Results 191 to 200 of about 563,810 (336)

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Association between life satisfaction and health behaviours among older adults: a systematic review and meta-analysis. [PDF]

Int J Behav Nutr Phys Act
Alumona CJ, Scott DR, Aladejebi T, Kalu ME, Onyeso OK, Odole AC, Vogelsang L, Singleton J, Awosoga OA.   +8 more
europepmc   +1 more source

RELIABILITY BIVARIATE ANALYSIS BASED ON COPULAS ANÁLISIS BIVARIADO DE CONFIABILIDAD BASADO EN CÓPULAS

, 2011
Monjardin Pedro Enrique, Villa-Diharce Enrique Raúl   +1 more
openalex   +1 more source

Comparative Study of Low Flow Frequency Analysis Using Bivariate Copula Model at Soyanggang Dam and Chungju Dam [PDF]

Jiyoung Sung, Boosik Kang
openalex   +1 more source

Term Spread Volatility as a Leading Indicator of Economic Activity

Journal of Forecasting, EarlyView.
ABSTRACT In this paper, we examine the macroeconomic predictive power of the volatility of the US Treasury yield curve slope (term spread volatility). Our forecasting exercise shows that US term spread volatility has significant predictive power for US industrial production and employment growth.
Anastasios Megaritis, Dimitrios Bakas, Theodora Bermpei, Athanasios Triantafyllou   +3 more
wiley   +1 more source

Inference About Separable Causal Effects With Longitudinal Bivariate Ordinal Responses With Missingness and Censoring. [PDF]

Stat Med
Hu P, Yi GY.
europepmc   +1 more source

Systematic evaluation of an exhaustive set of connectivity estimators in bivariate and multivariate modes for an improved virtual source connectivity analysis [PDF]

Stavros I Dimitriadis
openalex   +1 more source

Analysis of Bivariate Extreme Values

, 2015
Results show that there is high agreement between the distribution of the bivariate ACER functions and the distribution of the copula models with ACER marginals for all time series. The distribution of the copula models with Gumbel marginals display great discrepancies to the distribution of the bivariate ACER functions.
openaire   +1 more source

Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP

Journal of Forecasting, EarlyView.
ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková, Dipak Kumar Jana, Michal Páleš, Elena Fleaca, Petr Dostál   +4 more
wiley   +1 more source

Spatial Analysis of Flood Risk, Neighborhood Characteristics, and Chronic Health Conditions in North Carolina. [PDF]

Geohealth
Ulrich SE, Sugg MM, Hatcher SM, Runkle JD.   +3 more
europepmc   +1 more source