Results 161 to 170 of about 1,853,662 (312)
Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source
Etymologia: Markov Chain Monte Carlo
Emerging Infectious Diseases, 2019 Ronnie Henry
doaj +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
A Tale of Two Transitions: Mobility Dynamics in China and Russia After Central Planning
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper examines intergenerational mobility in China and Russia during their transitions from central planning to market systems. We consider mobility as movement, measured as changes in status between parents and children. We provide estimates of two key mobility measures: overall mobility, which captures total intergenerational movement ...
Kristina Butaeva +3 more
wiley +1 more source
Theory and inference for a Markov switching GARCH model [PDF]
We develop a Markov-switching GARCH model (MS-GARCH) wherein the conditional mean and variance switch in time from one GARCH process to another. The switching is governed by a hidden Markov chain. We provide sufficient conditions for geometric ergodicity
ROMBOUTS, Jeroen V.K. +2 more
core +4 more sources
Explicit 3‐colorings for Exponential Graphs
Journal of Graph Theory, EarlyView.ABSTRACT In 1985, El‐Zahar and Sauer showed that the chromatic number of the direct product of two 4‐chromatic graphs is 4, establishing a nontrivial case of Hedetniemi's conjecture, which has since been refuted in general. Their proof uses the concept of an exponential graph, showing that if a graph H $H$ has no proper 3‐coloring, then the exponential
Adrien Argento +2 more
wiley +1 more source
A MATLAB Package for Markov Chain Monte Carlo with a Multi-Unidimensional IRT Model [PDF]
Unidimensional item response theory (IRT) models are useful when each item is designed to measure some facet of a unified latent trait. In practical applications, items are not necessarily measuring the same underlying trait, and hence the more general ...
Yanyan Sheng
core
Last‐minute coordination: Adapting to demand to support last‐mile operations
Journal of Operations Management, Volume 71, Issue 2, Page 176-194, March 2025.Abstract In the highly competitive e‐commerce industry, customer‐facing warehouses are crucial as the “order penetration points” for e‐commerce last‐mile operations. This research examines how warehouses use last‐minute coordination, an unstructured mechanism, to ensure sufficient inventory at the order penetration points. Previous research has focused
Kedong Chen +3 more
wiley +1 more source
Journal of Parenteral and Enteral Nutrition, EarlyView.Abstract Background Parenteral nutrition–associated liver disease is a severe complication in very low birth weight (≤1500 g) preterm neonates. Although previous pairwise meta‐analyses have compared individual intravenous lipid emulsions, their relative efficacy across all available formulations has not been established in this population.
Maria Di Chiara +2 more
wiley +1 more source
Semimartingales of Markov Chains
The Annals of Mathematical Statistics, 1958 Kemeny, John G., Snell, J. Laurie
openaire +3 more sources