Indirect estimation of elliptical stable distributions [PDF]
We present an indirect estimation approach for elliptical stable distributions which relies on the use of a multivariate t distribution as auxiliary model.
LOMBARDI, Marco, VEREDAS, David
core
Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations
International Journal of Finance &Economics, EarlyView.ABSTRACT We empirically assess the interlinkages between sovereign risk, measured in terms of CDS spreads, and exchange rates for a sample of emerging markets. Our period of analysis includes episodes of severe stress, such as the Global Financial Crisis, the COVID‐19 pandemic, and the Ukrainian War.
Reinhold Heinlein +2 more
wiley +1 more source
Multivariate Birnbaum-Saunders accelerated lifetime regression model: estimation and residual analysis. [PDF]
Sci RepOliveira MI, Cysneiros FJA, Barros M.
europepmc +1 more source
Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories
International Journal of Finance &Economics, EarlyView.ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley +1 more source
Do Sojourn Effects on Personality Trait Changes Last? A Five‐Year Longitudinal Study
European Journal of Personality, EarlyView., 2020 Abstract This study examined sojourners' long‐term personality trait changes over five years, extending previous research on immediate sojourn effects. A sample of German students (N = 1095) was surveyed thrice (T1–T3) over the course of an academic year.
Julia Richter +4 more
wiley +1 more source
Diagnostic performances of skin cancers using intensity- and gradient-based features with optical coherence tomography: a pilot study. [PDF]
Transl Cancer ResGao W +8 more
europepmc +1 more source
International Journal of Gynecology &Obstetrics, EarlyView.Abstract Objective To compare the efficacy of the levonorgestrel‐releasing intrauterine system combined with metformin versus oral progestin combined with metformin in fertility‐preserving treatment for patients with atypical endometrial hyperplasia and early endometrial cancer, and to analyze related factors affecting efficacy.
Pengpeng Gu +5 more
wiley +1 more source
Riding toward better math: executive functions mediate the link between horseback activities and children's mathematical achievement. [PDF]
BMC PsycholAlmutairi S.
europepmc +1 more source
Efficient Estimation of Conditional Asset Pricing Models [PDF]
A semiparametric efficient estimation procedure is developed for the parameters of multivariate GARCH-in-mean models when the disturbances have a distribution that is assumed to be elliptically symmetric but is otherwise unrestricted.
Douglas J. Hodgson, Keith Vorkink
core
iMeta, EarlyView.Clostridium scindens and its metabolite indole‐3‐acetic acid (IAA) are identified as a keystone taxon and metabolic signature in centenarians. Clostridium scindens enhances microbial network stability and produces IAA via its own amidase (AMIE) and aldehyde dehydrogenase (ALDH), thus promoting intestinal homeostasis by activating the aryl hydrocarbon ...
Wei‐Chuan Lin +13 more
wiley +1 more source