Results 41 to 50 of about 8,552 (239)
A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting
Journal of Forecasting, EarlyView.ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley +1 more source
Shape of Yield Curves Under Instrument‐Based Parallel Shifts
Journal of Futures Markets, EarlyView.ABSTRACT This paper studies the shape of zero and par yield curves through the carry and convexity of zero‐bond and par–swap butterflies under instrument‐based parallel shifts: the component instruments are held fixed, and each instrument's own quote receives the same additive shock.
Jian Sun
wiley +1 more source
A Survey on Teaching and Learning Recursive Programming
Informatics in Education, 2014 We survey the literature about the teaching and learning of recursive programming. After a short history of the advent of recursion in programming languages and its adoption by programmers, we present curricular approaches to recursion, including a ...
Christian RINDERKNECHT
doaj +1 more source
A Viable University: Foresight, Logframe, Lifestyle and Risks
Вестник Российского экономического университета имени Г. В. Плеханова, 2021 The study continues the study of the fundamental characteristics of models of viable systems conducted by the authors. The current issues of construction, reorganization and preservation of the life-incapable structure of a higher educational institution
I. N. Zimin, V. M. Kartvelishvili
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Industry Portfolio Volatility Connections and Industry Portfolio Returns
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington +2 more
wiley +1 more source
Institutional Diversity in Banking and Economic Complexity
International Journal of Finance &Economics, EarlyView.ABSTRACT In this paper, we test whether institutional diversity in banking systems is beneficial to economic complexity, using data for Italian provinces in the period 1998–2017. We compute different indexes that consider diversity from an ownership, institutional, business model and competition point of view and find that higher diversity has a ...
Beniamino Pisicoli
wiley +1 more source
All-order celestial OPE from on-shell recursion
Journal of High Energy Physics, 2023 We determine tree level, all-order celestial operator product expansions (OPEs) of gluons and gravitons in the maximally helicity violating (MHV) sector.
Lecheng Ren +3 more
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The Strong Nash‐Williams Orientation Theorem for Rayless Graphs
Journal of Graph Theory, EarlyView.ABSTRACT In 1960, Nash‐Williams proved his strong orientation theorem that every finite graph has an orientation in which the number of arc‐disjoint directed paths between any two vertices is at least half the number of undirected edge‐disjoint paths between them (rounded down).
Max Pitz, Jacob Stegemann
wiley +1 more source
Medicinal Research Reviews, EarlyView.ABSTRACT Artificial intelligence (AI) is transforming synthetic chemistry from task‐specific predictors into integrated platforms that unify retrosynthesis, reaction optimization, and closed‐loop robotic automation. This review highlights how AI‐assisted planning and robotic execution shorten cycle times, reduce step counts, and improve route ...
Amit Gangwal, Antonio Lavecchia
wiley +1 more source
La articulación de le expresión escrita. The articulation of written expression [PDF]
Ocnos, 2014 En este trabajo se aportan argumentos lingüísticos a favor de la autonomía funcional de la expresión escrita. Esta presentaría una estructuración independiente de la oralidad que, sin embargo, descansaría sobre los mismos principios básicos, estando ...
Jose Henrique Pérez-Rodríguez
doaj