Results 111 to 120 of about 425,737 (311)
Estimating High-Frequency Based (Co-) Variances: A Unified Approach [PDF]
We propose a unified framework for estimating integrated variances and covariances based on simple OLS regressions, allowing for a general market microstructure noise specification.
Ingmar Nolte, Valeri Voev
core
An intracellular transporter mitigates the CO2‐induced decline in iron content in Arabidopsis shoots
FEBS Letters, EarlyView.This study identifies a gene encoding a transmembrane protein, MIC, which contributes to the reduction of shoot Fe content observed in plants under elevated CO2. MIC is a putative Fe transporter localized to the Golgi and endosomal compartments. Its post‐translational regulation in roots may represent a potential target for improving plant nutrition ...
Timothy Mozzanino +7 more
wiley +1 more source
Forecasting Stock Market Realized Variance with Echo State Neural Networks [PDF]
European Financial and Accounting Journal, 2018 Echo State Neural Networks (ESN) were applied to forecast the realized variance time series of 19 major stock market indices. Symmetric ESN and asymmetric AESN models were constructed and compared with the benchmark realized variance models HAR and AHAR that approximate the long memory of the realized variance process with a heterogeneous auto ...
openaire +2 more sources
By dawn or dusk—how circadian timing rewrites bacterial infection outcomes
FEBS Letters, EarlyView.The circadian clock shapes immune function, yet its influence on infection outcomes is only beginning to be understood. This review highlights how circadian timing alters host responses to the bacterial pathogens Salmonella enterica, Listeria monocytogenes, and Streptococcus pneumoniae revealing that the effectiveness of immune defense depends not only
Devons Mo +2 more
wiley +1 more source
Forecast Combinations in the Presence of Structural Breaks: Evidence from U.S. Equity Markets
Mathematics, 2018 Realized volatility, building on the theory of a simple continuous time process, has recently received attention as a nonparametric ex-post estimate of the return variation. This paper addresses the problem of parameter instability due to the presence of
Davide De Gaetano
doaj +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 variance forecasting with high-frequency data [PDF]
, 2017 Different types of investors, weather they are small, individual investors or big, institutional investors, are all interested in volatility forecasting in order to get higher profits or less risky positions. Most commonly used models for forecasting volatility of daily stock returns are the generalized autoregressive conditional heteroscedasticit ...
Šestanović, Tea +2 more
openaire
The Caenorhabditis elegans DPF‐3 and human DPP4 have tripeptidyl peptidase activity
FEBS Letters, EarlyView.The dipeptidyl peptidase IV (DPPIV) family comprises serine proteases classically defined by their ability to remove dipeptides from the N‐termini of substrates, a feature that gave the family its name. Here, we report the discovery of a previously unrecognized tripeptidyl peptidase activity in DPPIV family members from two different species.
Aditya Trivedi, Rajani Kanth Gudipati
wiley +1 more source
Predicting stock realized variance based on an asymmetric robust regression approach [PDF]
, 2023 Yaojie Zhang +3 more
openalex +1 more source
Real‐time assay of ribonucleotide reductase activity with a fluorescent RNA aptamer
FEBS Letters, EarlyView.Ribonucleotide reductases (RNR) synthesize DNA building blocks de novo, making them crucial in DNA replication and drug targeting. FLARE introduces the first single‐tube real‐time coupled RNR assay, which enables isothermal tracking of RNR activity at nanomolar enzyme levels and allows the reconstruction of allosteric regulatory patterns and rapid ...
Jacopo De Capitani +4 more
wiley +1 more source