Results 71 to 80 of about 18,886 (279)

Volatility analysis and forecasting of vegetable prices using an ARMA‐GARCH model: An application of the CF filter and seasonal adjustment method to Korean green onions

Agribusiness, EarlyView.
Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley   +1 more source

Dynamics of Bid-ask Spread Return and Volatility of the Chinese Stock Market

, 2011
Bid-ask spread is taken as an important measure of the financial market liquidity. In this article, we study the dynamics of the spread return and the spread volatility of four liquid stocks in the Chinese stock market, including the memory effect and ...
Admati, Bouchaud, Bouchaud, Cajueiro, Challet, Chan, Cont, Dacorogna, Daniels, Eguiluz, Farmer, Farmer, Giardina, Gopikrishnan, Gu, Gu, Guang Chen, Halsey, Harris, Horvatic, Huang, Jiang, Laloux, Li-Xin Zhong, Lillo, Lillo, Liu, Lux, Mantegna, Mcinish, Mike, Miskiewicz, Moyano, Ni, Peng, Peng, Plerou, Podobnik, Podobnik, Podobnik, Potters, Qiu, Qiu, Qiu, Ren, Roll, Stauffer, Stoll, Tenenbaum, Tian Qiu, Tóth, Tóth, Wang, Wei, Wood, Xiao-Run Wu, Zhao, Zhou, Zhou, Zhou, Zunino   +60 more
core   +1 more source

Studying interspecific population synchrony: current status and future perspectives

Ecography, EarlyView.
Interspecific population synchrony, or co‐fluctuations in the population dynamics and demographic parameters of different species, is an important ecological phenomenon with major implications for the stability of communities and ecosystems. It is also central in the context of biodiversity loss, as interspecific synchrony can influence how ecological ...
Ragnhild Bjørkås, Ivar Herfindal, Marlène Gamelon, Aline Magdalena Lee   +3 more
wiley   +1 more source

Fluctuation Analysis of Human Electroencephalogram [PDF]

, 2001
The scaling behaviors of the human electroencephalogram (EEG) time series are studied using detrended fluctuation analysis. Two scaling regions are found in nearly every channel for all subjects examined. The scatter plot of the scaling exponents for all
C.-K. Peng, C.-K. Peng, K. Lehnertz, K. Nagata, P. A. Watters, P. Luu, R. C. Hwa, Rudolph C. Hwa, S. Blanco, S. Blanco, Thomas C. Ferree   +10 more
core   +3 more sources

MINIMIZING THE EFFECT OF SINUSOIDAL TRENDS IN DETRENDED FLUCTUATION ANALYSIS [PDF]

International Journal of Bifurcation and Chaos, 2005
The detrended fluctuation analysis (DFA) [Peng et al., 1994] and its extensions (MF-DFA) [Kantelhardt et al., 2002] have been used extensively to determine possible long-range correlations in self-affine signals. While the DFA has been claimed to be a superior technique, recent reports have indicated its susceptibility to trends in the data.
Nagarajan, Radhakrishnan, Kavasseri, Rajesh G.   +1 more
openaire   +2 more sources

The role of cardiac acoustic biomarkers in monitoring patients with heart failure: A systematic literature review

ESC Heart Failure, Volume 12, Issue 2, Page 980-997, April 2025.
Abstract Heart failure (HF) creates a considerable clinical, humanistic and economic burden on patients and caregivers as well as on healthcare systems. To attenuate the significant burden of HF, there is a need for enhanced management of patients with HF.
Javed Butler, Malcolm Brown, Philippe Prokocimer, Ashley C. Humphries, Sophie Pope, Olivia Wright, Jun Su, Osama Elnawasany, Bogdan Muresan   +8 more
wiley   +1 more source

Multifractal Detrended Cross-Correlation Analysis of Global Methane and Temperature

Remote Sensing, 2020
Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) was applied to time series of global methane concentrations and remotely-sensed temperature anomalies of the global lower and mid-troposphere, with the purpose of investigating the multifractal ...
Chris G. Tzanis, Ioannis Koutsogiannis, Kostas Philippopoulos, Nikolaos Kalamaras   +3 more
doaj   +1 more source

Information Flows, Stock Market Volatility and the Systemic Risk in Global Finance

International Journal of Finance &Economics, EarlyView.
ABSTRACT Information flows are a theoretical explanation for stock market volatility, but controversy remains regarding how to measure them. Based on cross‐sectional and temporal properties of information flows, we decompose total trading volume into four types: cross‐country shocks and country‐specific shocks due to arrivals of private information ...
Yen‐Hsiao Chen, Jiang Wu, Richard McManus, Yang Liu   +3 more
wiley   +1 more source

Noncausal AR‐ARCH Model and Its Applications to Financial Time Series

International Journal of Finance &Economics, EarlyView.
ABSTRACT We extend the noncausal autoregressive models by introducing noncausality into the variance component, allowing the volatility to depend on future prices as well. We refer to this model as the noncausal AR‐ARCH model, and it enables us to account for shocks arising from market agents who possess more information and engage in forward‐looking ...
Yaosong Zhan, Shiqing Ling, Zhenya Liu, Shixuan Wang   +3 more
wiley   +1 more source

Task-dependent fractal patterns of information processing in working memory

Scientific Reports, 2022
We applied detrended fluctuation analysis, power spectral density, and eigenanalysis of detrended cross-correlations to investigate fMRI data representing a diurnal variation of working memory in four visual tasks: two verbal and two nonverbal.
Jeremi K. Ochab, Marcin Wątorek, Anna Ceglarek, Magdalena Fafrowicz, Koryna Lewandowska, Tadeusz Marek, Barbara Sikora-Wachowicz, Paweł Oświęcimka   +7 more
doaj   +1 more source