Results 71 to 80 of about 3,197 (255)

Weather Attention in Online Discourse and Price Uncertainty in Agricultural Futures Markets

Agribusiness, EarlyView.
ABSTRACT Weather is a central determinant of production risk in agricultural markets, but markets respond not only to weather conditions themselves, but also to how those conditions are noticed, framed, and interpreted in public discourse. In this setting, real‐time online weather discussions may shape price uncertainty by influencing how market ...
Mario A. Ortez, Olga Isengildina Massa, Michael Liam Smith, Nicole Olynk Widmar   +3 more
wiley   +1 more source

GARCH-Type Models on the Volatility of Indonesian Cocoa’s Spot Price Returns

Jurnal Manajemen dan Wirausaha, 2011
Cocoa plays an important role in generating Indonesian foreign exchange revenues since it is one of Indonesia’s primary commodity exports. Meanwhile, as part of plantation commodity, cocoa’s price also has volatility nature.
Saarce Elsye Hatane
doaj  

Thermally Drawn Bioelectric Catheters: Enabling Proprioceptive Endovascular Navigation

Advanced Intelligent Systems, EarlyView.
This work introduces a novel bioelectric navigation system eliminates the need for harmful fluoroscopy during endovascular surgeries. A bespoke 16‐electrode catheter is fabricated using rapid thermal drawing and laser micro‐machining. Paired with a real‐time tracking algorithm fusing vascular geometry detection and distance estimation, this technology ...
Alex Ranne, Heiko Maier, Jinshi Zhao, Songli Moey, Ayhan Aktas, Manik Chana, Burak Temelkuran, Nassir Navab, Ferdinando Rodriguez y Baena   +8 more
wiley   +1 more source

Threshold Network GARCH Model

Journal of Time Series Analysis
Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model and its variations have been widely adopted in the study of financial volatilities, while the extension of GARCH‐type models to high‐dimensional data is always difficult because of over‐parameterization and computational complexity. In this article, we propose a multi‐variate GARCH‐
Pan, Yue, Pan, Jiazhu
openaire   +4 more sources

An Introduction to Univariate GARCH Models [PDF]

, 2009
This paper contains a survey of univariate models of conditional heteroskedasticity. The classical ARCH model is mentioned, and various extensions of the standard Generalized ARCH model are highlighted. This includes the Exponential GARCH model. Stochastic volatility models remain outside this review.
openaire   +2 more sources

Investigation of Stray‐Light Patterns in the eROSITA X‐Ray Cameras

Astronomische Nachrichten, EarlyView.
ABSTRACT eROSITA (extended ROentgen Survey with an Imaging Telescope Array) is the soft X‐ray instrument aboard the Spectrum‐Roentgen‐Gamma (SRG) mission, developed under the responsibility of the Max Planck Institute for Extraterrestrial Physics (MPE).
Veronika Stieglitz, Peter Friedrich, Susanne Friedrich, Konrad Dennerl, Michael Freyberg   +4 more
wiley   +1 more source

Modelling South African Macroeconomic and Financial Time Series: A Comparative Analysis of Vector Autoregressive Moving Average and Asymmetric Generalised Autoregressive Conditional Heteroskedasticity Frameworks

Mathematics
This study examines the modelling and forecasting of South African macroeconomic and financial time series using a comparative framework based on Vector Autoregressive (VAR), Vector Autoregressive Moving Average (VARMA), and GARCH-type models.
Thatoyaone Johannes Modise, Johannes Tshepiso Tsoku, Tshegofatso Botlhoko   +2 more
doaj   +1 more source

Scalable Separation and Purification of M13‐Bacteriophage‐Derived Particles Containing Artificial Single‐Stranded DNA Produced by Escherichia coli

Biotechnology and Bioengineering, EarlyView.
ABSTRACT Single‐stranded DNA (ssDNA) solutions are promising innovations shaping the future of genetic research and medical therapies. In principle, biotechnological mass production of ssDNA can be achieved using Escherichia coli in a high‐cell density fed‐batch process by secreting phagemid particles derived from the filamentous M13 bacteriophages ...
Nathalie Hafner, Wiebke Winkler, Maximilian N. Honemann, Hendrik Dietz, Dirk Weuster‐Botz   +4 more
wiley   +1 more source

Do Commodity Prices and Energy Markets Drive Asymmetric Volatility in Biodiversity Finance?

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines symmetric and asymmetric volatility spillovers among biodiversity finance, commodity prices, and energy markets using daily data from 2019 to 2025. We apply the Diebold–Yilmaz time–domain connectedness model, Baruník–Křehlík frequency–domain decomposition, and an asymmetric spillover framework.
Ijaz Younis, Maqsood Ahmad, Himani Gupta, Kun Su, Waheed Ullah Shah   +4 more
wiley   +1 more source

M-ESTIMATION IN GARCH MODELS [PDF]

Econometric Theory, 2008
This paper derives asymptotic normality of a class ofM-estimators in the generalized autoregressive conditional heteroskedastic (GARCH) model. The class of estimators includes least absolute deviation and Huber's estimator in addition to the well-known quasi maximum likelihood estimator.
openaire   +1 more source