Results 241 to 250 of about 10,202,946 (277)

Multiscale neural dynamics in sleep transition volatility across age scales: a multimodal EEG-EMG-EOG analysis of temazepam effects. [PDF]

Geroscience
Sirpal P, Sikora WA, Refai HH.
europepmc   +1 more source

Modeling and forecasting the volatility of some industry development indicators in Ethiopia using multivariate GARCH models. [PDF]

Sci Rep
Dagnew GA, Alamneh BW, Hailu WG.
europepmc   +1 more source

Climate variability, population growth, and globalization impacting food security in Pakistan. [PDF]

Sci Rep
Abbas S, Haider A, Kousar S, Lu H, Lu S, Liu F, Li H, Miao C, Feng W, Ahamad MI, Mehmood MS, Zulqarnain RM.   +11 more
europepmc   +1 more source

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Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?

International Statistical Review, 2023
SummaryWe compare predictive performance of a multitude of alternative Bayesian vector autoregression (VAR) models allowing for cointegration and time‐varying conditional covariances, described by different multivariate stochastic volatility (MSV) models, including their hybrids with multivariate GARCH processes (MSV‐MGARCH), as well as t‐GARCH and ...
Anna Pajor, Justyna Wróblewska, Łukasz Kwiatkowski, Jacek Osiewalski   +3 more
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Use of Orthofix T-Garche Fixator in Late-Onset Tibia Vara

Journal of Pediatric Orthopaedics, 1996
The treatment of late-onset tibia vara has not been well described. High tibial corticotomies and use of the Orthofix T-Garche fixator were performed on 11 children (14 knees) with late-onset tibia vara. The average age at surgery was 12 years, and follow-up was 2 years. Minimum follow-up was until completion of growth.
R, Gaudinez, U, Adar
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Correction of Proximal Tibial Deformities in Adolescents with the T-Garches External Fixator

Journal of Pediatric Orthopaedics, 1998
Frontal-plane deformity of the proximal tibia in children has a variety of etiologies. There are also a number of described surgical techniques for correction of these deformities. The authors reviewed their early experience with the use of the Orthofix T-Garches external fixator for correction of 16 proximal tibial deformities in 14 patients. Mean age
D F, Stanitski, P, Srivastava, C L, Stanitski   +2 more
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Stock Index Futures Basis and Liquidity of Correlation Analysis and Application Based on t-GARCH-Copula Model

2014 Tenth International Conference on Computational Intelligence and Security, 2014
This paper takes the CSI300 Stock Index Futures as research object, and conducts an empirical study on the dynamic correlation between basis and liquidity of the CSI300 Stock Index Futures. Firstly the lead-lag relationship between liquidity and basis is discussed using Granger causality test, and then the binary t-GARCH-Copula model is built and the ...
Sulin Pang, Yuanxiong Chen
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Forecasting rate of return after extreme values when using AR- t -GARCH and QAR-Beta- t -EGARCH

Finance Research Letters, 2018
Abstract We compare the predictive performances of AR- t -GARCH and recent QAR-Beta- t -EGARCH models. We compare predictive performances for those days when an extreme value is observed, and also for the trading day after each day when an extreme value is observed.
Szabolcs Blazsek, Daniela Carrizo, Ricardo Eskildsen, Humberto Gonzalez   +3 more
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Oil Products and the Volatility Index: Bivariate Volatility Relationships Within a T-GARCH Model

SSRN Electronic Journal, 2012
I provide, in this paper, evidence on the contribution of crude oil excess volatility to the volatility index. Crude oil leads the volatility index by 16 basis points (BP) 6 months ahead of time. This leadership is reversal and covers the period from January 21, 2000 to the end of 2011. The lagged and the contemporaneous effects amount to 35BP and 21BP,
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The Skew-t Garch Model

2006
A GARCH-type model for non-leading financial market returns is considered.The innovation consists in assuming the returns to depend on the sign of the leading financial market in the world. Under standard assumption, the conditional distribution of the returns turns out to be a Skew-t random variate.
DE LUCA, GIOVANNI, LOPERFIDO N.
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