Results 91 to 100 of about 18,869,560 (253)

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

Longitudinal associations among insomnia, stigma, social support, and depressive symptoms in tuberculosis: evidence from RI-CLPM and LGCM

BMC Public Health
Background Depression is highly prevalent and severe in people with tuberculosis (PWTB), often linked to insomnia, stigma, inadequate social support, and other psychological factors.
Xiangmin Liu, Huanhuan Li, Xinyu Bai, Zihan Chen, Huizhen Lan, Yujia Zhao, Mei Feng, Shu Gong, Xiangdong Tang   +8 more
doaj   +1 more source

MARS‐Diff: Guarded Residual Diffusion for Leakage‐Disciplined Probabilistic Portfolio‐Loss Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT This paper develops Masked Asset–Regime Scenario Diffusion (MARS‐Diff), a leakage‐disciplined framework for probabilistic forecasting of multiday portfolio losses. The framework combines a regularized heterogeneous autoregressive model with exogenous predictors (HAR‐X) as its anchor, a train‐only masked representation of a high‐dimensional ...
Çağlar Sözen, Mervenur Sözen
wiley   +1 more source

Tail Risk Transmission in Agricultural and Energy Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This paper examines downside hedging, tail diversification, and extreme tail risk transmission between crude oil and agricultural commodity futures over two decades. We develop complementary indicators of downside dependence, including sign‐switching frequency and persistence, to assess tail risk dynamics, hedging effectiveness, and associated
Emmanuel Senyo Fianu, Daniel Felix Ahelegbey, Roberto Casarin, Luigi Grossi   +3 more
wiley   +1 more source

Longitudinal Study on Post‐Traumatic Stress Disorder, Anxiety, and Depression Among Medical Staff in China

Health Care Science, EarlyView.
A six‐month study of 2650 medical staff found post‐traumatic stress disorder and depression bidirectionally predicted each other, and both drove later anxiety. These findings highlight the need for integrated early screening and intervention strategies targeting post‐traumatic stress disorder, anxiety and depression in high‐stress healthcare settings ...
Zongju Chen, Ruiting Cai, Yifang Liu, Na Tao, Yang Fei, Jing Wen, Pu Zhang, Yu Lu, Jun Zhang, Jing Wang, Li Zou, Wenning Fu   +11 more
wiley   +1 more source

The relationship between positive resonance and meaning in life among college freshmen: a random intercept cross-lagged panel analysis

BMC Psychology
Background Positive resonance plays a key role in effectively helping college freshmen construct meaning in life and smoothly adapt to university life.
Huamin Yin, Chen Wang, Hongxing Meng, Hongjun Ding, Hongyu Ma   +4 more
doaj   +1 more source

Longitudinal Associations Between Materialism and Problematic Smartphone Use in Adolescence: Within- and Between-Person Effects

Behavioral Sciences
Although there are theoretically expected associations between problematic smartphone use (PSU) and materialism, there is a lack of research that examines these associations using a longitudinal design, focusing on both within-person and between-person ...
Xinran Dai, Huanlei Wang, Xiaoxiong Lai, Shunsen Huang, Xinmei Zhao, Yun Wang   +5 more
doaj   +1 more source

What Can Providers' Motivations Tell Us About Healthcare Quality?

Health Economics, EarlyView.
ABSTRACT Agency theory suggests that variation in providers' quality of care may be explained by their heterogeneous motivations. We provide novel empirical evidence on the links between different sources of provider motivation and quality of care by combining a unique 4‐year survey dataset on Danish general practitioners' motivations with quality ...
Lucy Margaret Poole, Line Bjørnskov Pedersen, Anne Sophie Oxholm   +2 more
wiley   +1 more source

The Sector Liquidity Timing Ability of Bond Mutual Funds

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate whether bond mutual fund managers exhibit market liquidity timing skills in the U.S. corporate bond market. At the portfolio level, we find only weak evidence that bond funds adjust their overall market exposure in anticipation of changes in corporate bond market liquidity.
Zhengnan Yin, Niall O'Sullivan, Meadhbh Sherman, Yuting Chen   +3 more
wiley   +1 more source

Stock Price Deviations From Fundamentals Levels: Mis‐Valuation due to Investor Overconfidence?

International Journal of Finance &Economics, EarlyView.
ABSTRACT We use the Residual Income Valuation Model to obtain fundamental values for sample stocks in six Eurozone markets. We then estimate the deviation between the fundamental values and actual stock prices. Subsequently, we examine whether these deviations can be systematically explained by business cycle trends, trends in local economic sentiment,
Stella N. Spilioti, Andrianos E. Tsekrekos   +1 more
wiley   +1 more source