Results 221 to 230 of about 83,782 (311)

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

One-month dual antiplatelet therapy after biodegradable-polymer everolimus-eluting stent implantation in diabetic patients at high bleeding risk. [PDF]

open access: yesEur Heart J Open
Gramss L   +11 more
europepmc   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Colourings of Uniform Group Divisible Designs and Maximum Packings

open access: yesJournal of Combinatorial Designs, EarlyView.
ABSTRACT A weak c $c$‐colouring of a design is an assignment of colours to its points from a set of c $c$ available colours, such that there are no monochromatic blocks. A colouring of a design is block‐equitable, if for each block, the number of points coloured with any available pair of colours differ by at most one.
Andrea C. Burgess   +6 more
wiley   +1 more source

Are sensory processing difficulties in infancy predictive of child mental health at 5‐years? Findings from the Etude Longitudinale Francaise depuis l'Enfance French national birth cohort

open access: yesJCPP Advances, EarlyView.
Abstract Background People with neurodevelopmental and mental health conditions have been demonstrated to have elevated rates of sensory processing (SP) difficulties in research and practice but the temporal order of this relationship is unclear. Methods This study sought to investigate whether SP difficulties in infancy predicted mental health at 5 ...
Emma Butler   +2 more
wiley   +1 more source

Intergenerational transmission of anxiety: A comparison of transdiagnostic and disorder‐specific pathways

open access: yesJCPP Advances, EarlyView.
Abstract Background Individuals with a parental history of anxiety disorders are at risk of developing an anxiety disorder. Prior studies have focused on the transmission of specific anxiety disorders across generations (i.e., disorder‐specific transmission), often overlooking the possibility that a general tendency to develop various forms of anxiety ...
Hyunsik Kim   +5 more
wiley   +1 more source

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