Results 101 to 110 of about 2,813,405 (313)
A reassessment of the risk-return tradeoff at the daily horizon [PDF]
This note makes two contributions by extending the analysis in Bali and Peng (2006) which investigates the risk-return tradeoff at the daily horizon using high-frequency data.
Benoît Sévi, César Baena
core
Molecular Oncology, EarlyView.Loss of the frequently mutated chromatin remodeler ARID1A, a subunit of the SWI/SNF cBAF complex, results in less open chromatin, alternative splicing, and the failure to stop cells from progressing through the cell cycle after DNA damage in bladder (cancer) cells. Created in BioRender. Epigenetic regulators, such as the SWI/SNF complex, with important
Rebecca M. Schlösser +11 more
wiley +1 more source
Predicting Stock Volatility Using After-Hours Information [PDF]
We use realized volatilities based on after hours high frequency returns to predict next day volatility. We extend GARCH and long-memory forecasting models to include additional information: the whole night, the preopen, the postclose realized variance ...
Chun-Hung Chen, Eric Zivot, Wei-Choun Yu
core
Molecular Oncology, EarlyView.This study highlights the importance of multi‐omic analyses in characterizing colorectal cancers. Indeed, our analysis revealed a rare CMS1 exhibiting dampened immune activation, including reduced PD‐1 expression, moderate CD8+ T‐cell infiltration, and suppressed JAK/STAT pathway.
Livia Concetti +10 more
wiley +1 more source
We propose a direct and robust method for quantifying the variance risk premium on financial assets. We theoretically and numerically show that the risk-neutral expected value of the return variance, also known as the variance swap rate, is well ...
Liuren Wu, Peter Carr
core
AIMS MathematicsTimer options, which were first introduced by Société Générale Corporate and Investment Banking in 2007, are financial securities whose payoffs and exercise are determined by a random time associated with the accumulated realized variance of the ...
Sun-Yong Choi, Donghyun Kim, Ji-Hun Yoon
doaj +1 more source
Molecular Oncology, EarlyView.This study used longitudinal transcriptomics and gene‐pattern classification to uncover patient‐specific mechanisms of chemotherapy resistance in breast cancer. Findings reveal preexisting drug‐tolerant states in primary tumors and diverse gene rewiring patterns across patients, converging on a few dysregulated functional modules. Despite receiving the
Maya Dadiani +14 more
wiley +1 more source
Variance Risk Premiums and Predictive Power of Alternative Forward Variances in the Corn Market [PDF]
We propose a fear index for corn using the variance swap rate synthesized from out-of-the-money call and put options as a measure of implied variance. Previous studies estimate implied variance based on Black (1976) model or forecast variance using the ...
Bashir A. Qasmi +2 more
core
Realized wavelet-based estimation of integrated variance and jumps in the presence of noise [PDF]
, 2013 We introduce wavelet-based methodology for estimation of realized variance allowing its measurement in the time-frequency domain. Using smooth wavelets and Maximum Overlap Discrete Wavelet Transform, we allow for the decomposition of the realized ...
Barun\uedk, Jozef +1 more
core +1 more source
Животновъдни науки, 2021 Subject of the study were 123 purebred male lambs of the breed Ile de France. The animals were born in the period 2017–2020 and were raised on three farms in the northern part of Bulgaria.
Evgeniya Achkakanova, Genoveva Staykova
doaj