Results 231 to 240 of about 1,418,376 (272)

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

open access: yesJournal of Forecasting, EarlyView.
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]

open access: yesNature
Muttenthaler L   +8 more
europepmc   +1 more source

The Case of Fleeting Orders and Flickering Quotes

open access: yesJournal of Futures Markets, EarlyView.
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

Multi‐Cohort Analysis Reveals Genetic Predispositions to Clonal Hematopoiesis as Mutation‐Specific Risk Factors for Stroke

open access: yesAdvanced Genetics, Volume 6, Issue 1, March 2025.
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

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