Results 331 to 340 of about 635,017 (399)

Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers

Journal of Forecasting, EarlyView.
ABSTRACT This paper introduces an extended multivariate EGARCH model that overcomes the zero‐return problem and allows for negative news and volatility spillover effects, making it an attractive tool for multivariate volatility modeling. Despite limitations, such as noninvertibility and unclear asymptotic properties of the QML estimator, our Monte ...
Yongdeng Xu
wiley   +1 more source

Modeling and Forecasting the CBOE VIX With the TVP‐HAR Model

Journal of Forecasting, EarlyView.
ABSTRACT This study proposes the use of a heterogeneous autoregressive model with time‐varying parameters (TVP‐HAR) to model and forecast the Chicago Board Options Exchange (CBOE) volatility index (VIX). To demonstrate the superiority of the TVP‐HAR model, we consider six variations of the model with different bandwidths and smoothing variables and ...
Wen Xu, Pakorn Aschakulporn, Jin E. Zhang   +2 more
wiley   +1 more source

Measuring the Impact of Transition Risk on Financial Markets: A Joint VaR‐ES Approach

Journal of Forecasting, EarlyView.
ABSTRACT Based on a joint quantile and expected shortfall semiparametric methodology, we propose a novel approach to forecasting market risk conditioned to transition risk exposure. This method allows us to forecast two climate‐related financial risk measures called CoClimateVaR$$ CoClimateVaR $$ and CoClimateES$$ CoClimateES $$, being jointly ...
Laura Garcia‐Jorcano, Lidia Sanchis‐Marco   +1 more
wiley   +1 more source

Effect of emergency medical service response time on fatality risk of freeway crashes: Bayesian random parameters spatial logistic approach. [PDF]

Front Public Health
Huang P, Ouyang S, Yan H, Wang X, Lee JJ, Zeng Q.   +5 more
europepmc   +1 more source

The coaching flipside: Factors underlying unsuccessful workplace coaching interventions and the implication for human resource development

Human Resource Development Quarterly, EarlyView.
Abstract Workplace coaching is an established, proven personal development intervention relied on by human resource (HR) practitioners to improve individual growth and organizational performance. Numerous studies underscore coaching efficacy. However, in most coaching studies, there is a bias toward positive coaching experience. This points to a missed
Frederik Kruger, Nicky H. D. Terblanche
wiley   +1 more source

Corporate driver management perspectives: A PLS-SEM-based analysis of the mechanism of bus crash injury severity factor effects. [PDF]

Heliyon
Zheng L, Yang Y, Ding T, Liu H, Meng F, Zhang Y.   +5 more
europepmc   +1 more source

Effects of state opioid prescribing laws on rates of fatal crashes in the USA. [PDF]

Inj Prev
White SA, McGinty EE, Origenes AN, Vernick JS.   +3 more
europepmc   +1 more source

Early Prognostication in Pediatric Severe Traumatic Brain Injury in South America: Development of a Local Pediatric-Specific Model and Validation of Established Models. [PDF]

Neurotrauma Rep
Greil ME, Abdelmaksoud O, Agoubi LL, Velonjara J, Wang J, Petroni G, Lujan S, Guadagnoli N, Bell MJ, Vavilala MS, Bonow RH, PEGASUS Argentina Study Group.   +11 more
europepmc   +1 more source

Impact analysis assessment of UAS collision with a human body. [PDF]

PLoS One
Svatý Z, Vrtal P, Mičunek T, Kohout T, Nouzovský L, Frydrýn M, Blodek T, Kocián K.   +7 more
europepmc   +1 more source