Results 51 to 60 of about 68,852 (252)
Journal of Forecasting, EarlyView.ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
Realistic Representation, Dynamic Evolution and Determinants of Institutional Quality in China
International Studies of Economics, EarlyView.ABSTRACT The paper delves into the role of institutional quality in bolstering China's economic resilience post‐COVID‐19, CITIC‐Entropy. It divides institutions into basic and changeable categories, establishing an index system via the CITIC‐Entropy TOPSIS model.
Susu Wang, Qidi Zhang, Jing Fang
wiley +1 more source
Forecasting Natural Gas Prices in Real Time
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper provides a comprehensive analysis of the forecastability of the real price of natural gas in the United States at the monthly frequency considering a universe of models that differ in complexity and economic content. We find that considerable reductions in mean‐squared prediction error relative to a no‐change benchmark can be ...
Christiane Baumeister +3 more
wiley +1 more source
A Semi-Markov Modulated Interest Rate Model
, 2012 In this paper we propose a semi-Markov modulated model of interest rates. We assume that the switching process is a semi-Markov process with finite state space E and the modulated process is a diffusive process.
D'Amico, Guglielmo +2 more
core +1 more source
Journal of Experimental Zoology Part A: Ecological and Integrative Physiology, EarlyView.ABSTRACT Fungal pathogens pose a growing threat to vertebrate biodiversity. In snakes, Ophidiomyces ophidiicola (Oo) has garnered particular concern, although its impact in Europe remains poorly understood. We conducted a season‐long, standardized survey of dice snakes (Natrix tessellata) along the northern shore of Lake Como (Italy) to quantify Oo and
Matteo Riccardo Di Nicola +8 more
wiley +1 more source
Self-Optimizing and Pareto-Optimal Policies in General Environments based on Bayes-Mixtures
, 2002 The problem of making sequential decisions in unknown probabilistic environments is studied. In cycle $t$ action $y_t$ results in perception $x_t$ and reward $r_t$, where all quantities in general may depend on the complete history.
Hutter, Marcus
core +4 more sources
Desertification Risk: Bibliometric Analysis and Future Research Directions
Land Degradation &Development, EarlyView.ABSTRACT Desertification, driven by climatic and anthropogenic factors, is one of the most pressing global environmental challenges, causing significant economic, ecological, and social consequences. A bibliometric analysis was performed to identify research trends and gaps in the desertification risk topic.
Fatima‐Ezzahrae Imam +5 more
wiley +1 more source
Une Approche basée sur la Simulation pour l'Optimisation des Processus Décisionnels Semi-Markoviens Généralisés [PDF]
, 2008 Time is a crucial variable in planning and often requires special attention since it introduces a specific structure along with additional complexity, especially in the case of decision under uncertainty.
Fabiani, Patrick +3 more
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Mathematical Methods in the Applied Sciences, EarlyView.We develop a full randomization of the classical hyper‐logistic growth model by obtaining closed‐form expressions for relevant quantities of interest, such as the first probability density function of its solution, the time until a given fixed population is reached, and the population at the inflection point.
Juan Carlos Cortés +2 more
wiley +1 more source
Wide sense one-dependent processes with embedded Harris chains and their applications in inventory management [PDF]
In this paper we consider stochastic processes with an embedded Harris chain. The embedded Harris chain describes the dependence structure of the stochastic process.
Bazsa, E.M., Iseger, P. den
core +1 more source