Results 111 to 120 of about 231 (170)
A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting
ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley +1 more source
Shape of Yield Curves Under Instrument‐Based Parallel Shifts
ABSTRACT This paper studies the shape of zero and par yield curves through the carry and convexity of zero‐bond and par–swap butterflies under instrument‐based parallel shifts: the component instruments are held fixed, and each instrument's own quote receives the same additive shock.
Jian Sun
wiley +1 more source
Robust causal inference for point exposures with missing confounders. [PDF]
Levis AW +3 more
europepmc +1 more source
Targeted interventions addressing socioeconomic inequalities and health service disparities are essential for mitigating future epilepsy burdens, especially in low‐resource settings. ABSTRACT Background Epilepsy is a common neurological disorder imposing significant global health burdens. A comprehensive understanding of its temporal and spatial trends
Du Cai +14 more
wiley +1 more source
Optimal Control of Underdamped Systems: An Analytic Approach. [PDF]
Sanders J +2 more
europepmc +1 more source
New Medical Schools, Access to Physicians, and Health Outcomes: Evidence From Japan
ABSTRACT We analyse the impact of the construction of medical schools and associated university hospitals in Japan during the 1970s, which was primarily driven by ‘One Prefecture, One Medical School Policy’ (OPOMS). We find that the number of physicians increased significantly in prefectures where a medical school was built, and this effect persisted ...
Kisho Hoshi
wiley +1 more source
Limiting Absorption Principles and Linear Inviscid Damping in the Euler-Boussinesq System in the Periodic Channel. [PDF]
Coti Zelati M, Nualart M.
europepmc +1 more source
Caring Flexibly? Working Conditions and the Supply of Adult Care
ABSTRACT Although flexible employment policies can help employed individuals balance caregiving and paid work, limited evidence has been devoted to examining the effect of working flexibly on the supply of care to older adults. In this paper, we study the impact of flexible working conditions on the supply of informal adult care and mental health.
Joan Costa‐Font, Wanying Wang
wiley +1 more source
Intrusion of quantum crystallography into classical lands. [PDF]
Yu S, Gillet JM.
europepmc +1 more source

