Results 121 to 130 of about 505,642 (295)

Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models [PDF]

This paper investigates whether structural breaks and long memory are relevant features in modeling and forecasting the conditional volatility of oil spot and futures prices using three GARCH-type models, i.e., linear GARCH, GARCH with structural breaks ...
Mohamed El Hedi Arouri, Duc Khuong Nguyen, Amine Lahiani   +2 more
core  

Modeling Nonstationary Financial Volatility with the R Package tvgarch

Journal of Statistical Software
Certain events can make the structure of volatility of financial returns to change, making it nonstationary. Models of time-varying conditional variance such as generalized autoregressive conditional heteroscedasticity (GARCH) models usually assume ...
Susana Campos-Martins, Genaro Sucarrat
doaj   +1 more source

Firm turnover under asymmetric information: Tanzania's agro‐dealer sector

American Journal of Agricultural Economics, EarlyView.
Abstract We study firm turnover (i.e., entry and exit) and its consumer implications in a market characterized by asymmetric information. Using a three‐round census of agro‐dealers in Tanzania's Morogoro Region, we document annual firm entry and exit rates of 33% and 17%, respectively.
Alix Naugler, Hope Michelson, Sarah Janzen, Christopher Magomba   +3 more
wiley   +1 more source

The psychosocial toll of Dublin III on asylum seekers in the Netherlands

American Journal of Community Psychology, EarlyView.
Abstract The Dublin III Regulation determines which EU Member State is responsible for examining asylum claims, but its implementation carries significant consequences for those subjected to it. This study examines how Dublin III, as implemented in the Netherlands, affects asylum seekers' psychosocial wellbeing using Silove′s Adaptation and Development
Imen El Amouri
wiley   +1 more source

Becoming resilient: Community‐driven change and the Civic Capacity Index

American Journal of Community Psychology, EarlyView.
Abstract One of the principal features of successful community governance is that it is collaborative and thus dependent on a community's ability to work together. However, there are no valid, comprehensive means to assess a community's capacity to respond to civic challenges in collaborative ways, and that are predictive of community resilience and ...
David MacPhee, David Chrislip, Patti Schmitt   +2 more
wiley   +1 more source

Model Selection and Testing of Conditional and Stochastic Volatility Models [PDF]

This paper focuses on the selection and comparison of alternative non-nested volatility models. We review the traditional in-sample methods commonly applied in the volatility framework, namely diagnostic checking procedures, information criteria, and ...
Caporin, M., McAleer, M.J.
core   +4 more sources

A Mouse Model of Depression‐Tumor Multimorbidity Reveals the Mechanism of Tumor Growth Accelerated by Depression

Animal Research and One Health, EarlyView.
Depression accelerates tumor growth by dysregulation of tumor immune microenvironment. (A) Modeling methods: Subcutaneous tumor models were established under chronic unpredictable mild stress conditions, including cold swimming, physical restraint, and food/water deprivation, leading to increased tumor growth.
Yakun Ren, Xinpei Wang, Wen Wang, Xingjiu Yang, Mengyuan Li, Jing Du, Ran Gao   +6 more
wiley   +1 more source

Coverage Generosity of Novel Antirheumatic Drugs in Medicare Advantage and Stand‐Alone Part D Plans

Arthritis &Rheumatology, EarlyView.
Objective We examine coverage of self‐administered disease‐modifying antirheumatic drugs (DMARDs) in Medicare Part D. Methods Using 2022–2026 Part D formulary data, we assessed coverage of the following DMARD classes that treat relapsed rheumatoid arthritis (RA): tumor necrosis factor (TNF) inhibitors, T cell costimulatory modulator, interleukin‐6 (IL ...
Youngmin Kwon, Robert W. Corty, Stacie B. Dusetzina   +2 more
wiley   +1 more source

An ETH‐LAD trip with unfavourable consequences: A case report

British Journal of Clinical Pharmacology, EarlyView.
Numerous analogues of the psychedelic and internationally controlled hallucinogen LSD have been described; however, only a limited number have been systematically investigated. This report presents the first case with an analytically confirmed ingestion of ETH‐LAD (6‐ethyl‐6‐nor‐lysergic acid diethylamide), the N‐ethyl derivative of LSD.
Johannes Nadler, Michaela Sommer, Annette Zschiesche, Anne Stürzebecher, Christina Grumann, Volker Auwärter, Maren Hermanns‐Clausen   +6 more
wiley   +1 more source

Making it explicit – Sustained shared thinking dialogue as a way to explore children's perspectives on quality in German early childhood education and care

British Educational Research Journal, EarlyView.
Abstract To negotiate quality in early childhood education and care, we must ask from different perspectives what constitutes a good centre for children. The children themselves have only recently been identified as a resource to contribute to that discussion.
Katrin Macha, Frauke Hildebrandt, Caroline Wronski, Jan Lonnemann, Mathias Urban   +4 more
wiley   +1 more source