ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
Aligning machine and human visual representations across abstraction levels. [PDF]
Muttenthaler L +8 more
europepmc +1 more source
The Case of Fleeting Orders and Flickering Quotes
ABSTRACT The literature controversially discusses the ambiguous motives and driving forces behind quickly cancelled limit orders (fleeting orders), which are characteristic of high‐frequency markets. In particular, manipulative and dysfunctional characteristics are feared. We analyze top‐of‐book fleeting orders—so‐called flickering quotes—and show with
Markus Ulze +2 more
wiley +1 more source
Acoustic spin skyrmion molecule lattices enabling stable transport and flexible manipulation. [PDF]
Liu L, Zhang X, Lu MH, Chen YF.
europepmc +1 more source
This study comprehensively evaluated the differential effect of clonal hematopoiesis (CH) mutations on the risk of various stroke subtypes and functional recovery. It shows that TET2 is associated with small vessel stroke possibly via a pro‐inflammatory pathway. Abstract Recent observational studies have found an association between Clonal Hematopoesis
Shuyang Lin, Yang E. Li, Yan Wang
wiley +1 more source
Design of tri-band bandpass filter based on the interdigital structure and rectangular resonator for LTE and radar applications. [PDF]
Zarghami S, Jahanbakhshi M.
europepmc +1 more source
The anti-crystal engineering principles of imidazolium cations for ionic liquids.
Hillesheim PC, Mirjafari A.
europepmc +1 more source
Socio-Emotional Outcomes of Child Care Participation: Results of a Four-Year Longitudinal Cohort Study. [PDF]
Kingsbury M, Findlay L.
europepmc +1 more source
Erythrocytosis-inducing PHD2 mutations implicate biological role for N-terminal prolyl-hydroxylation in HIF1α oxygen-dependent degradation domain. [PDF]
Taber CC +7 more
europepmc +1 more source
Effect of intermittent normobaric hypoxia on executive functions assessed with different cognitive tests in healthy young subjects. [PDF]
Rochel-Vera C +3 more
europepmc +1 more source

