Industry Portfolio Volatility Connections and Industry Portfolio Returns
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington +2 more
wiley +1 more source
Differential profiles of reading development in neurodevelopmental disorders under an adapted tier 2 response to Intervention protocol. [PDF]
Mousinho R +6 more
europepmc +1 more source
Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley +1 more source
Justo Gonzalo (1910-1986): a pioneer of brain dynamics. [PDF]
Gonzalo-Fonrodona I.
europepmc +1 more source
Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source
Introducing self-sampling for cervical cancer screening: A regional implementation study in Pirkanmaa, Finland. [PDF]
Kyllönen S +4 more
europepmc +1 more source
Abstract Objective In the present study, we aimed to evaluate the impact of vaginal birth after cesarean (VBAC) on quality of life, sexual function, sleep quality, and urinary incontinence and compare the results with those of vaginal birth (VB) and cesarean delivery (CD) via validated questionnaires.
Berrak Bektaş +6 more
wiley +1 more source
Concurrent and longitudinal associations between the Home Literacy Environment and the language skills of children with Down syndrome. [PDF]
Hickman A +6 more
europepmc +1 more source
Impact of Geography on Institutions in Agricultural and Nomadic Societies
ABSTRACT How geography affects the choice of institutions is studied in a theoretical model. In this model, nations are located around a circle. Rulers compete through choosing tax rates, the level of military spending, and the degree of formality of institutions. Geographic condition is captured by population density.
Haiwen Zhou
wiley +1 more source
The effect of different combinations of open invitations and timed appointments on breast screening attendance: service evaluation of invitation strategies in the NHS Breast Screening Programme. [PDF]
Li SJ +10 more
europepmc +1 more source

