Coherent Forecasting of Realized Volatility
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley +1 more source
Characterisation of treatment resistant mood disorder patients in the United Arab Emirates. [PDF]
Arnone D, Stip E.
europepmc +1 more source
ABSTRACT Food waste reveals inefficiencies in resource use and contributes significantly to environmental pollution. In the United States, food waste accounts for the majority of total waste, with more than 50 million tons generated annually. In military units that operate large‐scale institutional food‐service facilities and generate significant food ...
YongSun Kim, Hyun Shik Yoon
wiley +1 more source
Discovering mythorealism: A corpus stylistic analysis of Yan Lianke's novels in English. [PDF]
Zhang Y, Zhao C.
europepmc +1 more source
Saint Sebastian in the Renaissance: The Classicization and Homoeroticization of a Saint [PDF]
Wall, Rachel
core +1 more source
This review elucidates the formation pathways and detection technologies for ethyl carbamate, biogenic amines, and higher alcohols in Huangjiu. It concludes that integrated control frameworks are essential to decouple safety risks from the metabolic processes responsible for flavor development.
Lulu Liu +5 more
wiley +1 more source
The influence of traditional regional architectural culture on Neo-Chinese style furniture design: a case study of the lingnan region in China. [PDF]
Li C, Suhaily SS, Zhou Y.
europepmc +1 more source
Time Integrals Under the Black–Scholes–Merton and Margrabe Economies
ABSTRACT The problem of integrating the Black, Scholes, and Merton (BSM) formula with respect to the time variable is paramount for an economist. Inspired by the real options literature, Shackleton and Wojakowski offer analytic formulae for valuing finite maturity (profit) caps and floors that are contingent on continuous flows following a lognormal ...
José Carlos Dias +3 more
wiley +1 more source
H3-MOSAIC: multimodal generative AI for semantic place detection from high-frequency GPS on H3 grids in mental health geomatics. [PDF]
Liu L +6 more
europepmc +1 more source
Practice adoption in MNCS: A multi‐level interactionist model of trait activation
Abstract Research Summary Sharing knowledge through organizational practices is an important source of advantage for multinational corporations (MNCs). While prior research on practice adoption by subsidiaries of MNCs has identified several individual and organizational factors, this study examines their interplay in the context of HQ‐mandated ...
Sven Kunisch +4 more
wiley +1 more source

