Results 61 to 70 of about 1,347 (161)

Study on Financial Market Risk Measurement Based on GJR-GARCH and FHS [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 one kind of Chinese stock index--- Shanghai Composite Index and the series of independent and identically distribution standardized residuals is formed from the filtered model residuals and conditional volatilities from the return series with an GJR-GARCH ...
openaire   +1 more source

Climate Change Projections for the Southwest Pacific Ocean Using Coupled Model Intercomparison Project (CMIP) Phase 5 and 6 Models: Implications for Physics, Biogeochemistry, Ecosystems, and Fisheries

New Zealand Journal of Marine and Freshwater Research, Volume 60, Issue 1, March 2026.
This article analyses future projections of ocean properties for a region of the south‐west Pacific Ocean encompassing the New Zealand Exclusive Economic Zone under different climate change emission scenarios. Projections are updated and expanded from previous assessments using a “best” ensemble comprising both CMIP5 and CMIP6 earth system models.
Graham J. Rickard, Cliff S. Law, Matthew H. Pinkerton   +2 more
wiley   +1 more source

First‐Principles Study of Edge and Pore Stability in O‐Terminated Titanium Carbide MXenes

Small Structures, Volume 7, Issue 3, March 2026.
This study shows how in‐plane pores shape the structure and electronics of Ti3C2O2 MXenes. Oxygen coordination stabilises edges and pore walls, while larger pores mimic edge chemistry without losing metallic behaviour. Undercoordinated sites attract chemical terminations, offering a clear design principle for creating stable, reactive, and conductive ...
José D. Gouveia, José R. B. Gomes
wiley   +1 more source

Long‐Term Habitat Use Patterns of Ray Assemblages in Coastal and Inshore Waters of the Eastern Gulf of Mexico

Marine Ecology, Volume 47, Issue 2, March/April 2026.
ABSTRACT Rays are common marine mesopredators that use coastal and estuarine habitats during multiple life history stages for critical functions. They are long‐lived, late to mature, and have low reproductive output, making them vulnerable to and slow to recover from population threats such as overfishing and habitat loss.
Julian R. Gatch, Matthew E. Kimball, Robert P. Dunn, Alan Moore, Lina Vanesa Garzón‐Peña, Angelica Barrera‐García   +5 more
wiley   +1 more source

Outcome and Toxicity Profile of Stereotactic Body Radiation Therapy for Adrenal Tumours in Dogs

Veterinary and Comparative Oncology, Volume 24, Issue 1, Page 150-159, March 2026.
ABSTRACT Stereotactic body radiation therapy (SBRT) has become a non‐invasive alternative option for canine adrenal tumours with high surgical risks; however, its clinical benefits and risks are still to be fully understood. The goal of this multi‐institutional retrospective study was to describe the clinical outcome and safety of SBRT for the ...
Lily Thorsen, Kimberley Law, Jillian Walz, Valerie Morales Coll, Ada Naramor, Charles Maitz, Lyndsay Kubicek, Zebulon Thorsen, Jishnu Rao Gutti, Marilia Takada   +9 more
wiley   +1 more source

Outcomes from an intervention study implementing fee‐free culture and susceptibility urine testing in dogs and cats

Veterinary Record, Volume 198, Issue 5, Page e201-e208, 28 February/7 March 2026.
Abstract Background Urine culture and susceptibility (C&S) testing is important to confirm the presence of infection and aid in antimicrobial selection to ensure that the most appropriate drug is used. Veterinarians often cite the cost of C&S as a prohibitive factor limiting its uptake.
Amy W. Hii, James R. Gilkerson, Kirsten E. Bailey, Ri Scarborough, Anna E. Sri, Magdoline Awad, Lynsey Etheridge, Laura Y. Hardefeldt   +7 more
wiley   +1 more source

Forecasting Malaysian gold using a hybrid of ARIMA and GJR-GARCH models

Applied Mathematical Sciences, 2015
An effective way to improve forecast accuracy is to use a hybrid model. This paper proposes a hybrid model of linear autoregressive moving average (ARIMA) and non-linear GJR-GARCH model also known as TARCH in modeling and forecasting Malaysian gold.
Ahmad, Maizah Hura, Pung, Yean Ping, Yaziz, Siti Roslindar, Miswan, Nor Hamizah   +3 more
openaire   +2 more sources

Modelling and forecasting of Nigeria stock market volatility

Future Business Journal
This study models and forecasts the volatility of the Nigerian Stock Exchange (NSE) using advanced econometric techniques, focusing on examining the asymmetric volatility and the leverage effect. Daily data from the NSE All Share Index spanning from 30th
Olufemi Samuel Adegboyo, Kiran Sarwar
doaj   +1 more source

Contagion between Islamic and Conventional Banking: A GJR DCC-GARCH and VAR Analysis

International Business Research, 2016
<p>This study aims testing the presence of contagion through Islamic and conventional banking systems during the subprime crisis. Specifically, we examine how far a shock striking conventional or Islamic banks is exported from one group to another or remain limited.
Mohamed Amin Chakroun, Mohamed Imen Gallali   +1 more
openaire   +1 more source

Risk measurement of global stock markets: a factor copula-based GJR-GARCH approach

Journal of Physics: Conference Series, 2019
AbstractFinancial crisis in 2008 caused huge loss and one of the accusations is the misprediction of risk measurement. Considering the important role the stock markets play, and the trend of globalization in economy, we propose forecasting Value at Risk of G20’s (except European Union) stock indexes in three periods, pre-crisis, during crisis and post ...
Quanrui Song, Jianxu Liu, Songsak Sriboonchitta   +2 more
openaire   +1 more source