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
Modern Causal Inference Approaches to Improve Power for Subgroup Analysis in Randomized Controlled Trials. [PDF]
Stat MedD'Alessandro A +5 more
europepmc +1 more source
Shape of Yield Curves Under Instrument‐Based Parallel Shifts
Journal of Futures Markets, EarlyView.ABSTRACT This paper studies the shape of zero and par yield curves through the carry and convexity of zero‐bond and par–swap butterflies under instrument‐based parallel shifts: the component instruments are held fixed, and each instrument's own quote receives the same additive shock.
Jian Sun
wiley +1 more source
A quantile cure model with partially functional covariate effects. [PDF]
Stat Methods Med ResChen CM, Peng Y.
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
Likelihood-Based Non-Parametric Receiver Operating Characteristic Curve Analysis in the Presence of Imperfect Reference Standard. [PDF]
Stat MedSun Y, Sang P, Tian Q, Li P.
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
Pseudo-Observation Approach for Length-Biased Cox Proportional Hazards Model. [PDF]
Biom JAkbari M, Rad NN, Chen DG.
europepmc +1 more source
Household Consumption Intentions by Income Group During Monetary Policy Easing and Tightening
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate how the monetary policy interest rate affects Brazilian households' consumption intentions under two distinct regimes: monetary easing and tightening cycles. Using data from low‐ and high‐income households, we assess both the magnitude and the dynamics of this relationship.
Helder Ferreira de Mendonça +1 more
wiley +1 more source
An Approach to Fisher-Rao Metric for Infinite Dimensional Non-Parametric Information Geometry. [PDF]
Entropy (Basel)Cheng B, Tong H.
europepmc +1 more source