Results 171 to 180 of about 11,370,086 (322)

PrismBreak: Exploration of Multi‐Dimensional Mixture Models

open access: yesComputer Graphics Forum, EarlyView.
Abstract In data science, visual data exploration becomes increasingly more challenging due to the continued rapid increase of data dimensionality and data sizes. To manage complexity, two orthogonal approaches are commonly used in practice: First, data is frequently clustered in high‐dimensional space by fitting mixture models composed of normal ...
B. Zahoransky, T. Günther, K. Lawonn
wiley   +1 more source

The Interaction between Credit Constraints and Uncertainty Shocks

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

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

open access: yesJournal 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

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

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

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