Results 71 to 80 of about 78,037 (158)
Orthogonal polynomials on the unit circle: New results
We announce numerous new results in the theory of orthogonal polynomials on the unit ...
Simon, Barry
core
Intraday Functional PCA Forecasting of Cryptocurrency Returns
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
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
Industry Portfolio Volatility Connections and Industry Portfolio Returns
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 +2 more
wiley +1 more source
Land Use Policy and Racial Segregation
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
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 +2 more
wiley +1 more source
ABSTRACT Double/debiased machine learning (DML) uses for estimating an average treatment effect (ATE) a double‐robust score function that relies on the prediction of nuisance functions, such as the propensity score, which is the probability of treatment assignment given covariates.
Daniele Ballinari, Nora Bearth
wiley +1 more source
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 +3 more
wiley +1 more source
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 +3 more
wiley +1 more source
Robust quantification in noncontact Raman sensing requires dedicated correction of working distance dependent background effects, while laser power variations are readily stabilized using internal reference signals. Chemically relevant Raman intensity can be preserved for bulk composition measurements, under variable laser power and working distance ...
Tiril Aurora Lintvedt +3 more
wiley +1 more source

