinformGagniuc PA, Gagniuc E.
europepmc +1 more source
Human Resource Development Quarterly, EarlyView.ABSTRACT This study proposes and tests a curvilinear effect of job insecurity on work engagement, while also examining the moderating roles of employment contract type (permanent vs. temporary) and trait negative affectivity on this relationship. Utilizing two waves of time‐lagged data from a sample of 397 participants (273 permanent and 124 temporary ...
Hui‐Hsien Hsieh, Kuo‐Yang Kao
wiley +1 more source
An Entropy-Based Framework for Hybrid Coalitions in Game Theory-Part I: Human Arbitration. [PDF]
Entropy (Basel)Sepúlveda-Fontaine SA, Amigó JM.
europepmc +1 more source
Information &Functional Materials, EarlyView.This review systematically summarizes two‐dimensional layered and nonlayered oxides, focusing on their synthesis, properties, and post‐Moore applications in transistors, gate dielectrics, optoelectronics, and ferroelectric/magnetic devices. It also discusses challenges including scalable growth and interface engineering, along with future industrial ...
Xinjie Hou +5 more
wiley +1 more source
Optimal intervention and cost effectiveness analysis of a typhoid fever transmission model with environmental contamination. [PDF]
Sci RepPeter OJ.
europepmc +1 more source
Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations
International Journal of Finance &Economics, EarlyView.ABSTRACT We empirically assess the interlinkages between sovereign risk, measured in terms of CDS spreads, and exchange rates for a sample of emerging markets. Our period of analysis includes episodes of severe stress, such as the Global Financial Crisis, the COVID‐19 pandemic, and the Ukrainian War.
Reinhold Heinlein +2 more
wiley +1 more source
Laplace Transform-Based Nonparametric Test of Exponentiality against DMRL class with preservation under the Homogeneous Poisson Shock Model and applications in survival analysis and reliability. [PDF]
PLoS OneEl-Atfy ES +5 more
europepmc +1 more source