Results 131 to 140 of about 392,758 (334)
Modeling of Currency Covolatilities [PDF]
The paper deals with dynamic modeling of currency portfolios. In contrast to univariate models of exchange rates and their returns one applies multivariate time series models of the type GARCH that are capable of capturing not only conditional ...
Tomáš Cipra, Radek Henych
doaj
Cointegration and conditional correlations among German and Eastern Europe equity markets [PDF]
This paper aims to examine the long term relationship between German and three Central and Eastern Europe (CEE) equity markets. Application of Johansen as well as Engle-Granger cointegration tests show that there is no long-term relationship among these ...
Guidi, Francesco, Gupta, Rakesh
core +1 more source
We identified the endothelial RAP2A as a regulator of inflammatory endothelial activation in experimental lung fibrosis and suggest that targeting RAP2A‐mediated signaling may represent a potential strategy to modulate endothelial–immune crosstalk during fibrotic lung injury.
Xiaolan Zheng +13 more
wiley +1 more source
Assessing conditional volatility due to trade war in the G-7 stock markets
We investigate dynamic conditional correlations between Trade War on the stock markets of G-7 Countries using DCC Garch Modeling evidencing that strong market efficiency has an inverse relationship with stock market volatility.
Anum Shafique, Nousheen Tariq Bhutta
doaj +1 more source
This work establishes that ac4C modification on lncRNA Gm26917 governs its spatial interactions with Rpl10 mRNA, and RBP EEF1A1 mediates the interaction between Gm26917 and Rpl10. It elucidates a novel ac4C‐Gm26917‐EEF1A1‐Rpl10 axis in FGSC maintenance both in vitro and in vivo, and provides a potential molecular target for modulating germ cell ...
Xinyue Li, Xiaopeng Hu, Ji Wu
wiley +1 more source
The extent of correlation or co-movement among the returns of developed and emerging stock markets remains pivotal for efficiently diversifying global portfolios.
Anas Eisa Abdelkreem Mohammed +2 more
doaj +1 more source
Learnable Diffusion Framework for Mouse V1 Neural Decoding
We introduce Sensorium‐Viz, a diffusion‐based framework for reconstructing high‐fidelity visual stimuli from mouse primary visual cortex activity. By integrating a novel spatial embedding module with a Diffusion Transformer (DiT) and a synthetic‐response augmentation strategy, our model outperforms state‐of‐the‐art fMRI‐based baselines, enabling robust
Kaiwen Deng +2 more
wiley +1 more source
Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis [PDF]
Multivariate GARCH models are in principle able to accommodate the features of the dynamic conditional correlations processes, although with the drawback, when the number of financial returns series considered increases, that the parameterizations entail
Rossi, Eduardo, Spazzini, Filippo
core +1 more source
A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics [PDF]
The paper derives a Multivariate Asymmetric Long Memory conditional volatility model with Exogenous Variables (X), or the MALMX model, with dynamic conditional correlations, appropriate regularity conditions, and associated asymptotic theory.
Asai, M. (Manabu) +1 more
core
Renal fibrosis, a hallmark of CKD, lacks effective treatments. Herein, we developed a multimodal AI model (TCM‐SPred) to identify anti‐fibrotic agents and found that dehydrocostus lactone (DCL) targets IQGAP1 to inhibit Wnt signaling, blocking the interaction between IQGAP1 and CCT3, demonstrating potent anti‐fibrotic activity in vitro and in vivo ...
Weijiang Lin +12 more
wiley +1 more source

