Accelerated Stability Studies: A Frequentist-Bayesian Hybrid Simulation Approach Implemented in the AccelStab R Package. [PDF]
Francq BG +3 more
europepmc +1 more source
A note on asymptotic stability [PDF]
openaire +2 more sources
A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting
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
A dynamically consistent discrete-time model for monkeypox transmission with implications for quarantine policies. [PDF]
Türk K, Gümüş M.
europepmc +1 more source
ABSTRACT This paper presents a method for forecasting limit order book durations using a self‐exciting flexible residual point process. High‐frequency events in modern exchanges exhibit heavy‐tailed interarrival times, posing a significant challenge for accurate prediction.
Kyungsub Lee
wiley +1 more source
Numerical Analysis of BIMs for Stochastic SIR and SIS Models with Variable Contact Diffusion Rates. [PDF]
Schurz H, Tosun K.
europepmc +1 more source
Shape of Yield Curves Under Instrument‐Based Parallel Shifts
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
Mathematical analysis of Mycoplasma Genitalium transmission dynamics: A compartmental model with nonlinear interactions and treatment effects. [PDF]
Bolaji B +5 more
europepmc +1 more source
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
A modified HIV model with Beddington-DeAngelis incidence and cure rate. [PDF]
Ramadan S, Salman S, El-Sayed A.
europepmc +1 more source

