Results 81 to 90 of about 1,495 (237)

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley   +1 more source

Czech Stock Market Analysis

Austrian Journal of Statistics, 2016
The analysis of relative returns of selected stocks at Prague Stock Exchange has been performed. As a rule, the kurtosis of the return distribution was greater than that of the standard normal distribution.
Jiří Trešl, Dagmar Blatná
doaj   +1 more source

Nonstationary Generalised Autoregressive Conditional Heteroskedasticity Modelling for Fitting Higher Order Moments of Financial Series within Moving Time Windows [PDF]

, 2022
Luke De Clerk, Sergey Savel’ev
openalex   +1 more source

Ancestral Irrigation and Women's Political Empowerment

Kyklos, EarlyView.
ABSTRACT This paper advances the hypothesis and establishes empirically that the adoption of irrigation agriculture during the preindustrial period is a predictor of contemporary cross‐country variation in women's political empowerment. Countries whose populations historically relied on irrigation agriculture as their primary subsistence mode tend to ...
Roberto Ezcurra
wiley   +1 more source

Higher-order moment risk spillovers between the carbon and energy markets under climate policy uncertainty

Journal of Management Science and Engineering
Against the backdrop of increasing climate policy uncertainty, preventing cross-market risk contagion in the energy transition is crucial to ensuring energy security and effective risk management.
Zhenhua Liu, Jialong Fu, Xinyang Zhang, Qiang Ji   +3 more
doaj   +1 more source

Clustering of Longitudinal Data: A Tutorial on a Variety of Approaches

Statistical Analysis and Data Mining: An ASA Data Science Journal, Volume 19, Issue 1, February 2026.
ABSTRACT During the past two decades, methods for identifying groups with different trends in longitudinal data involving a single numeric outcome have become of increasing interest across many areas of research. To support researchers, we summarize the guidance from literature regarding the clustering of such data.
N. G. P. Den Teuling, S. C. Pauws, E. R. van den Heuvel   +2 more
wiley   +1 more source

Analyzing Rupiah-USD Exchange Rate Dynamics: A Study with ARCH and GARCH Models

JOIV: International Journal on Informatics Visualization
The study aims to analyze the volatility of the Rupiah-USD exchange rate and predict future fluctuations using the Autoregressive Conditional Heteroskedasticity (ARCH) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models.
Ansari Saleh Ahmar, Salim Al Idrus, - Asmar   +2 more
doaj   +1 more source

Informational Efficiency in Cryptocurrency Markets: A Bibliometric and Thematic Literature Review (2015–2024)

Journal of Economic Surveys, Volume 40, Issue 1, Page 443-468, February 2026.
ABSTRACT Cryptocurrency markets are known for their wide price fluctuations, lack of central control, and fast‐paced development. These characteristics present serious challenges to traditional theories about how markets work and how prices reflect available information.
Giulia Fantini, Joy Jia, Chiara Oldani
wiley   +1 more source

Signal Processing Technique for Combining Numerous MEMS Gyroscopes Based on Dynamic Conditional Correlation

Micromachines, 2015
A signal processing technique is presented to improve the angular rate accuracy of Micro-Electro-Mechanical System (MEMS) gyroscope by combining numerous gyroscopes.
Jieyu Liu, Qiang Shen, Weiwei Qin
doaj   +1 more source

Constructing Country‐Specific Debt Indices for Developing Countries

Review of Development Economics, Volume 30, Issue 1, Page 237-254, February 2026.
ABSTRACT Contemporary crises continue to keep governments in protracted periods of borrowing, increasing the stock and flow of sovereign indebtedness. Especially for developing economies and small states, singular metrics of public debt such as the debt‐to‐GDP ratio may not reflect the country's true debt position.
Akeem Rahaman, Scott Mark Romeo Mahadeo
wiley   +1 more source