Results 51 to 60 of about 124,332 (265)

Higher moments and US industry returns: realized skewness and kurtosis

, 2021
Purpose: The purpose of this paper is to examine the relationships between the higher moments of returns (realized skewness and kurtosis) and subsequent returns at the industry level, with a focus on both empirical predictability and practical ...
Li, Bin, Worthington, Andrew C, Chen, Xiaoyue   +2 more
core   +1 more source

High‐Resolution MRI Revealed Different Etiology‐Specific Associations With Cerebral Infarction in Adult Moyamoya Vasculopathy

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective High‐resolution MRI enables detailed assessment of intracranial vessel wall pathology in moyamoya vasculopathy. We aimed to classify adult moyamoya vasculopathy etiologies using high‐resolution MRI and to examine subtype‐specific associations between high‐resolution MRI features and ischemic infarction.
Guangsong Han, Jiachun Pan, Yuehui Hong, Xiaoyuan Fan, Ming Yao, Lixin Zhou, Yicheng Zhu, Feng Feng, Jun Ni   +8 more
wiley   +1 more source

Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness [PDF]

This study examines the influence of global and regional factors on the conditional distribution of stock returns from six Asian markets, using factor models in which unexpected returns comprise global, regional and local shocks.
Aamir R. Hashmi, Anthony S. Tay
core   +2 more sources

Longitudinal Assessment of Biomarkers in ALS: Discriminative Biomarkers for Disease Progression and Survival

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To assess the association and discriminative performance of serum biomarkers with clinical disease progression and survival in patients with amyotrophic lateral sclerosis (ALS). Methods This retrospective study, conducted at Houston Methodist Hospital, Houston, TX, used longitudinal serum samples collected between January 2018 and ...
David R. Beers, Yueh‐Yun Lin, Jason R. Thonhoff, Aaron D. Thome, Alireza Faridar, Weihua Zhao, Shixiang Wen, Stanley H. Appel   +7 more
wiley   +1 more source

On Describing Multivariate Skewness: A Directional Approach [PDF]

Most multivariate measures of skewness in the literature measure the overall skewness of a distribution. While these measures are perfectly adequate for testing the hypothesis of distributional symmetry, their relevance for describing skewed ...
J. T. A. S. Ferreira, M. F. J. Steel
core  

White Matter Hyperintensity Burden and Short‐Interval Change Associated With Sleep Apnoea in the UK Biobank

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Background and Purpose White matter hyperintensities (WMH) are a core neuroimaging marker of cerebral small vessel disease (CSVD). Sleep apnoea (SA) is a recognized vascular risk factor, but its associations with regional WMH burden, short‐interval WMH change and cognitive performance in population‐based cohorts remain incompletely defined. We
Peng Cheng, Diego Z. Carvalho, Shahid Karim, Anwar Chahal, Virend K. Somers   +4 more
wiley   +1 more source

AUTOREGRESSIVE CONDITIONAL VOLATILITY, SKEWNESS AND KURTOSIS [PDF]

This paper proposes a GARCH-type model allowing for time-varying volatility, skewness and kurtosis. The model is estimated assuming a Gram-Charlier series expansion of the normal density function for the error term, which is easier to estimate than the ...
Ángel León, Gregorio Serna, Gonzalo Rubio   +2 more
core  

Early Clinical, Imaging, and Pathological Characteristics of SRPK3/TTN‐Digenic Myopathy

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective SRPK3/TTN‐digenic myopathy was recently established as a skeletal muscle myopathy caused by digenic inheritance. This study characterizes the early clinical presentation of SRPK3/TTN‐digenic myopathy in one previously reported and seven newly identified pediatric patients.
Rotem Orbach, Sandra Donkervoort, Carola Hedberg‐Oldfors, Giovanni Baranello, Dimah Saade, Precilla D'Souza, Ruchee Patel, Eva Michael, A. Reghan Foley, Diana Bharucha‐Goebel, S. Jin Haugland, Meghan McAnally, Omer Abdul Hamid, Katherine Chao, Ellen F. Macnamara, Alan H. Beggs, Anna Sarkozy, Juliane Mueller, Steven A. Moore, Richard S. Finkel, Cynthia J. Tifft, Francesco Muntoni, Anders Oldfors, Carsten G. Bönnemann   +23 more
wiley   +1 more source

International Portfolio Formation, Skewness & the Role of Gold [PDF]

This paper examines the optimal allocation of assets in well diversified equity based portfolio where the investor is concerned not only with mean and variance but also with the skewness of the returns.
Brian M Lucey, Valerio Poti, Edel Tully
core  

Long‐Term Efficacy of Immunotherapy in Autoimmune Autonomic Ganglionopathy—A 10‐Year Follow Up Study

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Autoimmune autonomic ganglionopathy (AAG) is a rare but potentially treatable cause of severe autonomic failure. Evidence guiding long‐term immunotherapy, treatment sequencing, and residual autonomic impairment is limited. We evaluated long‐term treatment response, residual autonomic dysfunction, and relapse patterns in patients with
Giacomo Chiaro, Shiwen Koay, Gordon T. Ingle, Patricia McNamara, Laura Watson, Fion Bremner, Valeria Iodice   +6 more
wiley   +1 more source