Results 231 to 240 of about 17,511,424 (267)

Association Between Serum Ferritin and Hemoglobin Levels in Pregnant Women: Implications for Early Iron Deficiency Screening. [PDF]

open access: yesCureus
Ahmed D   +10 more
europepmc   +1 more source

Psychometric performance and student perceptions of AI- versus student-generated multiple-choice questions: a single-center randomized controlled trial. [PDF]

open access: yesBMC Med Educ
Al-Najafi D   +13 more
europepmc   +1 more source

Skewed distributions generated by the Student's t kernel

Monte Carlo Methods and Applications, 2008
Summary: Following \textit{A. K. Gupta, F.-C. Chang} and \textit{W. J. Huang} [Some skew-symmetric models. Random Oper. Stoch. Equ. 10, No. 2, 133--140 (2002; Zbl 1118.60300)], we construct skew pdfs of the form \(2f(u)G(\lambda u)\), where \(f\) is taken to be a Student's \(t\) pdf while the cdf \(G\) is taken to come from one of the normal, Student's
Saralees Nadarajah
exaly   +4 more sources

Volatility forecasting using Double-Markov switching GARCH models under skewed Student-t distribution [PDF]

open access: yes, 2012
This thesis focuses on forecasting the volatility of daily returns using a double Markov switching GARCH model with a skewed Student-t error distribution. The model was applied to individual shares obtained from the Johannesburg Stock Exchange (JSE). The Bayesian approach which uses Markov Chain Monte Carlo was used to estimate the unknown parameters ...
Mazviona, Batsirai Winmore
core   +3 more sources

Finite mixtures of multivariate skew Student’s t distributions with independent logistic skewing functions

Brazilian Journal of Probability and Statistics, 2022
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kwong, Hok Shing, Nadarajah, Saralees
openaire   +1 more source

Estimating Stock Market Volatility Using Exponential Garch Model with Skewed Student- T Distribution

Commerce & Business Researcher, 2021
The aim of the study is to empirically investigate the performance of the EGARCH (1, 1) volatility model with the normal, skew-normal, and student t and skewed student t distributions on the NSE Nifty Fifty Index. Ten years of daily closing rates over the period of January 2010 to December 2020, for a total of 2730 observations, have been analyzed ...
Regina Sibi Cleetus, Syamraj KP
openaire   +1 more source

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