Results 61 to 70 of about 124,332 (265)
Modeling Conditional Skewness in Stock Returns [PDF]
In this paper we propose a new GARCH-in-Mean (GARCH-M) model allowing for conditional skewness. The model is based on the so-called z distribution capable of modeling moderate skewness and kurtosis typically encountered in stock return series.
Markku Lanne, Pentti Saikkonen
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Interspecific hybridization of Vigna radiata x 13 wild Vigna species for developing MYMV donar [PDF]
Mungbean (Vigna radiata (L.) Wilczek) is having a desirable characters like short duration, high protein, less anti nutritionalfactors, nitrogen fixing capacity, suitable for inter cropping, making many kinds of foods for higher human consumption ...
M. Pandiyan , N.Senthil, N. Ramamoorthi, AR.Muthiah, N.Tomooka V.Duncan and T.Jayaraj
doaj
MOGAD Is the Most Common Cause of Isolated Optic Neuritis in Children
ABSTRACT Objectives The study aimed to characterize the clinical features, etiologies, and outcomes of isolated, first‐time pediatric ON in the post‐MOG‐IgG era. Methods This was a single‐center retrospective cohort study at Texas Children's Hospital of patients diagnosed with first‐time ON between 2018–2024, with follow‐up data collected through 2025.
Chaitanya Aduru +13 more
wiley +1 more source
Autorregresive 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 ...
León, Angel +2 more
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Metabolic and Microvascular Risk Factors Associated With Brain Health in Type 1 Diabetes
ABSTRACT We examined relationships between metabolic factors, microvascular complications, and brain health in adults with type 1 diabetes. Fifty‐one adults were assessed for metabolic risk factors, microvascular complications, and cognitive function, with a subset completing brain MRI.
Jihyun Park +7 more
wiley +1 more source
SKEWNESS IN INDIVIDUAL STOCKS AT DIFFERENT FREQUENCIES [PDF]
This paper examines the (a)symmetry of twenty-four individual stock returns at different frequencies: daily, weekly and monthly. While some asymmetries are observed in daily returns, they disappear almost completely at lower frequencies.
Amado Peiró
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Background: Cognitive assessments for patients with neurocognitive disorders are mostly measured by the Montreal Cognitive Assessment (MoCA) and Visual Cognitive Assessment Test (VCAT) as screening tools.
Seyed Ehsan Saffari +5 more
doaj +1 more source
ABSTRACT Background Factors associated with relapse course and disability in myelin oligodendrocyte glycoprotein antibody‐associated disease (MOGAD) remain incompletely understood. Objectives To identify clinical and modifiable factors associated with relapse and disability in MOGAD. Methods In this ambispective multicentre cohort study using data from
Yingtao Wang +23 more
wiley +1 more source
Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach [PDF]
This paper proposes a nonparametric efficiency measurement approach for the static portfolio selection problem in mean-variance-skewness space. A shortage function is defined that looks for possible increases in return and skewness and decreases in ...
Kristiaan Kerstens +2 more
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