Results 271 to 280 of about 315,996 (341)

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

Functional quantile principal component analysis. [PDF]

Biostatistics
Méndez-Civieta Á, Wei Y, Diaz KM, Goldsmith J.   +3 more
europepmc   +1 more source

Evaluating the Role of Institutional Quality in the Relationship Between Education Expenditure and Manufacturing Growth: Insights from Quantile Regression Models

Maytham Hameed Al-Hasnawi, Lee Chin, Nur Syazwani Mazlan, Mohd Naseem Niaz Ahmad   +3 more
openalex   +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

The correction of the urban-rural wealth Gini coefficient of China. [PDF]

PLoS One
Dai P, Jin Z.
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

Associations Between Short-Video Platform Use and Health Across Health Distribution and Usage Behaviors in China: Cross-Sectional Questionnaire Study.

J Med Internet Res
Pan Y, Zhang K, Wei Y, Huang Y, Long C, Yang C, Tang S.   +6 more
europepmc   +1 more source

Predictive Effects of Waist Circumference-Related Anthropometric Measures on Body Mass Index in South African University Students. [PDF]

Int J Environ Res Public Health
Gomwe H, Phiri L, Marange CS, Matsha T, Kgoele M.   +4 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