Results 131 to 140 of about 443,812 (312)
Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach
Journal of Forecasting, EarlyView.ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley +1 more source
Coherent Forecasting of Realized Volatility
Journal of Forecasting, EarlyView.ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley +1 more source
Regime‐Dependent Nowcasting of the Austrian Economy
Journal of Forecasting, EarlyView.ABSTRACT We nowcast and forecast economic activity in Austria, namely, real gross domestic product (GDP), consumption, and investment, which are available at a quarterly frequency, using a preselected number of monthly indicators based on a combination of statistical procedures.
Jaroslava Hlouskova, Ines Fortin
wiley +1 more source
Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now
Journal of Forecasting, EarlyView.ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
wiley +1 more source
Food Safety and Health, EarlyView.The fermentation of molasses‐vinasse with lactic acid bacteria and yeasts improves growth, intestinal health, digestive, and immune organs in chickens, promoting their productive performance and organic development. ABSTRACT This study evaluated the probiotic effects of lactic acid bacteria and yeasts on productive parameters, intestinal health, and ...
José Miranda‐Yuquilema +4 more
wiley +1 more source
Journal of Futures Markets, EarlyView.ABSTRACT This paper uses GARCH‐MIDAS to predict US natural gas futures volatility using national and state‐level Climate Concern Indexes (CCIs). We find that both national and state‐level CCIs positively affect price volatility. Notably, models using state‐level data—specifically those utilizing least‐squares (LS) weighting combinations—surpass the ...
Afees A. Salisu +3 more
wiley +1 more source
Availability of Cancer Screening Across HIV Treatment Sites in the IeDEA Consortium
International Journal of Cancer, EarlyView.In recent years, incorporating comprehensive cancer screening strategies into routine HIV care has gained growing attention. This survey of 220 sites providing HIV care across 41 countries shows that cervical cancer screening has increased in availability over time.
Rachael A. Pellegrino +32 more
wiley +1 more source
Journal of Counseling &Development, EarlyView.ABSTRACT Despite being more likely to encounter and endure higher levels of psychological distress, African American adults are less likely to seek mental health services. Yet previous research lacks an examination of within‐group differences among African Americans’ help‐seeking attitudes, particularly by generation, gender, or the centrality of race.
Sara Jean‐Philippe +2 more
wiley +1 more source