Results 51 to 60 of about 1,347 (161)
Longitudinal plasma interleukin‐6 and post‐stroke cognitive outcomes: The Stroke‐IMPaCT study
Alzheimer's &Dementia, Volume 22, Issue 3, March 2026.Abstract INTRODUCTION Inflammatory factors, particularly interleukin (IL)‐6, are implicated in post‐stroke cognitive decline, yet the association with longitudinal changes in these markers remains unclear. METHODS Plasma IL‐6 and other inflammatory markers were measured within 96 hours of ischemic stroke, and at 6–9 and 18–21 months, alongside ...
Natasha S. Carmichael +11 more
wiley +1 more source
Application of Copula Models in Stock Market Analysis
InformatikaObjectives. The objective of the study is to use copula models to analyze shares of the Russian stock market and describe changes in the relationship between the shares before and during the coronavirus infection (COVID-19).Methods.
A. M. Kendys, M. M. Troush
doaj +1 more source
Business Strategy and the Environment, Volume 35, Issue 3, Page 3561-3606, March 2026.ABSTRACT Investors have long recognized the importance of firms in promoting sustainability, leading to the rise of socially responsible investment (SRI). Specifically, there is a growing preference for exchange‐traded funds (ETFs) that prioritize environmental, social, and governance (ESG) principles.
Sandra Tenorio‐Salgueiro +3 more
wiley +1 more source
Analysis of Investor Sentiment Impact in Indonesia Composite Stock Price Index Return Volatility
Indonesian Journal of Business and Entrepreneurship, 2018 The Composite Stock Price Index (IHSG) is an index used as an indicator of stock price movements on Indonesia Stock Exchange and reference of capital market activities.
Rum Puspita Widhiarti +2 more
doaj +1 more source
Research on Portfolio Risk Prediction Based on Copula-GJR-Skewt Model [PDF]
Advances in Social Science, Education and Humanities Research, 2015 For risk prediction of diversified investment portfolio, we use the thick tail and the biased characteristics of GJR-Skewt model to depict a single asset and using Copula model to depict a diversified investment portfolio non-linear correlation structure, simulating the random distribution of financial assets with Monte Carlo method and combining with ...
openaire +1 more source
Early‐Stage Entrepreneurial Creativity: A Qualitative Study
Canadian Journal of Administrative Sciences / Revue Canadienne des Sciences de l'Administration, Volume 43, Issue 1, March 2026.ABSTRACT The creative process has long sparked debate over which types of relationships fuel it most effectively. Taking an interpretive interactionist perspective, we carry out a qualitative study of 30 technology entrepreneurs and 11 members of their “inner circle,” uncovering how friends and family serve a critical role in the creative process ...
Jessica Ruth Lenore Good
wiley +1 more source
Forecasting Performance of Asymmetric GARCH Stock Market Volatility Models
East Asian Economic Review, 2009 We investigate the asymmetry between positive and negative returns in their effect on conditional variance of the stock market index and incorporate the characteristics to form an out-of-sample volatility forecast.
Hojin Lee
doaj +1 more source
Forecasting Carbon Prices: A Literature Review
Journal of Forecasting, Volume 45, Issue 2, Page 496-529, March 2026.ABSTRACT Carbon emissions trading is utilized by a growing number of states as a significant tool for addressing greenhouse gas emissions (GHG), global warming problem and the climate crisis. Accurate forecasting of carbon prices is essential for effective policy design and investment strategies in climate change mitigation.
Konstantinos Bisiotis +2 more
wiley +1 more source
Versatile and Highly Efficient MRI Simulation of Arbitrary Motion in KomaMRI
Magnetic Resonance in Medicine, Volume 95, Issue 3, Page 1791-1803, March 2026.ABSTRACT Purpose To extend the KomaMRI simulator with motion capabilities that enable the simulation of both simple, parametrizable motion patterns and arbitrarily complex spin trajectories. Additionally, we introduce a novel file format for storing and sharing dynamic digital phantoms.
Pablo Villacorta‐Aylagas +7 more
wiley +1 more source
Estimation of tail thickness parameters from GJR-GARCH models [PDF]
, 2009 We propose a method of estimating the Pareto tail thickness parameter of the unconditional distribution of a financial time series by exploiting the implications of a GJR-GARCH volatility model. The method is based on some recent work on the extremes of GARCH-type processes and extends the method proposed by Berkes, Horváth and Kokoszka (2003). We show
Linton, Oliver, Iglesias, Emma M.
openaire +1 more source