Results 91 to 100 of about 425,737 (311)

Forecasting the realized variance in the presence of intraday periodicity [PDF]

Journal of Banking & Finance, 2019
This paper examines the impact of intraday periodicity on forecasting realized volatility using a heterogeneous autoregressive model (HAR) framework. We show that periodicity inflates the variance of the realized volatility and biases jump estimators. This combined effect adversely affects forecasting.
Ana Maria H. Dumitru, Rodrigo Hizmeri, Marwan Izzeldin   +2 more
openalex   +4 more sources

Bias-Correcting the Realized Range-Based Variance in the Presence of Market Microstructure Noise [PDF]

Market microstructure noise is a challenge to high-frequency based estimation of the integrated variance, because the noise accumulates with the sampling frequency.
Christensen, Kim, Podolskij, Mark, Vetter, Mathias   +2 more
core  

Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility [PDF]

, 2013
This paper investigates how the conditional quantiles of future returns and volatility of financial assets vary with various measures of ex-post variation in asset prices as well as option-implied volatility.
Barunik, Jozef, Zikes, Filip
core   +2 more sources

Clinical Characteristics and Prognostic Risk Factors for Pediatric B‐Cell Lymphoblastic Lymphoma: A Multicenter Retrospective Cohort Study for China Net Childhood Lymphoma

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background B‐cell lymphoblastic lymphoma (B‐LBL) represents a rare variety of non‐Hodgkin lymphoma, with limited research on its biology, progression, and management. Methods A retrospective analysis was performed on the clinical characteristics of 256 patients aged ≤18 years who received treatment under the China Net Childhood Lymphoma (CNCL)‐
Zhijuan Liu, Jian Wang, Ling Jin, Yanlong Duan, Fu Li, Yueping Jia, Leping Zhang, Xiaojun Yuan, Wei Liu, Ying Liu, Ansheng Liu, Mincui Zheng, Yunpeng Dai, Lian Jiang, Lirong Sun, Xiaowen Zhai, Rong Liu, Chunju Zhou, Zifen Gao, Yonghong Zhang, Xiaomei Yang   +20 more
wiley   +1 more source

An Optimal Weight for Realized Variance Based on Intermittent High-Frequency Data [PDF]

In Japanese stock markets, there are two kinds of breaks, i.e., nighttime and lunch break, where we have no trading, entailing inevitable increase of variance in estimating daily volatility via naive realized variance (RV).
Hiroki Masuda, Takayuki Morimoto
core  

Modelling Realized Variance when Returns are Serially Correlated [PDF]

, 2004
Dieser Artikel untersucht die Auswirkungen von autokorrelierten Erträgen auf das Maß der realisierten Varianz bei hochfrequenten Daten über die Erträge. Es wird gezeigt, dass die realisierte Varianz ein verzerrter Schätzer für die bedingte Varianz der Erträge bei Vorliegen von Autokorrelation ist.
Roel C. A. Oomen
openalex   +2 more sources

Exercise Interventions in Children, Adolescents and Young Adults With Paediatric Bone Tumours—A Systematic Review

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Bone tumours present significant challenges for affected patients, as multimodal therapy often leads to prolonged physical limitations. This is particularly critical during childhood and adolescence, as it can negatively impact physiological development and psychosocial resilience.
Jennifer Queisser, Claire Laurie, Teresa Schmidt, Irene von Luettichau, Peter Bekkering, Sabine Kesting   +5 more
wiley   +1 more source

A Comparative Study of Cerebral Oxygenation During Exercise in Hemodialysis and Peritoneal Dialysis Patients

Therapeutic Apheresis and Dialysis, EarlyView.
ABSTRACT Introduction Cognitive impairment and exercise intolerance are common in dialysis patients. Cerebral perfusion and oxygenation play a major role in both cognitive function and exercise execution; HD session per se aggravates cerebral ischemia in this population. This study aimed to compare cerebral oxygenation and perfusion at rest and in mild
Marieta P. Theodorakopoulou, Konstantina Dipla, Danai Faitatzidou, Fotini Iatridi, Areti Georgiou, Artemios Karagiannidis, Erasmia Sampani, Chrysostomos Dimitriadis, Aggelos Koutlas, Andreas Zafeiridis, Pantelis Sarafidis   +10 more
wiley   +1 more source

Predicting the Future Burden of Renal Replacement Therapy in Türkiye Using National Registry Data and Comparative Modeling Approaches

Therapeutic Apheresis and Dialysis, EarlyView.
ABSTRACT Background Chronic kidney disease is a growing public health problem worldwide, and the number of patients requiring renal replacement therapy is steadily increasing. Türkiye has experienced a similar rise in both the incidence and prevalence of renal replacement therapy over the past decades; however, national‐level projections of future ...
Arzu Akgül, Neriman Sıla Koç, Berrak Itır Aylı   +2 more
wiley   +1 more source

Extended-horizon realized volatility forecasting using state space models

Systems and Soft Computing
Volatility forecasting is vital for financial risk management and decision-making, yet it remains challenging due to the heteroscedastic, nonlinear, and multi-scale nature of financial time series.
Koushik Bera, N. Selvaraju
doaj   +1 more source