Results 231 to 240 of about 206,054 (294)

Mono‐dimensional, two‐dimensional and Doppler echocardiographic measurements in healthy Standardbred neonatal foals in the first 5 days of life

open access: yesEquine Veterinary Journal, EarlyView.
Abstract Background Bodyweight, age and breed influence the echocardiographic assessment of foals. There are no echocardiographic studies in Standardbred neonatal foals. Objectives To describe echocardiographic values for selected variables, evaluate intra‐ and inter‐observer variability and assess cardiac changes in the first 5 days of life in healthy
Fernanda Timbó D'el Rey Dantas   +8 more
wiley   +1 more source

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

open access: yesJournal 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   +2 more
wiley   +1 more source

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

open access: yesJournal 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

Coherent Forecasting of Realized Volatility

open access: yesJournal 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

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

open access: yesJournal 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   +3 more
wiley   +1 more source

Home - About - Disclaimer - Privacy