Novel Flavonoid Derivatives Show Potent Efficacy in Human Lymphoma Models. [PDF]
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AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]
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La previsione della volatilità nel settore energetico: confronto tra modelli GAS, GARCH e GJR
Questa relazione confronta la capacità dei modelli GAS, GARCH e GJR di prevedere la volatilità dei rendimenti di due beni appartenenti al settore energetico, cioè il petrolio greggio e il gas naturale. Si utilizzano quattro diversi strumenti per valutare l'abilità previsiva fuori campione: RMSE, WR, test Diebold Mariano e CSSFED. Nelle previsioni a
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Novel molecular imaging approaches in oncology: towards a more accurate estimation of tumour response. [PDF]
Sharkey AR, Pervez A, Cook GJR.
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Improving Financial Volatility Modeling Using neutrosophic Logic and Applying the GJR-GARCH Model
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The clinical and financial impact of new-onset atrial fibrillation after coronary bypass grafting: From indexed procedure to long-term follow-up. [PDF]
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Combined cellular and biochemical profiling of Bruton's tyrosine kinase inhibitor nemtabrutinib reveals potential application in MAPK-driven cancers. [PDF]
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Polaritonic Control of Blackbody Infrared Radiative Dissociation. [PDF]
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A new GJR‐GARCH model for ℤ‐valued time series
Journal of Time Series Analysis, 2021The Glosten–Jagannathan–Runkle GARCH (GJR‐GARCH) model is popular in accounting for asymmetric responses in the volatility in the analysis of continuous‐valued financial time series, but asymmetric responses in the volatility are also observed in time series of counts or ‐valued time series, such as the daily number of stock transactions or the daily ...
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