Results 141 to 150 of about 38,888 (250)
Movement Disorders, EarlyView.Abstract Background Long‐read sequencing and multi‐omic analytical frameworks are increasingly being adopted in rare disease diagnostics. However, clinical workflows comprehensively integrating these methodologies remain uncommon. Objective This study aimed to assess the potential and limitations of integrating long‐read genomic, transcriptomic, and ...
Ugo Sorrentino +23 more
wiley +1 more source
Silver‐Modulated Copper Dynamics Under Pulsed Tandem Electrochemical CO2 Reduction
Small, EarlyView.Under pulsed CO2 reduction, Ag does more than provide CO for tandem catalysis. It redirects how Cu dissolves, redeposits, and remains catalytically relevant, generating an Ag‐rich yet Cu‐active working state. Correlative surface and solution analysis reveal that tandem performance emerges from dynamic material redistribution rather than from a static ...
Blaž Tomc +16 more
wiley +1 more source
Forecasting the time-varying beta of UK firms: GARCH models vs Kalman filter method
, 2007 This paper forecast the weekly time-varying beta of 20 UK firms by means of four different GARCH models and the Kalman filter method. The four GARCH models applied are the bivariate GARCH, BEKK GARCH, GARCH-GJR and the GARCH-X model.
Wu, Hao, Choudhry, Taufiq
core +1 more source
Improving Portfolio Optimization by DCC And DECO GARCH: Evidence from Istanbul Stock Exchange [PDF]
In this paper, the performance of global minimum variance (GMV) portfolios constructed by DCC and DECO-GARCH are compared to that of GMV portfolios constructed by sample covariance and constant correlation methods in terms of reduced volatility.
Yilmaz, Tolgahan
core
Zeitschrift für anorganische und allgemeine Chemie, EarlyView.The RE4Al13Pt9 series has been extended to RE = Y, La‐Nd, Sm, Gd‐Dy. The compounds have been investigated by X‐ray diffraction and magnetic susceptibility measurements. Of the RE4Al13Pt9 series, the RE = Ce, Pr, and Eu representatives were previously reported. In this work we extend the series to RE = Y, La‐Nd, Sm, Gd‐Dy.
Stefan Engel +3 more
wiley +1 more source
Acta Crystallographica Section C, EarlyView.The solvent‐free structure of the thallium(I) salt of the weakly coordinating anion tetrakis[3,5‐bis(trifluoromethyl)phenyl]borate, Tl[BC32H12F24], exhibits short Tl…F contacts and a supramolecular architecture governed by C—H…F hydrogen bonds and weak F…F and C—F…π interactions.
Johannes Stephan +4 more
wiley +1 more source
Marginal Likelihood for Markov-Switching and Change-Point Garch Models [PDF]
GARCH volatility models with fixed parameters are too restrictive for long time series due to breaks in the volatility process. Flexible alternatives are Markov-switching GARCH and change-point GARCH models. They require estimation by MCMC methods due to
Arnaud Dufays +2 more
core
Pacific Economic Review, EarlyView.ABSTRACT This study investigates the impact of China's recent real estate crisis, stemming from Evergrande's struggles, on the return and risk profiles of US‐listed exchange traded funds (ETFs) tracking Chinese stock market indexes. Analysing 26 funds from February 2, 2018 to December 31, 2024, we first employ a VAR model to assess contagion and ...
Gerasimos Rompotis +2 more
wiley +1 more source
Overestimation in the Traditional GARCH Model During Jump Periods [PDF]
The traditional continuous and smooth models, like the GARCH model, may fail to capture extreme returns volatility. Therefore, this study applies the bivariate poisson (CBP)-GARCH model to study jump dynamics in price volatility of crude oil and heating ...
Wan-Hsiu Cheng
core
Asia‐Pacific Economic History Review, Volume 65, Issue 1, Page 131-159, March 2025.Abstract This study examines the adaptive market hypothesis in the prewar and wartime Japanese stock market using a new market capitalization‐weighted price index. First, we find that the degree of market efficiency varies over time and with major historical events. This implies that the hypothesis is supported in this market.
Kenichi Hirayama, Akihiko Noda
wiley +1 more source