Results 261 to 270 of about 363,287 (369)

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

Performance of quantile regression methods with discrete outcomes: A simulation study with applications to environmental epidemiology. [PDF]

Environ Epidemiol
Alampi JD, Lanphear BP, McCandless LC.
europepmc   +1 more source

The Case of Fleeting Orders and Flickering Quotes

Journal of Futures Markets, EarlyView.
ABSTRACT The literature controversially discusses the ambiguous motives and driving forces behind quickly cancelled limit orders (fleeting orders), which are characteristic of high‐frequency markets. In particular, manipulative and dysfunctional characteristics are feared. We analyze top‐of‐book fleeting orders—so‐called flickering quotes—and show with
Markus Ulze, Johannes Stadler, Andreas W. Rathgeber   +2 more
wiley   +1 more source

Prévisions de densité de l'inflation : une approche par forêt de régressions quantile

Lenza, Michele, Moutachaker, Inès, Paredes, Joan   +2 more
openalex   +1 more source

Smart Solutions for Sustainable Access and Technological Equity: The Effect of Energy Transition, Artificial Intelligence, and Digital Economy on Energy Poverty

Geological Journal, EarlyView.
ABSTRACT The integration of energy transition, artificial intelligence, and the digital economy represents a significant shift in the global effort to combat energy poverty and offers innovative tools and approaches to increase energy access, efficiency, and affordability for underserved populations. This study examines the impact of energy transition,
Abdulmuttalip Pilatin, Magdalena Radulescu, Hind Alofaysan, Abdulkadir Barut, Rena Huseynova   +4 more
wiley   +1 more source

Estimating quantile treatment effect on the original scale of the outcome variable: a case study of common cold treatments. [PDF]

Trials
Hemilä H, Pirinen M.
europepmc   +1 more source

An Oracle Inequality for Multivariate Dynamic Quantile Forecasting [PDF]

Jordi Llorens-Terrazas
openalex   +1 more source

The Impact of Democratization and Globalization on Environmental Sustainability in Brazil

Geological Journal, EarlyView.
Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu, Mehmet Metin Dam, Serdar Ongan, Andrew Adewale Alola   +3 more
wiley   +1 more source

Clean energy, environmental policy and energy justice as drivers of sustainable development in OECD countries. [PDF]

Sci Rep
Osabohien R, Imandojemu K, Jaaffar AH.
europepmc   +1 more source

Analysing the Drivers of Cropland Footprint in Leading Agricultural Nations: Evidence From MMQR Approach

Geological Journal, EarlyView.
ABSTRACT Climate change represents the biggest current challenge for us and for future generations. Its impact on agriculture is undeniable, considering the food security goal. Thus, the cropland footprint has been distinguished as a comprehensive index for assessing the impact of environmental changes in agricultural areas determined by the increased ...
Ibrahim Cutcu, Magdalena Radulescu
wiley   +1 more source