Results 141 to 150 of about 15,849 (295)

A Predictive and Adaptive Virtual Exposure Framework for Spider Fear: A Multimodal VR-Based Behavioral Intervention. [PDF]

Healthcare (Basel)
Mohamed HG, Khan MN, Tahir M, Ismat N, Zaffar A, Naseer F, Ali S.   +6 more
europepmc   +1 more source

Systemic Risk Measurement: Multivariate GARCH Estimation of CoVaR

, 2012
Giulio Girardi, A. Tolga Ergün
openalex   +1 more source

Forecasting the Covolatility of Coffee Arabica and Crude Oil Prices: A Multivariate GARCH Approach with High-Frequency Data [PDF]

, 2020
Dawit Yeshiwas, Yebelay Berelie
openalex   +1 more source

Between Cryptocurrencies' Risk and Crypto Environmental Attention: The Crypto Environment Attention Index and Volatility in the Cryptocurrencies Market Nexus

Business Ethics, the Environment &Responsibility, EarlyView.
ABSTRACT This study investigates the impact of environmental attention on cryptocurrency market volatility by introducing the Crypto Environmental Attention Index (CEAI), a new metric inspired by Wang et al. (2022) and constructed using daily web search data.
Ines Ghazouani, Zaineb Hlioui, Marwa Zouawi   +2 more
wiley   +1 more source

Testing for the footprints of stabilization economic policy in forecast errors. [PDF]

PLoS One
Charemza W, Francq C, Lupu R, Makarova S, Zakoïan JM.   +4 more
europepmc   +1 more source

DysRegNet: Patient‐specific and confounder‐aware dysregulated network inference towards precision therapeutics

British Journal of Pharmacology, EarlyView.
Abstract Background and Purpose Gene regulation is frequently altered in diseases in unique and patient‐specific ways. Hence, personalised strategies have been proposed to infer patient‐specific gene‐regulatory networks. However, existing methods do not scale well because they often require recomputing the entire network per sample.
Johannes Kersting, Olga Lazareva, Zakaria Louadi, Jan Baumbach, David B. Blumenthal, Markus List   +5 more
wiley   +1 more source

National and regional Temporal trends and forecasting of preterm birth in brazil: evidence from National birth data (2014-2023) with projections to 2030. [PDF]

BMC Pregnancy Childbirth
Victor A, Nhancololo AM, Bah HAF, Xavier SP, Gotine AREM, Moreira VA, Charles CM, Cerqueira-Silva T, Rondó PH.   +8 more
europepmc   +1 more source

Closed‐Form Optimal Investment Under Generalized GARCH Models

European Financial Management, EarlyView.
ABSTRACT This paper introduces a new class of stochastic volatility models for asset prices, the generalized Heston Nandi GARCH (GHN‐GARCH), with the primary objective of optimal dynamic asset allocation under expected utility theory for constant relative risk aversion investors. We study some of its theoretical properties, and demonstrate that the GHN‐
Marcos Escobar‐Anel, Tobias Lausser, Rudi Zagst   +2 more
wiley   +1 more source

Forecasting with a Bivariate Hysteretic Time Series Model Incorporating Asymmetric Volatility and Dynamic Correlations. [PDF]

Entropy (Basel)
Than HT.
europepmc   +1 more source

On Stochastic Volatility Models as an Alternative to GARCH Type Models

, 2016
Oscar Nilsson
openalex   +1 more source