Results 71 to 80 of about 755,651 (259)

Loss‐Aware Forecast Construction for Realized Variance

Journal of Forecasting, EarlyView.
ABSTRACT Forecasts of realized variance are commonly constructed from models of log‐realized variance and then transformed back to the original scale. However, the resulting forecasts are often evaluated using loss functions defined in relative rather than absolute terms, creating a potential mismatch between forecast construction and forecast ...
Nick Taylor
wiley   +1 more source

Generalized Jensen and Jensen–Mercer inequalities for strongly convex functions with applications

Journal of Inequalities and Applications
Strongly convex functions as a subclass of convex functions, still equipped with stronger properties, are employed through several generalizations and improvements of the Jensen inequality and the Jensen–Mercer inequality.
Slavica Ivelić Bradanović, Neda Lovričević   +1 more
doaj   +1 more source

Shape of Yield Curves Under Instrument‐Based Parallel Shifts

Journal of Futures Markets, EarlyView.
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

Beyond political risk: Toward a holistic understanding of multinational enterprise resilience in the era of cascading crises

Global Strategy Journal, EarlyView.
Abstract Research Summary This article develops a conceptual framework for understanding multinational enterprise (MNE) resilience in the era of cascading crises. We define resilience as the MNE's capacity to absorb disruption, maintain or restore functioning, and reconfigure operations as conditions shift.
Gerard George, Chang Hoon Oh
wiley   +1 more source

Refinement of the Jensen integral inequality

Open Mathematics, 2016
In this paper we give a refinement of Jensen’s integral inequality and its generalization for linear functionals. We also present some applications in Information Theory.
Sever Dragomir Silvestru, Adil Khan Muhammad, Abathun Addisalem   +2 more
doaj   +1 more source

Waiting Time Prioritisation for Public and Private Providers: Evidence From Hip Replacement Surgery

Health Economics, EarlyView.
ABSTRACT Waiting times for planned health care treatments have been increasing in England and other OECD countries. One policy to reduce the impact of waiting times on patients' health is for doctors to prioritise patients according to their health status. This study tests the extent to which publicly‐funded patients in poorer health are prioritised on
Panos Kasteridis, Luigi Siciliani, Peter Sivey   +2 more
wiley   +1 more source

Adolescents' Experiences of Social Media Content Types and Wellbeing: A Photo‐Elicitation Interview Study

Journal of Adolescence, EarlyView.
ABSTRACT Background Adolescents' experiences of social media are increasingly shaped by algorithmic recommendation systems that structure repeated exposure to diverse content types. However, research has focused predominantly on screen time, with limited attention to the diverse types of content encountered within curated feeds or how these experiences
Lizzy Winstone, James Parsonage, Cassey Muir, Amie Randhawa, Lauren Cross, Georgie MacArthur, Evangelina Asiedu‐Addo, Emma Garavini   +7 more
wiley   +1 more source

Identifying Peer Effects in Networks with Unobserved Effort and Isolated Students

Journal of Applied Econometrics, EarlyView.
ABSTRACT Peer influence on effort devoted to some activity is often studied when effort is unobserved, and the researcher instead observes an outcome that combines effort with other shocks. For instance, in education, achievement measures such as GPA reflect both effort and idiosyncratic GPA shocks.
Aristide Houndetoungan, Cristelle Kouame, Michael Vlassopoulos   +2 more
wiley   +1 more source

On convexity-like inequalities (II)

Journal of Numerical Analysis and Approximation Theory, 2003
We improve the classical Jensen inequality for convex functions by extending it to a wider class of functions. We also consider some weaker conditions for the weights occurring in this inequality.
Josip Pečarić, Sanja Varošanec
doaj   +2 more sources

Small Area Consumption Estimates Combining Survey and Financial Footprints Data

Journal of Applied Econometrics, EarlyView.
ABSTRACT We estimate average equivalised consumption measures across 370 local authority districts in Great Britain, using small‐area estimation methods that combine information from a household budget survey, a much larger survey of local demographics and employment, and area‐level information on bank account outflows and energy consumption.
Peter Levell, Lars Nesheim, Gautam Vyas
wiley   +1 more source