Results 261 to 270 of about 996,598 (373)

Partial Observability of Implied Volatility Matrices: Identification and Covolatilities Filtering

open access: yesMathematical Finance, EarlyView.
ABSTRACT Whereas data on implied volatilities are available for a large number of assets, this is less frequently the case of implied covolatilities. We introduce a new approach based on static and dynamic Wishart models to solve this problem of missing data.
Christian Gouriéroux, Yang Lu
wiley   +1 more source

Looking Back to 1991 Economic Forecasting: Introducing Cointegration

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT Originally written in 1991 to advance the formal analysis of macroeconomic forecasting models and methods following the development of cointegration, alternative forecasting devices, conditional and unconditional forecasts, and data accuracy are considered.
David F. Hendry
wiley   +1 more source

Estimating Aggregate Relationships in Panel Data via the LASSO

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This article is concerned with the estimation of aggregate relationships among a potentially large number of panel data variables in the presence of unobserved heterogeneity in the form of interactive effects, an empirically very relevant scenario that has not been considered before.
Joakim Westerlund, Luca Margaritella
wiley   +1 more source

Multi‐Elemental Analysis for Geographical Tracing of Chickpeas Produced in Nearby Locations Around a Protected Geographical Indication

open access: yesPlant, Cell &Environment, EarlyView.
ABSTRACT The multi‐elemental profile has repeatedly been proposed as a reliable indicator of the geographical origin of plant‐derived foods, as mineral composition accurately reflects the local soil geochemistry and environmental factors. However, this approach may fail in distinguishing specimens from nearby locations, which are expected to be exposed
Ana Sayago   +2 more
wiley   +1 more source

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