Results 181 to 190 of about 2,017,563 (356)
Conditional Mean-Variance Efficiency of the U.S. Stock Market [PDF]
We apply the method of constrained asset share estimation (CASE) to test the mean-variance efficiency (MVE) of the stock market. This method allows conditional expected returns to vary in unrestricted ways, given investor preferences.
Anthony P. Rodrigues+3 more
core
Eosinophils play a crucial role in the progression of temporomandibular joint osteoarthritis (TMJOA). This study demonstrates that eosinophils, induced by OVA/IL‐5, promote Lumican secretion in the synovium, which binds to Annexin A1 in chondrocytes, inhibiting transforming growth factor β2 and Smad2/3 phosphorylation.
Wenqian Chen+12 more
wiley +1 more source
A Time-Varying Parameter Model of A Monetary Policy Rule for Switzerland. The Case of the Lucas and Friedman Hypothesis. [PDF]
This paper is an empirical research of a monetary policy rule for a small open economy model, taking Switzerland as a case-study. A time-varying parameter model of a monetary policy reaction function is proposed to integrate various trade-offs to be made
Marwan Elkhoury
core
This study highlights the critical role of IRF8 in the development of AAA. IRF8 activation promotes the differentiation of cDC1s, which in turn recruit and activate CD8+ T cells, contributing to aortic wall degradation. The study identifies the IRF8‐cDC1‐CD8+ T cell axis as a key pathway in AAA progression, offering new potential therapeutic targets to
Zhen Yuan+11 more
wiley +1 more source
Joint Diagnostic Tests for Conditional Mean and Variance Specifications [PDF]
This article proposes a general class of joint diagnostic tests for parametric conditional mean and variance models of possibly nonlinear and/or non-Markovian time series sequences. The new tests are based on a generalized spectral approach and, contrary
Juan Carlos Escanciano
core
This study identifies a key signaling pathway involving the environmental sensor AhR and antimicrobial peptides, such as BD‐1, in the regulation of intestinal homeostasis. It highlights the role of BD‐1 in regulating gut microbiota and the intestinal immune response.
Manikandan Palrasu+16 more
wiley +1 more source
Moments of the ARMA-EGARCH Model [PDF]
This paper considers the moment structure of the ARMA(r,s)-EGARCH(p,q) model. In particular, we provide the autocorrelation function and any arbitrary moment of the conditional variance/squared errors.
J. Kim, Menelaos Karanasos
core
Publisher Correction to: Goodness-of-fit test for α-stable distribution based on the quantile conditional variance statistics [PDF]
Marcin Pitera+2 more
openalex +1 more source
Trustworthy Inverse Molecular Design via Alignment with Molecular Dynamics
Data‐driven inverse molecular design (IMD) is a promising approach to discovering new molecules with desired properties. Despite the remarkable progress, existing IMD methods lag behind in terms of trustworthiness, as indicated by their misalignment with the ground‐truth function that models the molecular dynamics.
Kevin Tirta Wijaya+3 more
wiley +1 more source
Conditional Properties of Interval Estimators of the Normal Variance [PDF]
Jon M. Maatta, George Casella
openalex +1 more source