Results 81 to 90 of about 950 (184)

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

Improving the Finite Sample Estimation of Average Treatment Effects Using Double/Debiased Machine Learning With Propensity Score Calibration

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT Double/debiased machine learning (DML) uses for estimating an average treatment effect (ATE) a double‐robust score function that relies on the prediction of nuisance functions, such as the propensity score, which is the probability of treatment assignment given covariates.
Daniele Ballinari, Nora Bearth
wiley   +1 more source

The We‐Relationship as a Key to Addressing Dementia‐Related Ambiguous Loss

open access: yesJournal of Applied Philosophy, EarlyView.
ABSTRACT Pauline Boss describes the challenges faced by people caring for family members with dementia in terms of ambiguous loss – a condition in which the physical presence of the person with dementia coexists with their psychological absence. This article proposes the concept of we‐relationship as a key to addressing dementia‐related ambiguous loss.
Takuya Niikawa, Xue Li
wiley   +1 more source

Role of Depression and Anxiety in Eating Disorder Symptomatology in Higher Levels of Care for Girls With Anorexia Nervosa

open access: yesJournal of Clinical Psychology, EarlyView.
ABSTRACT Objectives Although the prevalence of affective comorbidities with eating disorders (ED) has been well established, the three‐way relation between ED, depression, and anxiety symptoms has not been explored in an intensive adolescent treatment setting.
Jasmine Ghannadpour   +3 more
wiley   +1 more source

Toward an idiographic understanding of the role of sleep‐mood dynamics in adolescents' internalizing symptoms

open access: yesJCPP Advances, EarlyView.
Abstract Background Adolescence is marked by increased vulnerability to sleep disturbances and mood disorders. Understanding how day‐to‐day changes in sleep and mood are linked within the same individual is crucial for clarifying sleep's role in emerging internalizing disorders. However, the extent to which an adolescent's fluctuations in sleep predict
Konstantin Drexl   +4 more
wiley   +1 more source

Does Economic Complexity Promote Inclusive Green Growth in Developing Economies?

open access: yesJournal of International Development, EarlyView.
ABSTRACT Although economic complexity (ECI) is closely linked to structural transformation, its implications for inclusive green growth (IGG) remain underexplored, particularly in Sub‐Saharan Africa (SSA). Notably, there is a knowledge gap on how progress in ECI affects IGG.
Emmanuel Y. Gbolonyo   +2 more
wiley   +1 more source

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