Results 131 to 140 of about 953,394 (306)
Beta Risk and Regime Shift in Market Volatility [PDF]
In this paper, we relate the returns in the thirty securities in the Dow Jones index to regime shifts in stock market volatility. We apply a Markov switching process of order one to market volatility and examine the variation in the securities' returns ...
Roland Shami, Don U.A. Galagedera
core +3 more sources
Dynamic Effects of Crude Oil Price Movements: a Sectoral Examination [PDF]
Romanian Economic Journal, 2019 The study employs the Markov switching regression to examine the dynamic effects of crude oil price movements on sector returns in Saudi Arabia, the United Arab Emirates, China and India given the impact of the global factor. The evidence from the Markov
Isah Wada
doaj
Design and analysis strategies for robust microbiome ageing research
FEBS Letters, EarlyView.The gut microbiome changes with age and associates with age‐related morbidity and mortality, establishing it as a potential biomarker and intervention target for ageing. Realising this potential requires methodological rigour, yet distinguishing biological signals from methodological artefacts remains challenging across cohorts. This review provides an
Mark Olenik +5 more
wiley +1 more source
Modeling electricity prices with regime switching models [PDF]
We address the issue of modeling spot electricity prices with regime switching models. After reviewing the stylized facts about power markets we propose and fit various models to spot prices from the Nordic power exchange.
Rafal Weron +2 more
core
O novo campo de incidência do Regime Diferenciado de Contratações Públicas [PDF]
, 2013 TCC(graduação) - Universidade Federal de Santa Catarina. Centro de Ciências Jurídicas. Direito.No âmbito do Direito Admistrativo, trata do Regime Diferenciado de Contratações Públicas - RDC, modalidade de licitação instituída pela Lei 12.462/11, criado ...
Brito, Júlia Fernandes de
core
FEBS Letters, EarlyView.Cancer progression is regulated by the dynamic matrix code of the tumor microenvironment, which influences cellular behavior and disease development. Importantly, matrix remodeling in three‐dimensional cancer models more accurately reflects in vivo conditions compared to conventional two‐dimensional systems.
Sylvia Mangani +3 more
wiley +1 more source
Modeling the volatility of Mediterranean stock markets: a regime-switching approach [PDF]
In this paper we use the Markov regime-switching model to investigate the volatility behavior of six Mediterranean stock markets (France, Spain, Greece, Egypt, Tunisia, and Turkey) over the turbulent period 1995-2010.
Walid Chkili, Duc Khuong Nguyen
core
Investigating transcription factor dynamics in health and disease using FRAP
FEBS Letters, EarlyView.FRAP analysis of GFP‐tagged transcription factors reveals how molecular mobility and target engagement change in response to drug treatment. By combining live‐cell imaging, quantitative model fitting, and statistical analysis, this approach uncovers transcription factor dynamics linked to disease mechanisms, providing a powerful framework for ...
Kannan Govindaraj +3 more
wiley +1 more source
Modeling electricity spot prices: Regime switching models with price-capped spike distributions [PDF]
We calibrate Markov regime-switching (MRS) models to spot (log-)prices from two major power markets. We show that while the price-capped (or truncated) spike distributions do not give any advantage over the standard specification in case of moderately ...
Weron, Rafal, Janczura, Joanna
core +1 more source
Conserved binding mode but diverse interfaces of MreC‐PBP2 interactions
FEBS Letters, EarlyView.The crystal structure of abMreC reveals a conserved two β‐barrel architecture and provides structural insights into its role within the bacterial elongasome. The abMreC–abPBP2 complex model identifies the molecular basis of MreC‐mediated PBP2 recognition, contributing to the regulation of peptidoglycan synthesis.
Hyunseok Jang +4 more
wiley +1 more source