Results 101 to 110 of about 98,858 (265)

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Analysing the Drivers of Cropland Footprint in Leading Agricultural Nations: Evidence From MMQR Approach

Geological Journal, EarlyView.
ABSTRACT Climate change represents the biggest current challenge for us and for future generations. Its impact on agriculture is undeniable, considering the food security goal. Thus, the cropland footprint has been distinguished as a comprehensive index for assessing the impact of environmental changes in agricultural areas determined by the increased ...
Ibrahim Cutcu, Magdalena Radulescu
wiley   +1 more source

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho, H. Oliveira, M. Neves, J. Monteiro   +3 more
wiley   +1 more source

Optimised Internet of Thing framework based hybrid meta‐heuristic algorithms for E‐healthcare monitoring

IET Networks, EarlyView., 2022
Abstract Everything can be connected in the Internet of Things (IoTs) technology that enables efficient communication between connected objects. IoTs industry‐based meta‐heuristic and mining algorithms, which are considered an important field of Artificial Intelligence will be used to construct a healthcare application in this study for lowering costs,
Muhaned Al‐Hashimi, Shymaa Mohammed Jameel, Firas Husham Almukhtar, Musaddak Maher Abdul Zahra, Refed Adnan Jaleel   +4 more
wiley   +1 more source

Realistic Representation, Dynamic Evolution and Determinants of Institutional Quality in China

International Studies of Economics, EarlyView.
ABSTRACT The paper delves into the role of institutional quality in bolstering China's economic resilience post‐COVID‐19, CITIC‐Entropy. It divides institutions into basic and changeable categories, establishing an index system via the CITIC‐Entropy TOPSIS model.
Susu Wang, Qidi Zhang, Jing Fang
wiley   +1 more source

An Approach to Obtain Upper Ergodicity Bounds for Some QBDs with Countable State Space

Mathematics
Usually, when the computation of limiting distributions of (in)homogeneous (in)finite continuous-time Markov chains (CTMC) has to be performed numerically, the algorithm has to be told when to stop the computation.
Yacov Satin, Rostislav Razumchik, Alexander Zeifman   +2 more
doaj   +1 more source

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

JCPP 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, Setareh Ranjbar, Sébastien Urben, Kerstin Jessica Plessen, Jennifer Glaus   +4 more
wiley   +1 more source

Computation of Transient and Steady-State Characteristics of Queueing Systems with Different Types of Customer

Computation
This paper deals with queueing models, in which the number of customers is described by a (inhomogeneous, in general) birth–death process. Depending on the choice of the type of intensities for the arrival and service of customers, the system can either ...
Alexander Zeifman, Yacov Satin, Ilia Usov, Janos Sztrik   +3 more
doaj   +1 more source

Embracing Creative Nonconformists and Promoting Them May Require Leaders' High Control Appraisals

Journal of Organizational Behavior, EarlyView.
ABSTRACT Promoting creative employees is essential to innovation and organizational success. However, leaders do not always embrace the nonconformist nature of creative behaviors. This study examines how leaders' control appraisals—a personal orientation reflecting their belief in their own ability to control situations—influence their receptiveness ...
Xue Peng, Wen Cheng, Man‐Nok Wong
wiley   +1 more source