Results 241 to 250 of about 18,304 (313)

Modelling Volatility Cycles: The MF2‐GARCH Model

Journal of Applied Econometrics, EarlyView.
ABSTRACT We propose a novel multiplicative factor multi‐frequency GARCH (MF2‐GARCH) model, which exploits the empirical fact that the daily standardized forecast errors of one‐component GARCH models are predictable by a moving average of past standardized forecast errors.
Christian Conrad, Robert F. Engle
wiley   +1 more source

Predicting influenza-like illness trends based on sentinel surveillance data in China from 2011 to 2019: A modelling and comparative study¹. [PDF]

Infect Dis Model
Zhang X, Yang L, Chen T, Wang Q, Yang J, Zhang T, Yang J, Zhao H, Lai S, Feng L, Yang W.   +10 more
europepmc   +1 more source

GaBoDS: The Garching-Bonn Deep Survey -- I. Anatomy of galaxy clusters in the background of NGC 300 [PDF]

, 2003
M. Schirmer, T. Erben, Peter Schneider, G. Pietrzyński, W. Gieren, A. Micol, F. Pierfederici   +6 more
openalex  

The efficiency of the estimators of the parameters in GARCH processes

, 2004
I. Berkés, Lajos Horváth
openalex   +1 more source

Toward Informative Representations of Blood‐Based Infrared Spectra via Unsupervised Deep Learning

Journal of Biophotonics, EarlyView.
This study employs an unsupervised deep learning approach using a denoising autoencoder to distill blood‐based FTIR spectra into latent variables. By reducing noise and preserving essential information, the method enhanced lung cancer detection accuracy by 2.6%, providing a concise, clinically relevant representation of infrared spectra for improved ...
Corinna Wegner, Zita I. Zarandy, Nico Feiler, Lea Gigou, Timo Halenke, Niklas Leopold‐Kerschbaumer, Maik Krusche, Weronika Skibicka, Kosmas V. Kepesidis   +8 more
wiley   +1 more source

High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. [PDF]

PLoS One
Kuang W.
europepmc   +1 more source

GaBoDS: The Garching-Bonn Deep Survey. II. Confirmation of EIS cluster candidates by weak gravitational lensing [PDF]

, 2004
M. Schirmer, T. Erben, Peter Schneider, Christian Wolf, Klaus Meisenheimer   +4 more
openalex  

Switching asymmetric GARCH and options on a volatility index

, 2004
Hazem Daouk, Jie Guo
openalex   +2 more sources

Exchange Rate Volatility and ESG Performance: An International Empirical Analysis

Journal of Corporate Accounting &Finance, EarlyView.
ABSTRACT This study examines the impact of exchange rate volatility (ERV) on environmental, social, and governance (ESG) performance using a large dataset of 15,196 firms from various countries, covering the period from 2012 to 2019. By employing a comprehensive set of statistical tests, including the system generalized method of moments (GMM ...
Hamzeh Al Amosh
wiley   +1 more source

Comparative analysis of volatility forecasting for healthcare stock indices amid public health crises: a study based on the Bayes-CNN model. [PDF]

Front Public Health
Li Y, Gu R, Zhao D.
europepmc   +1 more source