Results 271 to 280 of about 3,258,064 (367)

A higher-order quadratic NLS equation on the half-line. [PDF]

J Evol Equ
Himonas AA, Yan F.
europepmc   +1 more source

The Interaction between Credit Constraints and Uncertainty Shocks

Journal of Money, Credit and Banking, EarlyView.
Abstract This paper proposes a novel link between credit markets and uncertainty shocks. We introduce a role for credit uncertainty via collateral constraints in an otherwise standard real business cycle (RBC) model and show that an increase in credit uncertainty triggers a precautionary response that interacts with the collateral constraint to ...
PRATITI CHATTERJEE, DAVID GUNAWAN, ROBERT KOHN   +2 more
wiley   +1 more source

Local powers of least‐squares‐based test for panel fractional Ornstein–Uhlenbeck process

Journal of Time Series Analysis, EarlyView.
In recent years, significant advancements have been made in the field of identifying financial asset price bubbles, particularly through the development of time‐series unit‐root tests featuring fractionally integrated errors and panel unit‐root tests.
Katsuto Tanaka, Weilin Xiao, Jun Yu
wiley   +1 more source

Unconditional deep-water limit of the intermediate long wave equation in low-regularity. [PDF]

Nonlinear Differ Equ Appl
Forlano J, Li G, Zhao T.
europepmc   +1 more source

The convergence of a collocation method for a class of Cauchy singular integral equations

, 1984
Michael A. Golberg
openalex   +1 more source

Asymmetric stable stochastic volatility models: estimation, filtering, and forecasting

Journal of Time Series Analysis, EarlyView.
This article considers a stochastic volatility model featuring an asymmetric stable error distribution and a novel way of accounting for the leverage effect. We adopt simulation‐based methods to address key challenges in parameter estimation, the filtering of time‐varying volatility, and volatility forecasting.
Francisco Blasques, Siem Jan Koopman, Karim Moussa   +2 more
wiley   +1 more source

Hybrid Swarm Intelligence and Human-Inspired Optimization for Urban Drone Path Planning. [PDF]

Biomimetics (Basel)
Ji Y, Liu Q, Zhou C, Han Z, Wu W.
europepmc   +1 more source

A new heteroskedasticity‐robust test for explosive bubbles

Journal of Time Series Analysis, EarlyView.
We propose a new class of modified regression‐based tests for detecting asset price bubbles designed to be robust to the presence of general forms of both conditional and unconditional heteroskedasticity in the price series. This modification, based on the approach developed in Beare (2018) in the context of conventional unit root testing, is achieved ...
David I. Harvey, Stephen J. Leybourne, A. M. Robert Taylor, Yang Zu   +3 more
wiley   +1 more source

Balance equations for physics-informed machine learning. [PDF]

Heliyon
Molnar SM, Godfrey J, Song B.
europepmc   +1 more source

On a semilinear wave equation: The Cauchy problem and the asymptotic behavior of solutions

, 1983
G. Perla Menzala
openalex   +1 more source