Results 131 to 140 of about 140,035 (276)

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

The Impact of Uncertainty on Forecasting the US Economy

Journal of Forecasting, EarlyView.
ABSTRACT This paper examines the predictive value of uncertainty measures for key macroeconomic indicators across multiple forecast horizons. We evaluate how different uncertainty proxies—economic policy uncertainty (EPU), VIX, geopolitical risk, and measures of macroeconomic and financial uncertainty—enhance forecast accuracy for industrial production,
Angelica Ghiselli
wiley   +1 more source

Spectral analysis for the exceptional Xm-Jacobi equation

Electronic Journal of Differential Equations, 2015
We provide the mathematical foundation for the $X_m$-Jacobi spectral theory. Namely, we present a self-adjoint operator associated to the differential expression with the exceptional $X_m$-Jacobi orthogonal polynomials as eigenfunctions.
Constanze Liaw, Lance Littlejohn, Jessica Stewart Kelly   +2 more
doaj  

Industry Portfolio Volatility Connections and Industry Portfolio Returns

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington, Michalis Stamatogiannis, Yawen Zheng   +2 more
wiley   +1 more source

Constrained Numerical Deconvolution Using Orthogonal Polynomials

, 2023
Maestre JM, Palacio PC, Aarons L.
europepmc   +1 more source

Land Use Policy and Racial Segregation

International Studies of Economics, EarlyView.
ABSTRACT Land use policies, though seemingly race‐neutral, can inadvertently contribute to racial segregation. Our study focuses on examining the impact of minimum lot size regulations on the likelihood of ethnic minorities integrating into a community, which reveals compelling evidence suggesting that black households exhibit a preference for smaller ...
Ling Huang
wiley   +1 more source

Similarity and substitution: Using pile sorting methods to explore economic behavior

Journal of the Agricultural and Applied Economics Association, EarlyView.
Abstract Despite the common intuition that similar products are stronger demand substitutes, this study shows a more nuanced relationship between perceived similarity and utility substitution. Using pile sorting, a method where items are sorted into groups according to their similarity, we conduct large‐scale consumer surveys on purchasing 21 foods for
Jayson L. Lusk, Vincenzina Caputo, Amelia Ahles   +2 more
wiley   +1 more source

The Role of Self‐Compassion and Experience in Psychologists' Latent Emotional Labour Strategy Profiles

Journal of Clinical Psychology, EarlyView.
ABSTRACT Objective Emotional labour has long been associated with personal and organizational outcomes such as burnout. However, theoretically dichotomising regulation into surface and deep acting may constrain the ecological validity of research as iterative and person‐centered approaches to emotion regulation are not considered.
James J. Clarke, Vincent O. Mancini, Clare S. Rees, Lauren J. Breen   +3 more
wiley   +1 more source

Elliptic Biorthogonal Polynomials Connected with Hermite's Continued Fraction

Symmetry, Integrability and Geometry: Methods and Applications, 2007
We study a family of the Laurent biorthogonal polynomials arising from the Hermite continued fraction for a ratio of two complete elliptic integrals. Recurrence coefficients, explicit expression and the weight function for these polynomials are obtained.
Luc Vinet, Alexei Zhedanov
doaj  

Decadal Changes of UV Aerosol Optical Depth in Hobart, Australia Measured With a Brewer MKIII: Relationship to Bushfire Events and Climate Indices

International Journal of Climatology, EarlyView.
Monthly average aerosol optical depth at 320 nm obtained with a Brewer MKIII spectrophotometer for Hobart, Australia (42.8806° S, 147.3250° E) over a 21‐year period. There is a linear trend of 15.4% per decade. There are 9 months when the average aerosol optical depth exceeds twice the monthly standard deviation.
Manuel Nuñez, Antonio Serrano, Peter Love, Nels Larson   +3 more
wiley   +1 more source