Results 151 to 160 of about 643,761 (325)

Coherent Forecasting of Realized Volatility

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

Explicit minimisers for anisotropic Riesz energies. [PDF]

open access: yesCalc Var Partial Differ Equ
Frank RL   +5 more
europepmc   +1 more source

Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley   +1 more source

Dynamic computed tomography assessment of patellofemoral and tibiofemoral kinematics before and after total knee arthroplasty: A pilot study

open access: yesKnee Surgery, Sports Traumatology, Arthroscopy, EarlyView.
Abstract Purpose To develop and evaluate the clinical feasibility of a dynamic computed tomography (CT) protocol for assessing patellofemoral (PF) and tibiofemoral (TF) kinematics before and after total knee arthroplasty (TKA), and to quantify postoperative kinematic changes in a pilot study.
Miriam R. Boot   +3 more
wiley   +1 more source

Rational points in a family of conics over F2(t)$\mathbb {F}_2(t)$

open access: yesMathematische Nachrichten, EarlyView.
Abstract Serre famously showed that almost all plane conics over Q$\mathbb {Q}$ have no rational point. We investigate versions of this over global function fields, focusing on a specific family of conics over F2(t)$\mathbb {F}_2(t)$ which illustrates new behavior.
Daniel Loughran, Judith Ortmann
wiley   +1 more source

First and second sharp constants in Riemannian Gagliardo–Nirenberg inequalities

open access: yesMathematische Nachrichten, EarlyView.
Abstract Let (M,g)$(M,g)$ be a smooth compact Riemannian manifold of dimension n≥2$n\ge 2$, 1
Jurandir Ceccon   +2 more
wiley   +1 more source

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