Results 161 to 170 of about 73,625 (339)
Interruption time series analysis using autoregressive integrated moving average model: evaluating the impact of COVID-19 on the epidemic trend of gonorrhea in China. [PDF]
BMC Public Health, 2023 Li Y +5 more
europepmc +1 more source
"On RegARIMA Model, RegSSARMA Model and Seasonality" [PDF]
In the recent X-12-ARIMA program developed by the United States Census Bureau for seasonal adjustments,the RegARIMA modeling has been extensively utilized.We shall discuss some problems in the RegARIMA modeling when the time series are realizations ofnon-
Makoto Takaoka, Naoto Kunitomo
core
When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market
Journal of Futures Markets, EarlyView.ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro +2 more
wiley +1 more source
Human Resource Management, EarlyView.ABSTRACT New ventures are expected to continuously add new jobs and managerial positions to meet the expanding demands of scaling. However, the rapid pace and inherent uncertainty of scaling often lead founders of new ventures to rely on heuristics when making these critical hiring and managerial appointment decisions.
Mohamed Genedy +3 more
wiley +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the relationship between economic policy uncertainty, risk aversion, and investors' attention for 15 equity indices across Asia, Europe, and North America. Our empirical results indicate that both risk aversion and economic uncertainty significantly increase the Google Search Volume across all equity indices.
Stephanos Papadamou +2 more
wiley +1 more source
Improved autoregressive integrated moving average model for COVID-19 prediction by using statistical significance and clustering techniques. [PDF]
Heliyon, 2023 Ilu SY, Prasad R.
europepmc +1 more source
Expectations and Speculation in the US Natural Gas Market
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper aims to assess the role of expectations as a determinant of the real price of natural gas in the US. Three specifications of a structural VAR (SVAR) model are estimated to identify an expectations‐driven speculative demand shock. The first includes natural gas inventories, consistently with the theory of storage; the second the risk‐
Christina Anderl +1 more
wiley +1 more source
A Hybrid Approach Based on Seasonal Autoregressive Integrated Moving Average and Neural Network Autoregressive Models to Predict Scorpion Sting Incidence in El Oued Province, Algeria, From 2005 to 2020. [PDF]
J Res Health Sci, 2023 Zenia S, L'Hadj M, Selmane S.
europepmc +1 more source