Results 41 to 50 of about 77,313 (266)

Associations Between Microbial Depletion and Autonomic Dysregulation in Binge‐Eating Disorder

International Journal of Eating Disorders, EarlyView.
ABSTRACT Objective The interplay between the gut microbiome and autonomic nervous system remains unexplored in binge‐eating disorder (BED). We aimed to explore specific microbial alterations in BED and examine their potential association with cardiac vagal tone as a distinct bio‐behavioral phenotype.
Shuang Liang, Esben Strodl, Leanne Barron, Matthew Bambling, Luis Vitetta   +4 more
wiley   +1 more source

Copulas and bivariate risk measures : an application to hedge funds [PDF]

With hedge funds, managers develop risk management models that mainly aim to play on the effect of decorrelation. In order to achieve this goal , companies use the correlation coefficient as an indicator for measuring dependencies existing between (i ...
Makram Ben Dbadis, Rihab Bedoui
core  

Estimation and simulation in directional and statistical shape models [PDF]

, 2012
This thesis is concerned with problems in two related areas of statistical shape analysis in two dimensional landmarks data and directional statistics in various sample spaces.
Ganeiber, Asaad Mohammed
core  

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

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Threshold copulas and positive dependence [PDF]

, 2008
Starting with a notion of positive dependence View the MathML source and with the family of the lower threshold copulas Ct associated with a bivariate distribution having copula C, we define different notions of positive dependence for C, reflecting the ...
Fabio Spizzichino, Fabrizio Durante, Rachele Foschi, Durante, Fabrizio, Spizzichino, Fabio, Foschi, Rachele   +5 more
core   +1 more source

High‐Throughput Geocoding to Assess Short‐Term Air Pollution in Correlation With Mortality in a French Cancer Patient Cohort

International Journal of Cancer, EarlyView.
Although chronic air pollution exposure is linked to lung cancer mortality, the short‐term effects of fluctuating air quality on overall cancer mortality remain uncertain. Here, the authors applied geomatics and machine‐learning models to retrospectively examine possible associations between 31‐day pollution exposure and mortality in a French cancer ...
Loice Pokam, Joséphine Bocquet, Nadia Hégarat, Julie Perlbarg‐Samson, Thomas Balezeau, Maud Milder, Bastien Rance, Hector Countouris, Julien Guerin, Flavien Gilles, Jean Gaudart, Nicolas Girard, Clémence Basse   +12 more
wiley   +1 more source

Mixture of bivariate Poisson regression models with an application to insurance [PDF]

In a recent paper Bermúdez [2009] used bivariate Poisson regression models for ratemaking in car insurance, and included zero-inflated models to account for the excess of zeros and the overdispersion in the data set. In the present paper, we revisit this
Lluís Bermúdez, Dimitris Karlis
core  

New Methods for Multivariate Normal Moments

Multivariate normal moments are foundational for statistical methods. The derivation and simplification of these moments are critical for the accuracy of various statistical estimates and analyses.
Christopher Stroude Withers
core   +1 more source

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho, H. Oliveira, M. Neves, J. Monteiro   +3 more
wiley   +1 more source