Results 191 to 200 of about 6,609,770 (304)

Bayesian Multivariate Two‐Stage Volatility‐Return Models (MTS‐VR)

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper develops a class of models to capture the joint dynamics of asset returns and multivariate volatility. Owing to its two‐stage construction, this class is referred to as the multivariate two‐stage volatility‐return (MTS‐VR) model.
Zhenglyu Huang   +2 more
wiley   +1 more source

How Is FinTech Shaping Household Portfolio Behaviour?

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines how FinTech adoption influences household portfolio allocation across major advanced economies. Using a flow‐of‐funds framework and the Almost Ideal Demand System (AIDS), we model household demand for currency, deposits, loans, debt securities, and equity in the United States, United Kingdom, Euro Area, Japan and Australia.
Victor Murinde, Athina Petropoulou
wiley   +1 more source

Canonicalizing Zeta Generators: Genus Zero and Genus One. [PDF]

open access: yesCommun Math Phys
Dorigoni D   +7 more
europepmc   +1 more source

Economies of Scale to Consumption in Collective Households

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT Browning et al. (2013) model collective‐household economies of scale in goods consumption by having each good be partly shared, instead of each good being public or private. We modify their model to achieve simple point identification and estimation of the economies of scale of consumption of each good, and we provide a new index of household ...
Hsin‐Yuan Hsieh   +2 more
wiley   +1 more source

<i>N</i> =1 Super Virasoro Tensor Categories. [PDF]

open access: yesCommun Math Phys
Creutzig T   +3 more
europepmc   +1 more source

Catalan Bounds for Symmetric Strength‐Two Orthogonal Arrays

open access: yesJournal of Combinatorial Designs, EarlyView.
ABSTRACT A Hamming shell construction is a two‐level array obtained by taking every binary vector of a given Hamming weight a prescribed number of times, for each weight in turn. Such arrays are invariant under all permutations of the factors, and they are strength‐two orthogonal arrays exactly when the multiplicities satisfy three linear constraints ...
Ruwan C. Karunanayaka
wiley   +1 more source

Periodontal disease, biomarkers of ADRD risk, and cognitive functioning

open access: yesJournal of Periodontology, EarlyView.
Abstract Background Periodontitis is a hypothesized risk factor for cognitive impairment. Many prior studies lack information on biological markers of Alzheimer's disease and related dementias (ADRD) risk or genetic risk markers. We assessed the association between periodontitis, biological markers of ADRD risk, and cognitive test performance with ...
John Robert Warren   +7 more
wiley   +1 more source

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