Results 181 to 190 of about 1,495 (237)

AI-powered models for overcrowding prediction at TUMS hospitals. [PDF]

Sci Rep
Shaibani MJ, Fazaeli AA, Daroudi R, Radinmanesh M, Emamgholipour Sefiddashti S.   +4 more
europepmc   +1 more source

The price continuity, return and volatility spillover effects of regular and after-hours trading. [PDF]

PLoS One
Chiu CL, Chang TH, Hsiao IF, Chiou DS.
europepmc   +1 more source

Predicting influenza-like illness trends based on sentinel surveillance data in China from 2011 to 2019: A modelling and comparative study¹. [PDF]

Infect Dis Model
Zhang X, Yang L, Chen T, Wang Q, Yang J, Zhang T, Yang J, Zhao H, Lai S, Feng L, Yang W.   +10 more
europepmc   +1 more source

Can household energy efficiency dampen crude oil price volatility in the United States? [PDF]

PLoS One
Usman O, Ozkan O, Nwani C, Bekun FV, Alola AA.   +4 more
europepmc   +1 more source

Does the Health Kuznets Curve hypothesis hold for Saudi Arabia? A quantile ARDL analysis of disability-adjusted life years and their burden components. [PDF]

Front Public Health
Ben-Salha O, Abid M, Alnor NHA.
europepmc   +1 more source

Vector time series modelling of turbidity in Dublin Bay. [PDF]

J Appl Stat
Shoari Nejad A, McCarthy GD, Kelleher B, Grey A, Parnell A.   +4 more
europepmc   +1 more source

Decomposition-reconstruction-optimization framework for hog price forecasting: Integrating STL, PCA, and BWO-optimized BiLSTM. [PDF]

PLoS One
Liu X, Li Y, Wang F, Qin Y, Lyu Z.
europepmc   +1 more source

Estimation of Volatility and Correlation with Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models: An Application to Moroccan Stock Markets

, 2017
Yassine Belasri, Rachid Ellaia
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Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance

Salvagnin C, Tatto Vd, De Giuli ME, Mira A, Glielmo A.   +4 more
europepmc   +1 more source

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The Capitalized Generalized Autoregressive Conditional Heteroskedasticity

Review of Pacific Basin Financial Markets and Policies, 2022
The aim of this paper is to shed new light on hedging discrete volatilities, in particular when using the generalized autoregressive conditional heteroskedasticity (thereafter GARCH) model. Despite its elegance, GARCH does not account for (i) correlation coefficients of debt and equity, (ii) equity parameter, (iii) risk premium, (iv) interest rates ...
Katlego Kola, Tumellano Sebehela
openaire   +1 more source