Results 171 to 180 of about 15,849 (295)

Econometrics at the Extreme: From Quantile Regression to QFAVAR1

Journal of Economic Surveys, EarlyView.
ABSTRACT This paper surveys quantile modelling from its theoretical origins to current advances. We organize the literature and present core econometric formulations and estimation methods for: (i) cross‐sectional quantile regression; (ii) quantile time series models and their time series properties; (iii) quantile vector autoregressions for ...
Stéphane Goutte, Konstantinos N. Konstantakis, Dimitris Konstantios, Panayotis G. Michaelides, Arsenios‐Georgios N. Prelorentzos   +4 more
wiley   +1 more source

Perception and Prediction of Factors Influencing Carbon Price: Multisource, Spatiotemporal, Hierarchical Federated Learning Framework with Cross-Modal Feature Fusion. [PDF]

Sensors (Basel)
Wang P, Zhou X.
europepmc   +1 more source

Univariate GARCH-family models.

Jin Zeng (196246), Jingwen Wu (80821)
openalex   +1 more source

Küresel Finans Krizinin Türk Mevduat Bankalarının Sistematik Risk Düzeyi Üzerindeki Etkisinin İncelenmesi: AR(p)-DCC-FIGARCH (p, d, q) ve Asimetrik AR(p)-DBEKK-GARCH(p,q) Modellerine Dayalı Bir Analiz

, 2018
Önder BÜBERKÖKÜ
openalex   +1 more source

The Ecology of Human Sleep (EcoSleep) Cohort Study: Protocol for a longitudinal repeated measurement burst design study to assess the relationship between sleep determinants and outcomes under real‐world conditions across time of year

Journal of Sleep Research, Volume 34, Issue 2, April 2025.
Summary The interplay of daily life factors, including mood, physical activity, or light exposure, influences sleep architecture and quality. Laboratory‐based studies often isolate these determinants to establish causality, thereby sacrificing ecological validity.
Anna M. Biller, Nayab Fatima, Chrysanth Hamberger, Laura Hainke, Verena Plankl, Amna Nadeem, Achim Kramer, Martin Hecht, Manuel Spitschan   +8 more
wiley   +1 more source

Risk contagion of COVID-19 to oil prices: A Markov switching GARCH and PCA approach. [PDF]

PLoS One
Siddiqui N, Mohamad Hasim H.
europepmc   +1 more source

The application of Ornstein-Uhlenbeck Process model and ARCH/GARCH model in statistical arbitrage

, 2017
Jianbo Wang, Jianyang Fang
openalex   +1 more source

MULTI MEAN GARCH APPROACH TO EVALUATING HEDGING PERFORMANCE IN THE CRUDE PALM OIL FUTURES MARKET [PDF]

, 2011
Rozaimah Zainudin, Roselee Shah Shaharudin, Kuala Lumpur, Persiaran Bukit Kiara   +3 more
openalex  

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source

Sample splitting and assessing goodness-of-fit of time series. [PDF]

Biometrika
Davis RA, Fernandes L.
europepmc   +1 more source