An Ocular Surface‐Targeting Nucleic Acid Hydrogel for Efficient Dry Eye Disease Treatment
Exploration, EarlyView.A self‐assembled nucleic acid hydrogel modified with mucin‐1 (MUC1) aptamer is developed, which can actively target the mucin layer on the ocular surface and significantly extend its retention time after distillation. Inside the hydrogel, therapeutic siRNA is embedded and can effectively silence the inflammation gene expression, subsequently restoring ...
Yuhe Liu +12 more
wiley +1 more source
A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting
Journal of Forecasting, EarlyView.ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley +1 more source
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 +2 more
wiley +1 more source
Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations
International Journal of Finance &Economics, EarlyView.ABSTRACT We empirically assess the interlinkages between sovereign risk, measured in terms of CDS spreads, and exchange rates for a sample of emerging markets. Our period of analysis includes episodes of severe stress, such as the Global Financial Crisis, the COVID‐19 pandemic, and the Ukrainian War.
Reinhold Heinlein +2 more
wiley +1 more source
Geodesic Lagrangian Monte Carlo over the space of positive definite matrices: with application to Bayesian spectral density estimation. [PDF]
J Stat Comput Simul, 2018 Holbrook A +3 more
europepmc +1 more source
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source
Lognormal Distributions and Geometric Averages of Symmetric Positive Definite Matrices. [PDF]
Int Stat Rev, 2016 Schwartzman A.
europepmc +1 more source
Journal of Applied Econometrics, EarlyView.ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley +1 more source
Nonparametric Bootstrap of Sample Means of Positive-Definite Matrices with an Application to Diffusion-Tensor-Imaging Data Analysis. [PDF]
Commun Stat Simul Comput, 2017 Ellingson L +4 more
europepmc +1 more source
Identifying Peer Effects in Networks with Unobserved Effort and Isolated Students
Journal of Applied Econometrics, EarlyView.ABSTRACT Peer influence on effort devoted to some activity is often studied when effort is unobserved, and the researcher instead observes an outcome that combines effort with other shocks. For instance, in education, achievement measures such as GPA reflect both effort and idiosyncratic GPA shocks.
Aristide Houndetoungan +2 more
wiley +1 more source