Modelling the persistence of conditional variances
This paper will discuss the current research in building models of conditional variances using the Autoregressive Conditional Heteroskedastic (ARCH) and Generalized ARCH (GARCH)...
Explore 2,836 academic publications
This paper will discuss the current research in building models of conditional variances using the Autoregressive Conditional Heteroskedastic (ARCH) and Generalized ARCH (GARCH)...
The Intergovernmental Panel on Climate Change (IPCC) is the leading international body for assessing the science related to climate change. It provides regular assessments of th...
This paper employs recently developed techniques for testing hypotheses in cointegrated panels to test the strong version of purchasing power parity for a panel of post Bretton ...
Structural variations of DNA greater than 1 kilobase in size account for most bases that vary among human genomes, but are still relatively under-ascertained. Here we use tiling...
Immune checkpoint inhibitors (ICIs) have made an indelible mark in the field of cancer immunotherapy. Starting with the approval of anti-cytotoxic T lymphocyte-associated protei...
The Intergovernmental Panel on Climate Change (IPCC) was established by the World Meteorological Organization (WMO) and the United Nations Environment Programme (UNEP) in 1988. ...
Abstract BACKGROUND. The American Cancer Society, the Centers for Disease Control and Prevention (CDC), the National Cancer Institute (NCI), and the North American Association o...
This paper develops an asymptotic theory for residual based tests for cointegration. Attention is given to the augmented Dickey-Fuller (ADF) test and the Z(subscript alpha) and ...