Results 191 to 200 of about 6,744 (225)

Financial Contagion: Detecting Non-Simultaneous Breaks in DCC-GARCH Models

SSRN Electronic Journal
ABSTRACT This paper proposes a three‐step segmentation procedure (TSSP) for detecting non‐simultaneous structural breaks in return volatility and correlations within DCC–GARCH models, using the supremum Lagrange multiplier (SupLM) test to isolate multiple parameter shifts.
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Integrative oncology: Addressing the global challenges of cancer prevention and treatment

Ca-A Cancer Journal for Clinicians, 2022
Jun J Mao,, Msce, Lorenzo Cohen, Karen M Mustian   +2 more
exaly  

Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach

International Review of Financial Analysis, 2022
Wenting Zhang, Xie He, Shigeyuki Hamori
openaire   +1 more source

A class of DCC asymmetric GARCH models driven by exogenous variables [PDF]

, 2010
This paper considers Dynamic Conditional Correlations (DCC) GARCH models in which the time-varying coefficients, including the conditional correlation matrix, are functions of the realizations of an exogenous stochastic process. Time series generated by this model are in general nonstationary.
openaire  

Cross-city hedging with weather derivatives using bivariate DCC GARCH models [PDF]

, 2006
As monopolies gave their way to competitive wholesale electricity markets, volumetric risk came into play. Electricity supplier can buy weather derivatives to protect from volumetric risk due to unexpected weather conditions. However, contracts can only be negotiated for weather variables measured at few selected locations. To hedge their specific risk,
openaire   +1 more source

Obesity and adverse breast cancer risk and outcome: Mechanistic insights and strategies for intervention

Ca-A Cancer Journal for Clinicians, 2017
Cynthia Morata-Tarifa, Joyce M Slingerland   +1 more
exaly  

Multidisciplinary standards of care and recent progress in pancreatic ductal adenocarcinoma

Ca-A Cancer Journal for Clinicians, 2020
Aaron J Grossberg, William L Hwang, Anirban Maitra   +2 more
exaly  

Oral complications of cancer and cancer therapy

Ca-A Cancer Journal for Clinicians, 2012
Joel B Epstein, Rene-Jean Bensadoun, Andrei Barasch   +2 more
exaly  

The financial burden and distress of patients with cancer: Understanding and stepping‐up action on the financial toxicity of cancer treatment

Ca-A Cancer Journal for Clinicians, 2018
Pricivel M Carrera, Hagop M Kantarjian, Victoria S Blinder   +2 more
exaly  

American Cancer Society Head and Neck Cancer Survivorship Care Guideline

Ca-A Cancer Journal for Clinicians, 2016
Nader Sadeghi, Katherine A Hutcheson, Gary H Lyman   +2 more
exaly