Results 61 to 70 of about 11,660 (201)
Analysis of Investor Sentiment Impact in Indonesia Composite Stock Price Index Return Volatility
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
Abstract Background Strategies to optimise bowel function before stoma reversal surgery (SRS) are needed to improve postoperative outcomes. Efferent bowel stimulation (EBS) prior to stoma closure has been proposed as a potential strategy to reduce postoperative ileus (POI) incidence and improve the patient's postoperative course.
Jorge Arredondo +76 more
wiley +1 more source
Forecasting Performance of Asymmetric GARCH Stock Market Volatility Models
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
Background Our aim was to update an existing model of communication ability for children with rare neurodevelopmental disorders (NDDs) by centring caregiver and family perspectives. This project is part of a larger initiative to improve the measurement of communication ability for these children in the context of clinical trials.
Christina K. Zigler +31 more
wiley +1 more source
Volatility forecasting for crude oil futures [PDF]
This paper studies the forecasting properties of linear GARCH models for closing-day futures prices on crude oil, first position, traded in the New York Mercantile Exchange from January 1995 to November 2005.
Marzo, Massimiliano, Zagaglia, Paolo
core +3 more sources
The information contents of vix index and range-based volatility on volatility forecasting performance of s&p 500 [PDF]
In this paper, we investigate the information contents of S&P 500 VIX index and range-based volatilities by comparing their benefits on the GJR-based volatility forecasting performance.
Jui-Cheng Hung
core
Higgs production cross-section in a Standard Model with four generations at the LHC
We present theoretical predictions for the Higgs boson production cross-section via gluon fusion at the LHC in a Standard Model with four generations. We include QCD corrections through NLO retaining the full dependence on the quark masses, and the NNLO ...
Aaltonen +30 more
core +1 more source
Estimation of tail thickness parameters from GJR-GARCH models [PDF]
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
Study on Financial Market Risk Measurement Based on GJR-GARCH and FHS [PDF]
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
Clinical Associations of Anti‐RNPC3 Autoantibodies in Mixed Connective Tissue Disease
Objective The RNA‐binding region‐containing protein 3 (RNPC3) protein acts as a molecular bridge, promoting U11/U12 RNP complex formation. In previous reports, patients with systemic sclerosis (SSc) with anti‐RNPC3 autoantibodies had an increased risk of interstitial lung disease (ILD), severe gastrointestinal (GI) disease, and cancer.
Darya S. Jalaledin +14 more
wiley +1 more source

