Results 71 to 80 of about 48,104 (247)
Journal 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
Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach
Journal of Forecasting, EarlyView.ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley +1 more source
PROFESSOR CLEMENT FILIPPOVICH STEPANCHUK
Известия высших учебных заведений и энергетических объединенний СНГ: Энергетика, 2016 .
doaj
Frontiers in EducationSchool leadership plays a central role in shaping school quality, particularly in primary education, where leadership practices directly influence collaboration, organizational climate, and teaching processes.
Miranda Lushaj, Venera Shatri
doaj +1 more source
Coherent Forecasting of Realized Volatility
Journal of Forecasting, EarlyView.ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley +1 more source
Nano-medicinal potential of Himalayan mushroom - Ganoderma lucidium
Environment Conservation JournalThe medicinal mushroom Ganoderma lucidium reportedly possesses a variety of advantageous properties. Due to its rare existence in nature, people primarily cultivate this traditional Chinese medicinal mushroom on wood logs and sawdust in plastic bags or ...
Kiran Dhami, Nishant Rai, Jigisha Anand
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Sustainability in tourism developing walking and cycling network in South-western region of North Macedonia [PDF]
Central European Journal of Geography and Sustainable Development, 2019 Tourism is one of the leading growth industries in the world. Alongside its economic and socio-cultural significance, tourism also has negative environmental impacts, which are particularly highlighted when environmentally sensitive regions are ...
Beti Angelevska, Vaska Atanasova
doaj
Regime‐Dependent Nowcasting of the Austrian Economy
Journal of Forecasting, EarlyView.ABSTRACT We nowcast and forecast economic activity in Austria, namely, real gross domestic product (GDP), consumption, and investment, which are available at a quarterly frequency, using a preselected number of monthly indicators based on a combination of statistical procedures.
Jaroslava Hlouskova, Ines Fortin
wiley +1 more source
Guidelines for Sample Preparation and Stable Isotope Analysis of Food for Traceability Studies
Food Safety and Health, EarlyView.This workflow illustrates sample preparation and analysis steps in stable isotope ratio mass spectrometer (IRMS) for food traceability. It emphasizes standardized preparation, encapsulation, calibration, and quality control to ensure accurate, comparable isotope data critical for verifying food origin and authenticity across complex supply chains ...
Bayan Nuralykyzy +8 more
wiley +1 more source
The Role of Price‐Volatility Cojumps in Volatility Forecasting
Journal of Futures Markets, EarlyView.ABSTRACT This paper investigates whether simultaneous jumps in prices and volatility improve volatility forecasting. Using up‐to‐date high‐frequency S&P 500 and VIX data, we identify price‐volatility cojumps at the intraday granularity and construct upside, downside, and asymmetric measures.
Kefu Liao
wiley +1 more source