Results 141 to 150 of about 27,670 (236)

ON THE SMALL SAMPLE PROPERTIES OF DICKEY FULLER AND MAXIMUM LIKELIHOOD UNIT ROOT TESTS ON DISCRETE-SAMPLED SHORT-TERM INTEREST RATES [PDF]

Testing for unit roots in short-term interest rates plays a key role in the empirical modelling of these series. It is widely assumed that the volatility of interest rates follows some time-varying function which is dependent of the level of the series ...
Antonio Rubia, Paulo M.M. Rodrigues
core  

Predictive accuracy of alternative autoregressive conditional heteroskedasticity models

, 2012
Esta tese tem como objectivo comparar alguns do mais populares modelos de volatilidade, em termos da sua capacidade preditiva. Especificamente, iremos usar três modelos auto-regressivos de heterocedasticidade condicional, GARCH, EGARCH e GJR. Para proceder à comparação entre modelos, iremos servir-nos de alguns dos mais recentes testes de capacidade ...
openaire   +1 more source

A Proposal for Homoskedastic Modeling With Conditional Auto-Regressive Distributions. [PDF]

Stat Med
Martinez-Beneito MA, Adin A, Goicoa T, Dolores Ugarte M.   +3 more
europepmc   +1 more source

National and regional Temporal trends and forecasting of preterm birth in brazil: evidence from National birth data (2014-2023) with projections to 2030. [PDF]

BMC Pregnancy Childbirth
Victor A, Nhancololo AM, Bah HAF, Xavier SP, Gotine AREM, Moreira VA, Charles CM, Cerqueira-Silva T, Rondó PH.   +8 more
europepmc   +1 more source

Flexible Target Prediction for Quantitative Trading in the American Stock Market: A Hybrid Framework Integrating Ensemble Models, Fusion Models and Transfer Learning. [PDF]

Entropy (Basel)
Yan K, Yue Z, Wu CC, He Q, Zhou J, Hao Z, Li Y.   +6 more
europepmc   +1 more source

Evaluation of statistical methods in R for estimating intervention effects using segmented linear regression in the AB interrupted time series design. [PDF]

BMC Med Res Methodol
Pang J, Chen H, Valente MJ.
europepmc   +1 more source

A Hybrid Model for Copper Futures Price Forecasting Utilizing Complexity-Aware Variational Mode Decomposition and Reconstruction and Multi-Behavior-Triggered Interaction Modeling. [PDF]

Entropy (Basel)
Li Y, Liu D.
europepmc   +1 more source

Analysis of Drug-Resistant Bacteria Seasonality in Japan Using Financial Time Series Analysis Method: A Nationwide Longitudinal Study. [PDF]

Can J Infect Dis Med Microbiol
Ito H, Oshida J, Fujita M, Kobayashi D.
europepmc   +1 more source

Mental health and macroeconomics: economic and social determinants that explain suicide in Ecuador. [PDF]

Front Public Health
Argothy A, Ortiz D, García Ramos C, Vargas Espín A.   +3 more
europepmc   +1 more source