Results 241 to 250 of about 41,996 (310)

The Role of Variance Risk Premium in Derivative Pricing: Modeling, Estimation and Impact

open access: yesJournal of Futures Markets, Volume 46, Issue 11, Page 1811-1823, November 2026.
ABSTRACT This paper estimates a model where variance risk premiums (VRP) is not fully explained by equity risk premiums (ERP). This separation can be detected thanks to a new breed of GARCH models with enough innovations to disconnect returns from variances. This type of risk‐neutralization is compatible with continuous‐time settings.
Marcos Escobar‐Anel   +2 more
wiley   +1 more source

Auditory event-related potentials and psychosis dimensions. [PDF]

open access: yesNeuropsychopharmacology
Trayvick J   +7 more
europepmc   +1 more source

A Systematic Review of Ecological Momentary Assessment for Obsessive‐Compulsive Disorder

open access: yesJournal of Clinical Psychology, Volume 82, Issue 11, Page 1744-1768, November 2026.
ABSTRACT Obsessive‐compulsive disorder (OCD) is characterized by its symptomatology heterogeneity, which poses challenges for its assessment and treatment. Ecological momentary assessment (EMA) has been proposed as a promising method for gathering information and may offer advantages over retrospective methods.
Irene Jaén   +2 more
wiley   +1 more source

Ultraslow brain dynamics as neurophysiological markers of information sampling during learning. [PDF]

open access: yesiScience
León-Cabrera P   +4 more
europepmc   +1 more source

Perspectives in Pediatric Ambulatory Anesthesia: Part 1—One Center's 15 Year Evolution in Eligibility, Utilization, Efficiency, and Outcomes

open access: yesPediatric Anesthesia, Volume 36, Issue 11, Page 1331-1340, November 2026.
ABSTRACT Introduction Ambulatory surgery has become the dominant model of surgical care in the United States as surgical procedures increasingly shifted from inpatient to outpatient sites of practice. Similar growth in volumes has been observed in pediatric practice.
Aaron B. Low   +4 more
wiley   +1 more source

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