Results 31 to 40 of about 150,423 (266)

Estimation of the Continuous and Discontinuous Leverage Effects [PDF]

SSRN Electronic Journal, 2014
This article examines the leverage effect, or the generally negative covariation between asset returns and their changes in volatility, under a general setup that allows the log-price and volatility processes to be Itô semimartingales. We decompose the leverage effect into continuous and discontinuous parts and develop statistical methods to estimate ...
Aït-Sahalia, Y., Fan, J., Laeven, R.J.A., Wang, C.D., Yang, X.   +4 more
openaire   +5 more sources

A Low Price Correction for Improved Volatility Estimation and Forecasting

Risks, 2017
In this work, we focus on volatility estimation which plays a crucial role in risk analysis and management. In order to improve value at risk (VaR) forecasts, we discuss the concept of low price effect and introduce the low price correction which does ...
George-Jason Siouris, Alex Karagrigoriou
doaj   +1 more source

Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [PDF]

تحقیقات مالی, 2013
In this thesis we predict asymmetric risk premium in bothvalue and growth stock portfolios. There are two competingapproaches to explain value premium: Market Over-reactionHypothesis based on which agents overstate future returns on growthstock, and ...
Mohamadreza Pourebrahimi, Ahmad Pouyanfar, Seyed Mohsen Mousavi   +2 more
doaj   +1 more source

Impact of Radiation Therapy on Physical and Psychosocial Health of Adolescents and Young Adults: A Joint Report From the Children's Oncology Group AYA and Radiation Oncology Committees

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Rates of cancer among adolescents and young adults (AYA), age 15–39 years, are increasing. Consequently, radiation oncologists are treating more AYAs who have diagnoses spanning both pediatric and adult practices. Compared to pediatric and older adult patients, AYAs face a unique set of challenges.
Hesham Elhalawani, Rachel K. Peterson, Avani D. Rao, Laurie J. McKenzie, Ahmed Magdy Elmotayam, Leslie Chang, Michael Roth, Susan L. McGovern   +7 more
wiley   +1 more source

Analysis of Influencing Mechanism of Subgrade Frost Heave on Vehicle-Track Dynamic System

Applied Sciences, 2020
Uneven subgrade frost heave has been a severe problem for the operation of high-speed railways in cold regions. In order to reveal the influencing mechanism of frost heave on the vehicle-track system, a novel FEM (finite element method) model based on an
Liang Gao, Wenqiang Zhao, Bowen Hou, Yanglong Zhong   +3 more
doaj   +1 more source

Pediatric Idiopathic Multicentric Castleman Disease Is Often Severe But Responsive to Siltuximab

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Idiopathic multicentric Castleman disease (iMCD) is a potentially fatal immunologic disorder marked by widespread lymphadenopathy and inflammation. Siltuximab, an interleukin‐6 (IL‐6) inhibitor, is the only FDA‐approved treatment for adult patients with iMCD.
Bridget Austin, Sheila K. Pierson, Kelley C. Dacus, Mateo Sarmiento Bustamante, Saishravan Shyamsundar, Larissa Borys, Kayla McHugh, Abiola Irvine, Yoojin Jo, Adam Bagg, Mary Jo Lechowicz, Daisy Alapat, Amy Chadburn, Megan S. Lim, Gordan Srkalovic, Frits van Rhee, David C. Fajgenbaum, Joshua D. Brandstadter   +17 more
wiley   +1 more source

Les friches militaires, une opportunité pour la reconversion urbaine de petites villes de montagne ?

Revue de Géographie Alpine, 2019
In a frame of limited land resources, mountain territories need to consider the reconversion of wastelands that have lost their functionality as potential source of attractiveness and dynamism.In a context of sustainable development that is also ...
Stéphanie Lotz-Coll
doaj   +1 more source

Parents of Youth With Cancer Report on Their Psychosocial Care: iSTEPPP Survey Finds Alignment and Gaps With Standards

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background The Standards for Psychosocial Care for Children with Cancer and Their Families guide the provision of comprehensive psychosocial care. Parallel to research characterizing implementation of the Standards from the perspective of providers, this study examines implementation of the Standards from the perspective of parents of youth ...
Emily M. Pariseau, Kimberly Buff, Michele A. Scialla, Kimberly S. Canter, Lori Wiener, Victoria Sardi‐Brown, Julia B. Tager, Kamyar Arasteh, Anne E. Kazak   +8 more
wiley   +1 more source

Can leverage effect coexist with value effect?

IIMB Management Review, 2020
In this paper, we evaluate the cross sectional relationship between firm characteristics, financial leverage, and stock returns for the Indian stock market.
Moinak Maiti, A. Balakrishnan
doaj   +3 more sources

“We Cannot Talk as a Family”: Complexities of Survivorship Communication Among Hispanic/Latino Young Adult Survivors of Childhood Cancer, Parents, and Clinicians

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Young adult childhood cancer survivors (YA‐CCS) have an increased risk of treatment‐related health complications throughout their lives. Lifelong survivorship care is recommended, yet many YA‐CCS experience disruptions in care during pediatric‐to‐adult transitions and do not receive recommended survivorship care.
Kevin Shanchen Pu, Nicole Fernández‐Viña, Briana C. Martin‐Villa, Daniela Ramirez, Rebecca M. Lewinsohn, Mary Smith, Heidi Boynton, Lidia Schapira, Stephanie M. Smith   +8 more
wiley   +1 more source