Results 31 to 40 of about 111,969 (307)
Individual mean-variance relation and stock-level investor sentiment
Journal of Business Economics and Management, 2017 This research studies the effect of stock-level investor sentiment on individual stock returns’ mean-variance relation. Using unique buy and sell volume data of retail investors in Korean stock market, we find that a positive mean-variance relation is ...
Jun Sik Kim, Da-Hea Kim, Sung Won Seo
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Economics & Sociology, 2017 The article focuses on the problem of interdependences among Central European capital markets. The main aim of this research is to identify long-term interdependences among Austrian, Czech, Hungarian and Polish capital markets and the market of Germany ...
Michał Bernard Pietrzak +4 more
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Conditional Variances in UK Regional House Prices [PDF]
Spatial Economic Analysis, 2010 The returns of house price indices for the 13 UK regions are modelled using time series processes, including conditional variances. The first conclusion is that the UK follows the USA, with some regions displaying time-varying variances and others with constant variances.
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GARCH based artificial neural networks in forecasting conditional variance of stock returns
Croatian Operational Research Review, 2014 Portfolio managers, option traders and market makers are all interested in volatility forecasting in order to get higher profits or less risky positions.
Josip Arnerić +2 more
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Frequentist Conditional Variance for Nonlinear Mixed-Effects Models
Journal of Statistical Theory and Practice, 2022 AbstractNonlinear mixed-effects models are commonly used in fisheries and ecological studies to account for complex relationships and dependencies in data. These models involve both fixed parameters to estimate and random-effects (REs) to predict. This paper addresses the inferential setting involving repeated sampling of the data but conditional on ...
Nan Zheng, Noel Cadigan
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Econometric modeling of euro, British pound and Japanese yen exchange rates against dollar: Multivariate GARCH approach [PDF]
Bankarstvo, 2017 This paper examines the comparative volatility of major world currencies (the euro, British pound and Japanese yen) against the US dollar. The multivariate diagonal GARCH BEKK model was applied in the study.
Kovačević Radovan
doaj
About the benefits of poststratification in forest inventories
Journal of Forest Science, 2007 A large virtual population is created based on the GIS data base of a forest district and inventory data. It serves as a population where large scale inventories with systematic and simple random poststratified estimators can be simulated and the gains ...
J. Saborowski, J. Cancino
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Generating group-level scores under response accuracy-time conditional dependence
Large-scale Assessments in Education, 2022 The present paper investigates and examines the conditional dependencies between cognitive responses (RA; Response Accuracy) and process data, in particular, response times (RT) in large-scale educational assessments.
Hyo Jeong Shin +2 more
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Children undergoing allogeneic stem cell transplantation often receive off‐label rituximab treatment for Epstein–Barr virus reactivation, using adult dosing without pediatric evidence. This project aims to develop a clinical decision support tool (CDSS) that provides evidence‐based dosing scenarios by analyzing real‐world patient data.
Birgit Burkhardt +2 more
wiley +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Introduction Neuroblastoma (NB) with central nervous system (CNS) metastases is rare at diagnosis, but occurs more often during relapse/progression. Patients with CNS metastases face a dismal prognosis, with no standardized curative treatment available.
Vicente Santa‐Maria Lopez +13 more
wiley +1 more source