Results 41 to 50 of about 525,958 (299)

Rank-invariance conditions for the comparison of volatility forecasts

The Econometrics Journal, 2021
Summary The paper derives four conditions that guarantee rank-invariance, i.e., that the empirical rankings (based on measurement error-affected variance proxies) of competing volatility forecasts be consistent with the true rankings (based on the unobservable conditional variance).
openaire   +2 more sources

The Association of Gout Flare Resolution With Physical Activity and Sleep: A Prospective Remote‐Monitoring Study

Arthritis Care &Research, EarlyView.
Objective This study aimed to determine whether gout flare resolution is associated with physical activity and sleep. These findings were intended to inform the future development of a definition for flare resolution. Methods Data from 81 participants with gout who experienced at least one flare during a six‐month prospective observational study were ...
Sarah Stewart, Boston Girven, Mia Clarke, Irene Zeng, Angelo Gaffo, Lisa K. Stamp, N. Lawrence Edwards, David Rice, Tania Ka'ai, Karl Rudolph, Julie Collis, Nicola Kayes, Nicola Dalbeth   +12 more
wiley   +1 more source

Modelling time-varying volatility using GARCH models: evidence from the Indian stock market [version 2; peer review: 2 approved]

F1000Research, 2022
Background: In this study, we examined the volatility of the Indian stock market from 2008 to 2021. Owing to the financial crisis, volatility forecasting of the Indian stock market has become crucial for economic and financial analysts.
Tarunpreet Kaur, Deepa Bisht, Farman Ali, Pradeep Suri   +3 more
doaj   +1 more source

Negative volatility spillovers in the unrestricted ECCC-GARCH model [PDF]

, 2010
Copyright @ 2010 Cambridge University Press.This paper considers a formulation of the extended constant or time-varying conditional correlation GARCH model that allows for volatility feedback of either the positive or negative sign.
Karanasos, Menelaos, Conrad, C, Conrad, Christian, Karanasos, M   +3 more
core   +1 more source

Material Coupling in Hybrid Neuromorphic Devices: From Fundamentals to System‐Level Applications

Advanced Functional Materials, EarlyView.
Hybrid neuromorphic devices utilize heterointerfaces between emerging semiconductors, where charge transfer and trapping, ion or defect modulation, and photogating are translated into synaptic functions. This paper discusses coupling strategies that tailor interfacial electronic and ionic properties in organic semiconductors, metal oxides, two ...
Minsu So, Sunwoo Jeong, Youngmin Han, Fabrizio Torricelli, Hocheon Yoo, Junhwan Choi   +5 more
wiley   +1 more source

Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets [PDF]

Revista Română de Statistică, 2015
In this study we examined the effect of structural break points in conditional volatility on variance persistency of asymmetric GARCH models. We used Bai and Perron methodology to detect structural break points in conditional variance of daily stock ...
Altaf Muhammad, Zhang Shuguang
doaj  

The impact of patent citation information flow regarding economic innovation on common stock returns: Volume vs. patent citations

International Journal of Innovation Studies, 2018
This study examines whether the number of forward patent citations (along with alternative patent data)—when used as a proxy for the mixing variable—could infer the aggregate amount of economic-innovation information arriving at the New York Stock ...
Chamil W. Senarathne, Jianguo Wei
doaj   +1 more source

Modelling Conditional Volatility of NIFTY 50 [PDF]

, 2021
Abstract The present study demonstrates modelling of conditional volatility of NIFTY 50 using GARCH (1,1) model. The daily returns data of the Indian stock market index NIFTY 50 is used for the period ranging from April 2010- March 2020. The data is analysed using R software. The study estimates and interprets the results arrived in the summary
VARSHA SHRIRAM NERLEKAR, Shriram Nerlekar   +1 more
openaire   +1 more source

DRIVE‐SAFE: Data‐Driven Robustness and Informed Validation for Evolving Specifications via Formal Evaluation

Advanced Robotics Research, EarlyView.
DRIVE‐SAFE evaluates learning‐based, black‐box autonomous driving policies against evolving temporal safety requirements using Signal Temporal Logic robustness metrics. It aggregates distributional robustness measures with domain‐informed weights to guide iterative retraining.
Kristy Sakano, Jianyu An, Dinesh Manocha, Huan Xu   +3 more
wiley   +1 more source

ANALISIS VOLATILITAS NILAI TUKAR MATA UANG RUPIAH TERHADAP DOLAR

Journal of Indonesian Applied Economics, 2012
This research aims to analyze the volatility of exchange rate (Rp/US$) on the Indone-sian economy. The Method of analyze uses Autoregressive Conditional Heteroscedasticiy(ARCH)/Generalized Autoregressive Conditional Heteroscedasticiy (GARCH) that ...
Imam Mukhlis
doaj   +1 more source