Results 181 to 190 of about 1,765,864 (313)

Industry Portfolio Volatility Connections and Industry Portfolio Returns

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington   +2 more
wiley   +1 more source

Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets

open access: yesInternational 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

Markov or not Markov - this should be a question [PDF]

open access: yes
Although it is well known that Markov process theory, frequently applied in the literature on income convergence, imposes some very restrictive assumptions upon the data generating process, these assumptions have generally been taken for granted so far ...
Bickenbach, Frank, Bode, Eckhardt
core  

Risk factors for not proceeding to reconstructive surgery after female genital mutilation: A cohort study of 220 women in a specialized referral center

open access: yesInternational Journal of Gynecology &Obstetrics, EarlyView.
Abstract Objective This study identifies factors associated with not proceeding to clitoral reconstructive surgery among women with female genital mutilation (FGM) enrolled in a specialized surgical pathway. Methods A retrospective cohort study was conducted at a multidisciplinary referral center in Montreuil, France, between January 2021 and December ...
Félicia Joinau‐Zoulovits   +3 more
wiley   +1 more source

Rare vasculitis types and obstetric and neonatal outcomes – A population‐based study

open access: yesInternational Journal of Gynecology &Obstetrics, EarlyView.
Abstract Objective Vasculitis is an infrequent pathology among reproductive‐aged women. While data exists regarding pregnancy outcomes in the more common vasculitis subtypes, data is limited regarding these outcomes in rare vasculitis subtypes. We aimed to compare pregnancy and perinatal outcomes between women who suffered from rare types of vasculitis
Uri Amikam   +4 more
wiley   +1 more source

A quantum parallel Markov chain Monte Carlo. [PDF]

open access: yesJ Comput Graph Stat, 2023
Holbrook AJ.
europepmc   +1 more source

Home - About - Disclaimer - Privacy