Results 251 to 260 of about 10,568,970 (294)
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Yield-factor volatility models
Journal of Banking & Finance, 2006The term structure of interest rates is often summarized using a handful of yield factors that capture shifts in the shape of the yield curve. In this paper, we develop a comprehensive model for volatility dynamics in the level, slope, and curvature of the yield curve that simultaneously includes level and GARCH effects along with regime shifts.
Perignon, Christophe, Smith, Daniel
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The cyclical component factor model
International Journal of Forecasting, 2008Forecasting using factor models based on large data sets have received ample attention due to the models' ability to increase forecast accuracy with respect to a range of key macroeconomic variables in the US and the UK. However, forecasts based on such factor models do not uniformly outperform the simple autoregressive model when using data from other
Dahl, Christian Møller +2 more
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IFAC Proceedings Volumes, 1992
Abstract Over the last 20 years major changes have occured in the Dutch sea fishing industry. Accident registration shows an increasing involvement of fishing vessels in collisions at sea, due to a number of factors. There is a need for modelling human behaviour especially with respect to the decision making and control strategies which are applied ...
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Abstract Over the last 20 years major changes have occured in the Dutch sea fishing industry. Accident registration shows an increasing involvement of fishing vessels in collisions at sea, due to a number of factors. There is a need for modelling human behaviour especially with respect to the decision making and control strategies which are applied ...
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This comprehensive Handbook presents the current state of art in the theory and methodology of macroeconomic data analysis. It is intended as a reference for graduate students and researchers interested in exploring new methodologies, but can also be employed as a graduate text.
Jörg Breitung, In Choi
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Jörg Breitung, In Choi
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A Three-Factor Model for Mortality Modeling
North American Actuarial Journal, 2015In this article, we propose a three-factor model for mortality modeling in which the dynamic of the entire term structure of mortality rates can be expressed in closed form as a function of three variables x, t, and y. Due to this feature, we are able to project mortality rates across age (x), across time (t), and for y years (y ⩾ 1) after t.
Russo, Vincenzo +3 more
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S.S. Korsakov Journal of Neurology and Psychiatry
Objective. To analyze the factor structure of PANSS in a sample of patients with schizophrenia receiving inpatient treatment and to compare the factors with the data of neuropsychological evaluation of their cognitive functions. Material and methods. The study included 110 patients (50 females and 60 males) diagnosed with schizophrenia.
E.G. Kornetova +3 more
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Objective. To analyze the factor structure of PANSS in a sample of patients with schizophrenia receiving inpatient treatment and to compare the factors with the data of neuropsychological evaluation of their cognitive functions. Material and methods. The study included 110 patients (50 females and 60 males) diagnosed with schizophrenia.
E.G. Kornetova +3 more
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Scandinavian Journal of Statistics
ABSTRACTFactor models are indispensable tools in economics and finance, providing valuable insights into the latent structures underlying complex datasets. Nevertheless, the prevalence of heavy‐tailed macroeconomic and financial data, often characterized by extreme values and greater skewness than that found in a normal distribution, presents ...
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ABSTRACTFactor models are indispensable tools in economics and finance, providing valuable insights into the latent structures underlying complex datasets. Nevertheless, the prevalence of heavy‐tailed macroeconomic and financial data, often characterized by extreme values and greater skewness than that found in a normal distribution, presents ...
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Antibody–drug conjugates: Smart chemotherapy delivery across tumor histologies
Ca-A Cancer Journal for Clinicians, 2022Paolo Tarantino +2 more
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An overview of real‐world data sources for oncology and considerations for research
Ca-A Cancer Journal for Clinicians, 2022Lynne Penberthy +2 more
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