Results 71 to 80 of about 478,402 (291)
Journal of Forecasting, EarlyView.ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková +4 more
wiley +1 more source
Expected Shortfall is jointly elicitable with Value at Risk - Implications for backtesting
, 2015 In this note, we comment on the relevance of elicitability for backtesting risk measure estimates. In particular, we propose the use of Diebold-Mariano tests, and show how they can be implemented for Expected Shortfall (ES), based on the recent result of
Fissler, Tobias +2 more
core
The Impact of Uncertainty on Forecasting the US Economy
Journal of Forecasting, EarlyView.ABSTRACT This paper examines the predictive value of uncertainty measures for key macroeconomic indicators across multiple forecast horizons. We evaluate how different uncertainty proxies—economic policy uncertainty (EPU), VIX, geopolitical risk, and measures of macroeconomic and financial uncertainty—enhance forecast accuracy for industrial production,
Angelica Ghiselli
wiley +1 more source
Asclepio: Revista de Historia de la Medicina y de la Ciencia, 2006 El artículo aporta información sobre la formación de Mariano de la Paz Graells en Barcelona, antes de ocupar la cátedra de zoología del Gabinete de Historia Natural de Madrid.
Santiago Aragón
doaj +1 more source
Journal of Forecasting, EarlyView.ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
wiley +1 more source
Diversitas JournalEarly childhood education, particularly in daycare settings in the Philippines, plays a pivotal role in shaping the foundation of a child's lifelong learning.
Irish lores +4 more
doaj +1 more source
Induced gravity and entanglement entropy of 2D black holes
, 2007 Using the fact that 2D Newton constant is wholly induced by a conformal field theory, we derive a formula for the entanglement entropy of the anti-de Sitter black hole in two spacetime dimensions.
Cadoni, Mariano
core
Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach
Journal of Forecasting, EarlyView.ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant +2 more
wiley +1 more source
One’s Workplace, Other’s Home? Work and Health of Domestic Workers in Argentina
Annals of Global Health, 2018 Background: Domestic workers around the world work and eventually live in private homes where control of working conditions is difficult. Objective: The aim of this study was to compare working conditions and its impact on general and mental health in ...
María Fernanda Bauleo +2 more
doaj +1 more source
Half-quadratic transportation problems
, 2017 We present a primal--dual memory efficient algorithm for solving a relaxed version of the general transportation problem. Our approach approximates the original cost function with a differentiable one that is solved as a sequence of weighted quadratic ...
Rivera, Mariano
core