Results 81 to 90 of about 425,737 (311)
Bivariate Volatility Modeling with High-Frequency Data
Econometrics, 2019 We propose a methodology to include night volatility estimates in the day volatility modeling problem with high-frequency data in a realized generalized autoregressive conditional heteroskedasticity (GARCH) framework, which takes advantage of the natural
Marius Matei, Xari Rovira, Núria Agell
doaj +1 more source
A Latent Factor Model for Forecasting Realized Variances
Journal of Financial Econometrics, 2020 AbstractThis article proposes a parsimonious model to forecast large vectors of realized variances (RVar) by exploiting their common dynamics within a latent factor structure. Their long persistence is captured by aggregating latent factors with AR(1) dynamics.
Calzolari, Giorgio +2 more
openaire +3 more sources
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Despite their increased risk for functional impairment resulting from cancer and its treatments, few adolescents and young adults (AYAs) with a hematological malignancy receive the recommended or therapeutic dose of exercise per week during inpatient hospitalizations.
Jennifer A. Kelleher +8 more
wiley +1 more source
Challenges of integrated variance estimation in emerging stock markets [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2019 Estimating integrated variance, using high frequency data, requires modelling experience and data crunching skills. Although intraday returns have attracted much attention in recent years, handling these data is challenging because of their ...
Josip Arnerić, Mario Matković
doaj +1 more source
Measuring volatility with the realized range [PDF]
, 2006 Realized variance, being the summation of squared intra-day returns, has quickly gained popularity as a measure of daily volatility. Following Parkinson (1980) we replace each squared intra-day return by the high-low range for that period to create a ...
Dijk, D.J.C. (Dick) van +1 more
core +1 more source
A Framework for Exploring the Macroeconomic Determinants of Systematic Risk [PDF]
We selectively survey, unify and extend the literature on realized volatility of financial asset returns. Rather than focusing exclusively on characterizing the properties of realized volatility, we progress by examining economically interesting ...
Francis X. Diebold +3 more
core +3 more sources
Inferred vs realized patterns of gene flow: an analysis of population structure in the Andros Island Rock Iguana. [PDF]
PLoS ONE, 2014 Ecological data, the primary source of information on patterns and rates of migration, can be integrated with genetic data to more accurately describe the realized connectivity between geographically isolated demes.
Giuliano Colosimo +3 more
doaj +1 more source
On the volatility of volatility [PDF]
, 2006 The Chicago Board Options Exchange (CBOE) Volatility Index, VIX, is calculated based on prices of out-of-the-money put and call options on the S&P 500 index (SPX). Sometimes called the "investor fear gauge," the VIX is a measure of the implied volatility
Black +3 more
core +2 more sources
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background Psychological safety (PS) is essential for teamwork, communication, and patient safety in complex healthcare environments. In pediatric oncology, interprofessional collaboration occurs under high emotional and organizational demands. Low PS may increase stress, burnout, and adverse events.
Alexandros Rahn +4 more
wiley +1 more source
Pediatric Blood &Cancer, EarlyView.ABSTRACT Background B‐acute lymphoblastic leukemia (B‐ALL) is the most common pediatric cancer, and while most children in high‐resource settings are cured, therapy carries risks for long‐term toxicities. Understanding parents’ concerns about these late effects is essential to guide anticipatory support and inform evolving therapeutic approaches ...
Kellee N. Parker +7 more
wiley +1 more source