Results 161 to 170 of about 100,346 (281)

On the Existence of One‐Sided Representations for the Generalised Dynamic Factor Model

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We study the Generalised Dynamic Factor Model (GDFM) and show that the dynamic common component, that is, the common component of the GDFM, can be expressed using only current and past observations under mild assumptions. Specifically, we require (i) the dynamic common component to be purely non‐deterministic and (ii) the exclusion of ...
Philipp Gersing
wiley   +1 more source

Trends in social inequality in mortality in Denmark 1995-2019: the contribution of smoking- and alcohol-related deaths. [PDF]

open access: yesJ Epidemiol Community Health, 2023
Jensen HAR   +5 more
europepmc   +1 more source

Home Safe Home: Safety Gains Through Telework During the Covid‐19 Pandemic

open access: yesLABOUR, EarlyView.
ABSTRACT This paper exploits exogenous shifts in work organisation during the Covid‐19 pandemic to study the implications of hybrid and remote work arrangements on occupational safety. Combining accident registers and household survey microdata from Hungary, we are able to address potential selection and reporting bias, and reliably identify the ...
Bálint Menyhért, Szilárd Erhart
wiley   +1 more source

Perpetual Futures Pricing

open access: yesMathematical Finance, EarlyView.
ABSTRACT Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no‐arbitrage price of various perpetual contracts, including linear, inverse, and quantos futures in both discrete and ...
Damien Ackerer   +2 more
wiley   +1 more source

Optimal Portfolio Choice With Cross‐Impact Propagators

open access: yesMathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber   +2 more
wiley   +1 more source

Responses to the Third Lancet Commission on Investing in Health from Denmark, Germany, and Norway. [PDF]

open access: yesLancet Reg Health Eur
Alfvén T   +10 more
europepmc   +1 more source

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