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
A dynamically consistent discrete-time model for monkeypox transmission with implications for quarantine policies. [PDF]
BMC Public HealthTürk K, Gümüş M.
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
Stability analysis of nonlinear algebraic-differential equations with 2-delays and numerical methods. [PDF]
PLoS OneLiao H, Li Q, Xia X, Tang D.
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
Deficit sustainability and inflation in EMU: An analysis from the fiscal theory of the price level [PDF]
Price determination theory typically focuses on monetary plicy, while the role of fiscal policy is ussually neglected. From a different point of view, the Fiscal Theory of Price Level takes into account monetary and fiscal policy interactions and assumes
Vicente Esteve +2 more
core
Leader-Following Fault-Tolerant Consensus Control for Multi-Agent Systems Based on Observers. [PDF]
Sensors (Basel)Liu T, Zhu F, Xu H.
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
Theory of Stochastic Optimal Economic Growth [PDF]
This paper is a survey of the theory of stochastic optimal economic growth.International Development,
Olson, Lars J., Roy, Santanu
core +1 more source
Delay-Induced Complexity and Chaotic Dynamics in a Network Model of Information Spreading. [PDF]
Entropy (Basel)Martsenyuk V, Gancarczyk T.
europepmc +1 more source