Results 31 to 40 of about 11,660 (201)
Time Series Analysis Using Wavelets And Gjr-Garch Models
, 2012 Publication in the conference proceedings of EUSIPCO, Bucharest, Romania ...
Borda, Monica +2 more
openaire +1 more source
Locally Adaptive Nonparametric Binary Regression [PDF]
, 2007 A nonparametric and locally adaptive Bayesian estimator is proposed for estimating a binary regression. Flexibility is obtained by modeling the binary regression as a mixture of probit regressions with the argument of each probit regression having a thin
Cottet, Remy +4 more
core +2 more sources
COVID-19 Pandemic and Volatility Persistence of the Nigerian Crude Oil Price
Journal of Applied Sciences and Environmental Management, 2022 Impacts of COVID-19 pandemic on the global economy cannot be overemphasized, especially with Nigeria, which largely depends on crude oil as a major source of her revenue.
T. K. Samson, M. A. Raheem
doaj +1 more source
Nucleon structure functions in noncommutative space-time
, 2016 In the context of noncommutative space-time, we investigate the nucleon structure functions which plays an important role to identify the internal structure of nucleons.
Mirjalili, Abolfazl +2 more
core +1 more source
The Retention Dilemma in Academic Dentistry: Navigating Challenges, Cultivating Solutions
Journal of Dental Education, EarlyView.ABSTRACT The shortage of dental faculty in US dental schools has emerged as a critical concern, undermining institutions' ability to sustain optimal faculty‐to‐student ratios and ensure educational excellence. This paper synthesizes national workforce data, institutional climate surveys, and recent literature to examine multifactorial barriers to ...
Salwa Mekled +3 more
wiley +1 more source
International Journal of Financial Studies, 2022 Over the past years, cryptocurrencies have drawn substantial attention from the media while attracting many investors. Since then, cryptocurrency prices have experienced high fluctuations. In this paper, we forecast the high-frequency 1 min volatility of
Apostolos Ampountolas
doaj +1 more source
Magnetic Resonance in Medicine, EarlyView.ABSTRACT Purpose To simultaneously measure skeletal muscle energetics and blood flow (BF) before, during, and after dynamic plantar flexion exercise (PFE). Methods Non‐localized pulse‐acquire phosphorus‐31 magnetic resonance spectroscopy (31P MRS) and phase contrast flow magnetic resonance imaging (1H MRI) using golden‐angle rotated spiral readouts ...
T. Jake Samuel +6 more
wiley +1 more source
Empirical Research on VAR Model Based on GJR-GARCH, EVT and Copula [PDF]
Science Journal of Applied Mathematics and Statistics, 2015 In this paper, we establish GJR-GARCH models to extract the residuals of logarithmic returns of two index--- New York stock exchange composite index (NYA) and NASDAQ. and estimate the distribution function of the residuals utilizing Gaussian kernel method and Extreme Value Theory.
openaire +1 more source
Magnetic Resonance in Medicine, EarlyView.ABSTRACT Purpose To evaluate the extent to which the appearance of HOD in the brain following systemic administration of a deuterated substrate is due to local brain metabolism versus body metabolism. Methods [6,6‐2H2]glucose, which is transported across the blood‐brain barrier (BBB), and [6,6‐2H2]fructose (Fruc), which does not cross the BBB, were ...
Joseph J. H. Ackerman +5 more
wiley +1 more source
Testing and Predicting Volatility Spillover—A Multivariate GJR-GARCH Approach
Theoretical Economics Letters, 2019 This paper proposes a multivariate VAR-BEKK-GJR-GARCH volatility model to assess the dynamic interdependence among stock, bond and money market returns and volatility of returns. The proposed model allows for market interaction which provides useful information for pricing securities, measuring value-at-risk (VaR), and asset allocation and ...
Hira Aftab +3 more
openaire +2 more sources