Results 131 to 140 of about 2,813,405 (313)
Pricing joint claims on an asset and its realized variance under\n stochastic volatility models [PDF]
Lorenzo Torricelli
openalex +1 more source
This study indicates that Merkel cell carcinoma (MCC) does not originate from Merkel cells, and identifies gene, protein & cellular expression of immune‐linked and neuroendocrine markers in primary and metastatic Merkel cell carcinoma (MCC) tumor samples, linked to Merkel cell polyomavirus (MCPyV) status, with enrichment of B‐cell and other immune cell
Richie Jeremian +10 more
wiley +1 more source
Time-varying variance and skewness in realized volatility measures
A. Opschoor, A. Lucas
semanticscholar +1 more source
We evaluated circulating tumor DNA (ctDNA) detection in advanced pancreatic cancer using DNA methylation, cell‐free DNA fragment lengths, and 5′ end motifs. Machine learning models were trained to estimate ctDNA levels from each feature and their combination.
Morten Lapin +10 more
wiley +1 more source
Measuring the Variance-Age Profile of Lifetime Income [PDF]
This paper presents an operational meaning to the concept of the variance in lifetime income in terms of the discounted variance of T mutually uncorrelated, sequentially realized, random variables.
Ariel Pakes, Benjamin Eden
core
Lasso-Based Forecast Combinations for Forecasting Realized Variances
Ines Wilms +2 more
openalex +1 more source
High-Dimensional Estimation of Quadratic Variation Based on Penalized Realized Variance
Kim Christensen +2 more
openalex +1 more source
In this exploratory study, we investigated the relationship between the gut microbiota and outcome in patients with metastatic hormone receptor‐positive breast cancer, treated in a randomized clinical trial with chemotherapy alone or chemotherapy in combination with immune checkpoint blockade.
Andreas Ullern +7 more
wiley +1 more source
Large-scale portfolios using realized covariance matrix: evidence from the Japanese stock market [PDF]
The objective of this paper is to examine effects of realized covariance matrix estimators based on intraday returns on large-scale minimum-variance equity portfolio optimization.
Masato Ubukata
core

