Results 41 to 50 of about 1,223,971 (333)
Estimating Time-Varying Beta of Price Limits and Its Applications in China Stock Market
Journal of Applied Mathematics, 2013 This paper proposes an estimation method of time-varying beta of price limits. It uses China stock market trading data to estimate time-varying beta and researches on systemic risk in China stock market. By comparing prediction errors of market model, SS
Rongquan Bai, Zuoquan Zhang, Menggang Li
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International Journal of Financial Studies, 2016 The stock beta coefficient literature extensively discusses the proper methods for the estimation of beta as well as its use in asset valuation. However, there are fewer references with respect to the appropriate time horizon that investors should ...
Dimitrios Dadakas +3 more
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Frontiers in Cardiovascular Medicine, 2022 BackgroundIt is unclear whether beta-blocker treatment is advantageous in patients with stable coronary artery disease (CAD) who underwent percutaneous coronary intervention (PCI). We evaluated the clinical impact of long-term beta-blocker maintenance in
Seung-Jun Lee +14 more
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Time-Varying Betas Help in Asset Pricing: The Threshold CAPM [PDF]
Studies in Nonlinear Dynamics & Econometrics, 2003 University of Pittsburgh, Department of Economics, caner@pitt.eduStudies in Nonlinear Dynamics & Econometrics is produced by The Berkeley ElectronicPress (bepress). http://www.bepress.com/sndeCopyright c 2003 by the authors.All rights reserved. No part of this publication may be reproduced, stored in a retrievalsystem, or transmitted, in any form or by
Akdeniz L., Altay-Salih, A., Caner, M.
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Continuous and Jump Betas: Implications for Portfolio Diversification
Econometrics, 2016 Using high-frequency data, we decompose the time-varying beta for stocks into beta for continuous systematic risk and beta for discontinuous systematic risk. Estimated discontinuous betas for S&P500 constituents between 2003 and 2011 generally exceed
Vitali Alexeev +2 more
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A Bayesian Control Chart for Monitoring Process Variance
Applied Sciences, 2021 Automation in the service industry is emerging as a new wave of industrial revolution. Standardization and consistency of service quality is an important part of the automation process.
Chien-Hua Lin +3 more
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Mapping the evolution of mitochondrial complex I through structural variation
FEBS Letters, EarlyView.Respiratory complex I (CI) is crucial for bioenergetic metabolism in many prokaryotes and eukaryotes. It is composed of a conserved set of core subunits and additional accessory subunits that vary depending on the organism. Here, we categorize CI subunits from available structures to map the evolution of CI across eukaryotes. Respiratory complex I (CI)
Dong‐Woo Shin +2 more
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Adaptive Multi-target Tracking Algorithm with Unknown Detection Probability [PDF]
Jisuanji gongcheng, 2017 In order to accurately model the system detection probability in a complex background,a Multi-Target Tracking(MTT) method with unknown detection probability is proposed.The detection probability is modeled by the Time Varying AutoRegressive(TVAR) process.
LIU Jun,YUAN Peiyan,QIU Hao
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FEBS Letters, EarlyView.Enteropathogenic E. coli (EPEC) infects the human intestinal epithelium, resulting in severe illness and diarrhoea. In this study, we compared the infection of cancer‐derived cell lines with human organoid‐derived models of the small intestine. We observed a delayed in attachment, inflammation and cell death on primary cells, indicating that host ...
Mastura Neyazi +5 more
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Exchange Rate Volatility Forecasting by Hybrid Neural Network Markov Switching Beta-t-EGARCH
IEEE Access, 2020 The motivation of this study is built from the previous research to find a way to enhance the forecast of advanced and emerging market currency volatilities.
Ruofan Liao +2 more
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