Results 181 to 190 of about 97,330 (246)

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

Journal 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, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Sex Differences in Patient Characteristics and Treatment Retention in an Intensive Post-Hospitalization Program for Individuals With Substance Use Disorders. [PDF]

Can J Psychiatry
Kim HK, Beyraghi N, Buckley L, Hauck TS, Tang VM, Kaduri P.   +5 more
europepmc   +1 more source

Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley   +1 more source

New Modified Generalized Inverted Exponential Distribution and Its Applications. [PDF]

Entropy (Basel)
Al-Saiary ZA, Al-Jammaz HH.
europepmc   +1 more source

Coherent Forecasting of Realized Volatility

Journal of Forecasting, EarlyView.
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley   +1 more source

Sex-specific associations between obstructive sleep apnea and thyroid hormone sensitivity in euthyroid adults. [PDF]

Biol Sex Differ
Zhou B, Wang Y, Wang Y, Zhang J, Zhang Q, Hu K.   +5 more
europepmc   +1 more source

Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach

Journal of Forecasting, EarlyView.
ABSTRACT Count data, such as product sales and disease case counts, are common in business forecasting and many areas of science. Although the Poisson distribution is the best known model for such data, its use is severely limited by its assumption that the dispersion is a fixed function of the mean, which rarely holds in real‐world scenarios.
Easton Huch, Candace Berrett, Mason Ferlic, Kimberly F. Sellers   +3 more
wiley   +1 more source

Adolescent mental health help-seeking behaviours in rural Australia: cross-sectional analysis of a nationwide cohort study. [PDF]

Child Adolesc Psychiatry Ment Health
Ahmed A, Uddin R, Ross AG, Edmed S, Anyasodor AE, Thapa S, Ahmed KY, Keniry C, Astawesegn FH, Shakeel M, Smith SS, Huda MM.   +11 more
europepmc   +1 more source

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