Results 61 to 70 of about 142 (139)

Retinol, Carotenoid, and Tocopherol Intake and Status, and the Risk of Islet Autoimmunity and Type 1 Diabetes: The Environmental Determinants of Diabetes in the Young Study

Diabetes/Metabolism Research and Reviews, Volume 42, Issue 5, July 2026.
ABSTRACT Aims To study the associations of dietary intake of A and E vitamins, as well as plasma retinols, carotenoids, and tocopherols in relation to development of islet autoimmunity and progression to T1D. Materials and Methods The Environmental Determinants of Diabetes in the Young (TEDDY) Study followed 7659 newborns with genetic susceptibility to
Leena Hakola, Joanna L. Clasen, Ulla Uusitalo, Carin Andrén Aronsson, Sandra Hummel, Markus Mattila, Sari Niinistö, Jorma Toppari, Anette‐G. Ziegler, William A. Hagopian, Beena Akolkar, Marian J. Rewers, Richard A. McIndoe, Åke Lernmark, Jeffrey P. Krischer, Jill M. Norris, Iris Erlund, Suvi M. Virtanen, the TEDDY Study Group   +18 more
wiley   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, Volume 45, Issue 4, Page 1579-1600, July 2026.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Time Integrals Under the Black–Scholes–Merton and Margrabe Economies

Journal of Futures Markets, Volume 46, Issue 7, Page 1256-1274, July 2026.
ABSTRACT The problem of integrating the Black, Scholes, and Merton (BSM) formula with respect to the time variable is paramount for an economist. Inspired by the real options literature, Shackleton and Wojakowski offer analytic formulae for valuing finite maturity (profit) caps and floors that are contingent on continuous flows following a lognormal ...
José Carlos Dias, Mark B. Shackleton, Fernando Correia da Silva, Rafał M. Wojakowski   +3 more
wiley   +1 more source

Adaptive CUSUM Chart for Simultaneous Monitoring of Mean and Variance

Quality and Reliability Engineering International, Volume 42, Issue 5, Page 2150-2164, July 2026.
ABSTRACT Simultaneously monitoring changes in both the mean and variance is a fundamental problem in statistical process control, and numerous methods have been developed to address it. However, many existing approaches face notable limitations: Some rely on tuning parameters that can significantly affect performance; others are biased toward detecting
Gokul Parakulum, Jun Li
wiley   +1 more source

What Are Asset Price Bubbles? A Survey on Definitions of Financial Bubbles

Journal of Economic Surveys, Volume 40, Issue 3, Page 1572-1592, July 2026.
ABSTRACT Financial bubbles and crashes have repeatedly caused economic turmoil notably but not just during the 2008 financial crisis. However, both in the popular press as well as scientific publications, the meaning of bubble is sometimes unspecified.
Michael Heinrich Baumann, Anja Janischewski   +1 more
wiley   +1 more source

Time‐Varying Dispersion Integer‐Valued GARCH Models

Journal of Time Series Analysis, Volume 47, Issue 4, Page 839-853, July 2026.
ABSTRACT We introduce a general class of INteger‐valued Generalized AutoRegressive Conditionally Heteroscedastic (INGARCH) processes by allowing simultaneously time‐varying mean and dispersion parameters. We call such models time‐varying dispersion INGARCH (tv‐DINGARCH) models.
Wagner Barreto‐Souza, Luiza S. C. Piancastelli, Konstantinos Fokianos, Hernando Ombao   +3 more
wiley   +1 more source

On a generalization of martingales due to Blake [PDF]

Pacific Journal of Mathematics, 1973
openaire   +3 more sources

Perpetual Futures Pricing

Mathematical Finance, Volume 36, Issue 3, Page 481-499, July 2026.
ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer, Julien Hugonnier, Urban Jermann   +2 more
wiley   +1 more source

A GENERALIZATION OF CONVEXITY, AND MARTINGALES IN LINEAR SPACES [PDF]

Proceedings of the National Academy of Sciences, 1965
openaire   +3 more sources

Endogenous Distress Contagion in a Dynamic Interbank Model: How Possible Future Losses May Spell Doom Today

Mathematical Finance, Volume 36, Issue 3, Page 595-619, July 2026.
ABSTRACT We introduce a dynamic and stochastic interbank model with an endogenous notion of distress contagion, arising from rational worries about future defaults and ensuing losses. This entails a mark‐to‐market valuation adjustment for interbank claims, leading to a forward‐backward approach to the equilibrium dynamics whereby future default ...
Zachary Feinstein, Andreas Søjmark
wiley   +1 more source