Results 191 to 200 of about 12,326,596 (323)

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

open access: yesJournal 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   +2 more
wiley   +1 more source

Term Spread Volatility as a Leading Indicator of Economic Activity

open access: yesJournal 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   +3 more
wiley   +1 more source

Prevalence of Gallstones and Associated Factors Among Children and Adolescents with Sickle Cell Disease in Eastern Uganda. [PDF]

open access: yesPediatric Health Med Ther
Okejomoe AO   +10 more
europepmc   +1 more source

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

open access: yesJournal 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   +4 more
wiley   +1 more source

Distinct metabolic signatures of Alzheimer's and Parkinson's disease revealed through genetic overlap. [PDF]

open access: yesEBioMedicine
Stinson SE   +16 more
europepmc   +1 more source

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

open access: yesJournal 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   +3 more
wiley   +1 more source

Exact Response Theory for Delay Equations. [PDF]

open access: yesEntropy (Basel)
Gollinucci F, Ortu E, Rondoni L.
europepmc   +1 more source

Replacement of Ores Recorded by Textures and Chemical Compositions of Sphalerite: An Example From the Furutobe Kuroko Deposit, Akita, Japan

open access: yesGeological Journal, EarlyView.
Coupled dissolution‐reprecipitation of early formed Cd‐, Fe‐, Ag‐ and Sb‐poor sphalerite through interaction with high‐temperature and high‐sulphur fugacity Cu‐rich fluids, responsible for the formation of the yellow ores, resulted in the formation of Cd‐, Fe‐, Ag‐ and Sb‐rich, heavily chalcopyrite‐diseased sphalerite and enrichment of critical metals ...
Manuel Nopeia   +4 more
wiley   +1 more source

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