Results 101 to 110 of about 30,999 (254)
Closed‐Form Optimal Investment Under Generalized GARCH Models
European Financial Management, EarlyView.ABSTRACT This paper introduces a new class of stochastic volatility models for asset prices, the generalized Heston Nandi GARCH (GHN‐GARCH), with the primary objective of optimal dynamic asset allocation under expected utility theory for constant relative risk aversion investors. We study some of its theoretical properties, and demonstrate that the GHN‐
Marcos Escobar‐Anel +2 more
wiley +1 more source
Ecology and Evolution, 2014 Theory recognizes that a treatment of the detection process is required to avoid producing biased estimates of population rate of change. Still, one of three monitoring programmes on animal or plant populations is focused on simply counting individuals ...
Vincenzo Gervasi +4 more
doaj +1 more source
A Study of the Allan Variance for Constant-Mean Non-Stationary Processes
, 2017 The Allan Variance (AV) is a widely used quantity in areas focusing on error measurement as well as in the general analysis of variance for autocorrelated processes in domains such as engineering and, more specifically, metrology.
Guerrier, Stéphane +3 more
core +2 more sources
European Financial Management, EarlyView.ABSTRACT This paper aims to investigate Europe's transition towards sustainability. We explore the role of FinTech, financial inclusion, green innovation, renewable energy, and natural resource rents on carbon dioxide emissions, greenhouse gas emissions, and the ecological footprint. This paper applies a panel dataset of 31 European countries from 2004
Aisha K. Almuhailan +3 more
wiley +1 more source
Kernel Ridge-Type Shrinkage Estimators in Partially Linear Regression Models with Correlated Errors
MathematicsPartially linear time series models often suffer from multicollinearity among regressors and autocorrelated errors, both of which can inflate estimation risk.
Syed Ejaz Ahmed +2 more
doaj +1 more source
Is the New Keynesian Phillips curve flat? [PDF]
Macroeconomic data suggest that the New Keynesian Phillips curve is quite flat - despite microeconomic evidence implying frequent price adjustments.
Kuester, Keith +2 more
core
Cognitive and emotional mechanisms underlying migraine quality of life
Headache: The Journal of Head and Face Pain, EarlyView.Abstract Objective This study was conducted to examine how migraine‐related illness perceptions, shame, and psychological distress are associated with migraine‐specific quality of life, and to test a serial mediation model in which illness perceptions relate to quality of life via shame and psychological distress.
Shiri Shinan‐Altman +1 more
wiley +1 more source
The demand for money in developing countries: Assessing the role of financial innovation [PDF]
Traditional specifications of money demand have been commonly plagued by persistent overprediction, implausible parameter estimates, and highly autocorrelated errors.
Arrau, Patricio +3 more
core +1 more source
Journal of Fish Biology, EarlyView.Abstract Quantifying the potential effects of climate change on juvenile salmonid body length at a large spatiotemporal scale is challenging given the multitude of biological processes and methodological constraints. In the present work, we analysed potential changes in size‐at‐age of juvenile Atlantic salmon cohorts over the past 50 years in the ...
Jean‐Michel O. Matte +6 more
wiley +1 more source
How does the quality of a prediction depend on the magnitude of the events under study? [PDF]
Nonlinear Processes in Geophysics, 2008 We investigate the predictability of extreme events in time series. The focus of this work is to understand, under which circumstances large events are better predictable than smaller events.
S. Hallerberg, H. Kantz
doaj