Results 231 to 240 of about 103,352 (315)

Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model

Journal of Forecasting, EarlyView.
ABSTRACT This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed ...
Isuru Ratnayake, V. A. Samaranayake
wiley   +1 more source

Autoregressive Conditional Heteroskedasticity Models and the Dynamic Structure of the Athens Stock Exchange

Autoregressive Conditional Heteroskedasticity (ARCH) models have been applied in modeling the relation between conditional variance and asset risk premium.
Panaretos, John, Margiora, Philippa
core  

Analysing the Drivers of Cropland Footprint in Leading Agricultural Nations: Evidence From MMQR Approach

Geological Journal, EarlyView.
ABSTRACT Climate change represents the biggest current challenge for us and for future generations. Its impact on agriculture is undeniable, considering the food security goal. Thus, the cropland footprint has been distinguished as a comprehensive index for assessing the impact of environmental changes in agricultural areas determined by the increased ...
Ibrahim Cutcu, Magdalena Radulescu
wiley   +1 more source

Climate change effects on biomass and greenhouse gas emissions are ameliorated by nontoxic endophytes in southeastern USA transition zone tall fescue pastures

Grassland Research, EarlyView.
Tall fescue produces more biomass and less carbon dioxide from the soil when it contains its beneficial fungal endophyte. Increased temperatures projected with climate change reduce fescue biomass, while altered rainfall frequency does not. Altering rainfall frequency and increasing temperatures can reduce carbon dioxide emissions from soil.
Rebecca K. McGrail, Jonathan D. Moore, A. Elizabeth Carlisle, Jim A. Nelson, Rebecca L. McCulley   +4 more
wiley   +1 more source

Variable selection for quantile autoregressive model: Bayesian methods versus classical methods. [PDF]

J Appl Stat
Peng B, Yang K, Dong X.
europepmc   +1 more source

Knowledge sourcing, geopolitics, and FDI: An empirical analysis on the US green and digital sectors

Global Strategy Journal, EarlyView.
Abstract Research Summary This paper examines how foreign direct investment (FDI) shapes firms' sourcing of knowledge in the digital and green domains under rising geopolitical frictions. We assemble a firm–country dyadic panel (2013–2020) linking US patent backward citations to firms' FDI, enriched with bilateral geopolitical distance and host‐country
Alberto Maria Radici
wiley   +1 more source

Simplicial Vector Autoregressive Models

IEEE Transactions on Signal Processing
Joshin Krishnan, Rohan T. Money, Baltasar Beferull-Lozano, Elvin Isufi   +3 more
openaire   +1 more source

Long‐Term Trends and Projections of the Global Epilepsy Burden: Insights From the Global Burden of Disease Study 2021

Health Care Science, EarlyView.
Targeted interventions addressing socioeconomic inequalities and health service disparities are essential for mitigating future epilepsy burdens, especially in low‐resource settings. ABSTRACT Background Epilepsy is a common neurological disorder imposing significant global health burdens. A comprehensive understanding of its temporal and spatial trends
Du Cai, Xianze Li, Qiwen Yuan, Zhongming Lian, Chenyu Zhao, Baotian Zhao, Xiu Wang, Chao Zhang, Lin Sang, Wenhan Hu, Xiaoqiu Shao, Jianguo Zhang, Shichuo Li, Jiajie Mo, Kai Zhang   +14 more
wiley   +1 more source

The Impact of Changes in Real Income and the Real Effective Exchange Rate on Trade in Goods and Services

International Journal of Finance &Economics, EarlyView.
ABSTRACT We use foreign trade data on both imports and exports of goods and services among a group of 15 advanced economies to determine the incomes and price elasticities of demand for exports and imports of goods, services and goods and services combined in the long run.
Tjeerd M. Boonman, Ioannis Litsios, Keith Pilbeam   +2 more
wiley   +1 more source

A Neuron-Based Kalman Filter with Nonlinear Autoregressive Model. [PDF]

Sensors (Basel), 2020
Bai YT, Wang XY, Jin XB, Zhao ZY, Zhang BH.   +4 more
europepmc   +1 more source