Results 151 to 160 of about 13,808,600 (300)

A Skewed GARCH-in-Mean Model: An Application to U.S. Stock Returns [PDF]

In this paper we consider a GARCH-in-Mean (GARCH-M) model based on the so-called z distribution. This distribution is capable of modeling moderate skewness and kurtosis typically encountered in financial return series, and the need to allow for skewness ...
Markku Lanne, Pentti Saikkonen
core  

Modeling the Nexus Between Climate Risk, Energy Consumption, and Financial Market Performance in Emerging Countries

International Studies of Economics, EarlyView.
Abstract This paper examines the link between climate risk, energy consumption, and financial market performance in a sample of emerging countries over the period 2000–2024. The objective is to model the dynamic interactions between these three dimensions, in order to understand the extent to which energy dependence and exposure to climate risks ...
Abdelkader Mohamed Derbali
wiley   +1 more source

Resolving Complex Structural Variants in Undiagnosed Rare Movement Disorders via Multimodal Genomics and Multi‐omics

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, Melanie Brugger, Alice Saparov, Ivana Dzinovic, Philip Harrer, Sandy Lösecke, Kevork Derderian, Martin Pavlov, Robert Kopajtich, Holger Prokisch, Arcangela Iuso, Maria Mazurkiewicz‐Bełdzińska, Deike Weiss, Christina Ludwig, Miriam Abele, Julia Mergner, Juliane Winkelmann, Theresa Brunet, Michał Schinwelski, Elisabeth Graf, Katja Kloth‐Stachnau, Theresia Herget, Magdalena Krygier, Michael Zech   +23 more
wiley   +1 more source

Enhanced 3D Filter‐Exchange Imaging Using Multi‐Slab Acquisition

Magnetic Resonance in Medicine, EarlyView.
ABSTRACT Purpose Starting from the implementation of a single‐slice FEXI sequence, a 3D method was developed to accelerate a FEXI experiment and acquire a multi‐slice volume. Methods 3D multi‐slab FEXI divides the volume of interest into different slabs.
Jacopo Frignani, Athanasia Kaika, Ben Danzer, Franz Schilling   +3 more
wiley   +1 more source

Forecasting Airtel Stock Prices Through Decomposition and Integration: A Novel VMD-GARCH-LSTM Framework

International Journal of Mathematics and Mathematical Sciences
Stock price forecasting is complex due to the nonlinear and nonstationary nature of financial time series. This study proposes a hybrid variational mode decomposition (VMD)–generalized autoregressive conditional heteroskedasticity (GARCH)–long short-term
John Kamwele Mutinda, Amos Kipkorir Langat, Samuel Musili Mwalili   +2 more
doaj   +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, Rajeena Uruniyengal, Matjaž Finšgar, Mitja Kostelec, Matic Plut, Piotr Dobroń, Adam Dębski, Agata Radziwonko, Paweł Jóźwik, Marjan Bele, Martin Šala, Mohammed Azeezulla Nazrulla, Małgorzata Norek, Francisco Ruiz‐Zepeda, Ana Rebeka Kamšek, Nejc Hodnik, Wojciech J. Stępniowski   +16 more
wiley   +1 more source

Modelling multiple regimes in financial volatility with a flexible coefficient GARCH model [PDF]

In this paper a flexible GARCH-type model is developed with the aim of describing sign and size asymmetries in financial volatility as well as intermittent dynamics and excess of kurtosis.
Marcelo Cunha Medeiros, Alvaro Veiga
core  

Solvent‐free thallium(I) tetrakis[3,5‐bis(trifluoromethyl)phenyl]borate: crystal structure, supramolecular interactions and anisotropic thermal expansion

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, Lena Schröck, E. Eja Petersen, Romy L. Ettlinger, Alexander Pöthig   +4 more
wiley   +1 more source

Contagion and Spillover Effects of the Chinese Housing Crisis on the China‐Focused ETFs Trading in the United States

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, Spyros Papathanasiou, Drosos Koutsokostas   +2 more
wiley   +1 more source

Measuring the time‐varying market efficiency in the prewar and wartime Japanese stock market, 1924–1943

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