Results 151 to 160 of about 392,758 (334)
Dynamic conditional correlation models for realized covariance matrices [PDF]
New dynamic models for realized covariance matrices are proposed. The expected value of the realized covariance matrix is specified in two steps: one for each realized variance, and one for the realized correlation matrix. The realized correlation model is a scalar dynamic conditional correlation model.
Luc Bauwens +2 more
openaire +1 more source
Randall's plaques (RP) serve as the nidus for calcium oxalate (CaOx) kidney stones. The current study reveals that hydroxyapatite (HAP) crystals activate the THY1–GSK3α/β–β‐catenin axis in renal interstitial fibroblasts (hRIFs), inducing FASLG secretion.
Minghui Liu +14 more
wiley +1 more source
We identified GRIA2 as a critical driver of gastric cancer peritoneal metastasis through in vivo CRISPR screening. Mechanistically, GRIA2‐mediated calcium influx inhibits GSK3β and activates Wnt/β‐catenin signaling, driven by glutamate from cancer‐associated fibroblasts.
Jie Sun +13 more
wiley +1 more source
Decomposing the co-movement of the business cycle: a time- frequency analysis of growth cycles in the eurozone [PDF]
This article analyses the frequency components of European business cycles using real GDP by employing multiresolution decomposition (MRD) with the use of maximal overlap discrete wavelet transforms (MODWT).
Jim Lee, Patrick Crowley
core
The uncertainty of conditional returns, volatilities and correlations in DCC models [PDF]
When forecasting conditional correlations that evolve according to a Dynamic Conditional Correlation (DCC) model, only point forecasts can be obtained at each moment of time. In this paper, we analyze the finite sample properties of a bootstrap procedure
Fresoli, Diego, Ruiz, Esther
core +1 more source
This cross‐species study reveals that pathological hyperactivity of BNST neurons in depressive states disrupts inhibitory period and isolated spikes in the BNST‐NAc circuit. DBS achieves its antidepressant effects by precisely restoring network inhibitory periods and high‐fidelity signal transmission.
Xin Lv +12 more
wiley +1 more source
Volatilities and Conditional Correlations in Futures Markets with a Multivariate t Distribution [PDF]
This paper considers a multivariate t version of the Gaussian dynamic conditional correlation (DCC) model proposed by Engle (2002), and suggests the use of devolatized returns computed as returns standardized by realized volatilities rather than by GARCH
Bahram Pesaran, M. Hashem Pesaran
core
Evaluating Regime Switching in Dynamic Conditional Correlation
This paper provides a comparative study of the Dynamic Conditional Correlation model introduced by Engle (2002) and the Independent Switching Dynamic Conditional Correlation model introduced by Lee (2010) by evaluating the models for a set of known correlation processes.
Stenberg, Kristoffer, Wikerman, Henrik
openaire +1 more source
TrxR2 deletion in diabetic mice suppresses TUFM‐AMPK‐FUNDC1‐dependent mitophagy in endothelial cells, resulting in SCP2 upregulation and mitochondrial translocation of ACSL4. Mitochondrial ACSL4 promotes mitochondrial eicosanoid biosynthesis and ferroptosis, thereby aggravating cardiac microvascular injury and diabetic cardiomyopathy.
Su Li +16 more
wiley +1 more source
Diffusion–Model–Driven Discovery of Ferroelectrics for Photocurrent Applications
We developed a diffusion model–based generative AI and high‐throughput screening framework that accelerates the discovery of photovoltaic ferroelectrics. By coupling AI driven crystal generation with machine learning and DFT screening, we identified Ca3P2 and LiCdP as new ferroelectric materials exhibiting strong polarization, feasible switching ...
Byung Chul Yeo +3 more
wiley +1 more source

