Results 91 to 100 of about 6,156 (248)

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

Discrete components of stress impact trajectories of childhood irritability but not adolescent mental health outcomes

JCPP Advances, EarlyView.
Thick red line indicates positive mixture effect of stressors predicting high irritability class. Maternal demoralization, material hardship, maternal perceived stress, and intimate partner violence contributed to the mixture effect (thick borders on boxes).
Mariah DeSerisy, Huiyu Yang, Jacob W. Cohen, David Pagliaccio, Julie B. Herbstman, Bradley S. Peterson, Frederica P. Perera, Virginia Rauh, Amy E. Margolis   +8 more
wiley   +1 more source

Nonparametric Econometrics: The np Package

Journal of Statistical Software, 2008
We describe the R np package via a series of applications that may be of interest to applied econometricians. The np package implements a variety of nonparametric and semiparametric kernel-based estimators that are popular among econometricians.
Tristen Hayfield, Jeffrey S. Racine
doaj  

Effects of Corporate Greenwashing on Firm Value in China

Managerial and Decision Economics, EarlyView.
ABSTRACT In response to rising public expectations for corporate environmental sustainability, instances of greenwashing have emerged as firms seek to alleviate regulatory pressure and mitigate reputational risks. This study examines the nonlinear economic consequences of corporate greenwashing by analyzing panel data from A‐share listed firms in China
Run Kong, Byungkwon Lim, Hyang Mi Choi
wiley   +1 more source

Altered Cerebrospinal Fluid Tryptophan–Kynurenine Pathway Metabolism in Multiple System Atrophy

Movement Disorders, EarlyView.
Abstract Background Alterations in tryptophan–kynurenine (TRP‐KYN) metabolism, which is associated with neuroinflammation, remain unclear in multiple system atrophy (MSA). Objective The aim was to investigate cerebrospinal fluid (CSF) TRP metabolites in MSA and their associations with other biomarkers.
Ryunosuke Nagao, Kazuya Kawabata, Yasuaki Mizutani, Sayuri Shima, Akihiro Ueda, Mizuki Ito, Yasuhiro Maeda, Akihiro Mouri, Hirohisa Watanabe   +8 more
wiley   +1 more source

SOME PROPERTIES OF SPATIAL QUANTILES

Acta Universitatis Lodziensis. Folia Oeconomica, 2014
Conditional quantiles are required in various economic, biomedical or industrial problems. Lack of objective basis for ordering multivariate observations is a major problem in extending the notion of quantiles or conditional quantiles (also called ...
Grażyna Trzpiot
doaj  

Climate‐driven intraspecific shifts in seed germination phenology: Consequences for native temperate woodland restoration and regeneration

PLANTS, PEOPLE, PLANET, EarlyView.
As climate change alters seasonal patterns, temperate tree populations face a growing risk of phenological mismatch, where seed dispersal and germination no longer align with favourable conditions for survival. This study predicted how warming by the end of the century will affect seed dormancy breaking and germination in populations of three UK tree ...
Roberta L. C. Dayrell, Charlotte E. Seal, Kaitalin White, Elena Fouce Hernandez, Pablo Gómez Barreiro, Lee Oliver, Adam Donaldson, Ted Chapman, Efisio Mattana   +8 more
wiley   +1 more source

Day-Ahead Nonparametric Probabilistic Forecasting of Photovoltaic Power Generation Based on the LSTM-QRA Ensemble Model

IEEE Access, 2020
With the rapid growth of photovoltaic (PV) power in recent years, the stability of system operation, the performance of system contingency analysis as well as the power quality of the power grid are threatened by the inherent uncertainty and fluctuation ...
Fei Mei, Jiaqi Gu, Jixiang Lu, Jinjun Lu, Jiatang Zhang, Yuhan Jiang, Tian Shi, Jianyong Zheng   +7 more
doaj   +1 more source

Asymptotic Theory for Multivariate Nonparametric Quantile Regression with Stationary Ergodic Functional Covariates and Missing-at-Random Responses

Symmetry
Quantiles are among the most fundamental constructs in probability theory and statistics, intrinsically linked to order structures, stochastic dominance, and the principles of robust statistical inference.
Hadjer Belhas, Mustapha Mohammedi, Salim Bouzebda   +2 more
semanticscholar   +1 more source

Statistical post‐processing of operational dual‐resolution wind‐speed ensemble forecasts

Quarterly Journal of the Royal Meteorological Society, EarlyView.
The performance of raw and post‐processed 50‐member medium‐ and 100‐member extended‐range 10‐m wind‐speed forecasts of the European Centre for Medium‐Range Weather Forecasts and their various dual‐resolution combinations is investigated. Results show that post‐processing improves skill and reduces the differences between the various configurations ...
Sándor Baran, Mária Lakatos
wiley   +1 more source