Multi-observatory Study of Young Stellar Energetic Flares (MORYSEF): No Evidence for Abnormally Strong Stellar Magnetic Fields after Powerful X-Ray Flares by Konstantin V. Getman, Oleg Kochukhov, Joe P. Ninan, Eric D. Feigelson, Vladimir S. Airapetian, Abygail R. Waggoner, L. Ilsedore Cleeves, Jan Forbrich, Sergio A. Dzib, Charles J. Law, Christian Rab, Daniel M. Krolikowski

Get full text

A Wideband Chemical Survey of Massive Star-forming Regions at Subarcsecond Resolution with the Submillimeter Array by Charles J. Law, Qizhou Zhang, Arielle C. Frommer, Karin I. Öberg, Roberto Galván-Madrid, Eric Keto, Hauyu Baobab Liu, Paul T. P. Ho, Andrés F. Izquierdo, L. Ilsedore Cleeves

Get full text

FEASTS: Radial Distribution of H i Surface Densities Down to 0.01 M⊙ pc−2 of 35 Nearby Galaxies by Jing Wang, Dong Yang, Xuchen Lin, Qifeng Huang, Zhijie Qu, Hsiao-wen Chen, Hong Guo, Luis C. Ho, Peng Jiang, Zezhong Liang, Céline Péroux, Lister Staveley-Smith, Simon Weng

Get full text

A New CYP2E1 Inhibitor, 12-Imidazolyl-1-dodecanol, Represents a Potential Treatment for Hepatocellular Carcinoma by Torsten Diesinger, Alfred Lautwein, Sebastian Bergler, Dominik Buckert, Christian Renz, Radovan Dvorsky, Vyacheslav Buko, Siarhei Kirko, Edith Schneider, Florian Kuchenbauer, Mukesh Kumar, Cagatay Günes, Felicitas Genze, Berthold Büchele, Thomas Simmet, Martin Haslbeck, Kai Masur, Thomas Barth, Dieter Müller-Enoch, Thomas Wirth, Thomas Haehner

Get full text

The SUPERCOLD-CGM Survey. II. [C i](1–0) Emission and the Physical Conditions of Cold Gas in Enormous Lyα Nebulae at z ∼ 2 by Jianan Li, Bjorn H. C. Emonts, Zheng Cai, Jianrui Li, Ran Wang, Montserrat Villar-Martín, Fabrizio Arrigoni Battaia, Mingyu Li, Yunjing Wu, Ilsang Yoon, Matthew D. Lehnert, Kyle Massingill, Craig Sarazin, Jason X Prochaska, Mark Lacy, Brian Mason

Get full text

Hubble Space Telescope Observations within the Sphere of Influence of the Powerful Supermassive Black Hole in PKS 0745-191 by Julie Hlavacek-Larrondo, Hyunseop Choi, Minghao Guo, Annabelle Richard-Laferrière, Carter Rhea, Marine Prunier, Helen Russell, Andy Fabian, Jonelle L. Walsh, Marie-Joëlle Gingras, Brian McNamara, Steve Allen, André-Nicolas Chené, Alastair Edge, Marie-Lou Gendron-Marsolais, Michael McDonald, Priyamvada Natarajan, Jeremy Sanders, James F. Steiner, Benjamin Vigneron, Anja von der Linden

Get full text

The JADES Transient Survey: Discovery and Classification of Supernovae in the JADES Deep Field by Christa DeCoursey, Eiichi Egami, Justin D. R. Pierel, Fengwu Sun, Armin Rest, David A. Coulter, Michael Engesser, Matthew R. Siebert, Kevin N. Hainline, Benjamin D. Johnson, Andrew J. Bunker, Phillip A. Cargile, Stephane Charlot, Wenlei Chen, Mirko Curti, Shea DeFour-Remy, Daniel J. Eisenstein, Ori D. Fox, Suvi Gezari, Sebastian Gomez, Jacob Jencson, Bhavin A. Joshi, Sanvi Khairnar, Jianwei Lyu, Roberto Maiolino, Takashi J. Moriya, Robert M. Quimby, George H. Rieke, Marcia J. Rieke, Brant Robertson, Melissa Shahbandeh, Louis-Gregory Strolger, Sandro Tacchella, Qinan Wang, Christina C. Williams, Christopher N. A. Willmer, Chris Willott, Yossef Zenati

Get full text

The Secondary Component of the Extremely Low Mass Ratio Massive Binary HD 165246 Revealed by GHOST by C. N. Rodriguez, T. Ansin, G. A. Ferrero, O. G. Benvenuto, R. Gamen, N. I. Morrell, J. I. Arias, R. E. Higa, C. Putkuri, C. Johnston, K. Chiboucas, E. Deibert, C. R. Hayes, J.-E. Heo, M. Jeong, V. Kalari, E. Martioli, V. M. Placco, K. A. Venn, S. Xu, R. Diaz, M. Gomez-Jimenez, R. Ruiz-Carmona, C. Simpson, A. W. McConnachie, J. Pazder, G. Burley, T. A. M. Berg, J. G. Robertson, K. Labrie, J. Thomas-Osip

Get full text

Hybrid Model for Stock Market Volatility by Kofi Agyarko, Nana Kena Frempong, Eric Neebo Wiah

“…To improve on the accuracy of the traditional GARCH-type models, a hybrid model (BSGARCH (1, 1)) that combines the flexibility of B-splines with the GARCH (1, 1) model has been proposed in the study. …”
Get full text

Relevance of anxiety in clinical practice of Guillain-Barré syndrome: a cohort study by Raphaël Porcher, Djillali Annane, Andrea Polito, Tarek Sharshar, Takoua Merhbene, Morgane Blanc, Marion Antona, Marie-Christine Durand, Diane Friedman, David Orlikowski, Marie-Hélène Marcadet

Get full text

Nonstationary Generalised Autoregressive Conditional Heteroskedasticity Modelling for Fitting Higher Order Moments of Financial Series within Moving Time Windows by Luke De Clerk, Sergey Savel’ev

“…Here, we present a method for a simple GARCH (1,1) model to fit higher order moments for different companies’ stock prices. …”
Get full text

Investors’ Risk Preference Characteristics Based on Different Reference Point by Fenghua Wen, Zhifang He, Xu Gong, Aiming Liu

“…The two factors are introduced as separate explanatory variables into the time-varying GARCH-M (TVRA-GARCH-M) model. Then, we redefine prior losses and gains by selecting different reference point to study investors’ time-varying risk preference. …”
Get full text

Study on Announcement Effect of Stock Repurchase from the Perspective of Configuration Analysis by Hong Bing Wang, Ai Hua Jin, Hai Yun Yu

“…Using the qualitative comparative analysis method and PSO-ICA-GARCH model, we analyze the influencing factors of the stock repurchase announcement market reaction. …”
Get full text

PAY PİYASALARINDA VOLATİLİTE TAHMİNLEMESİ: BORSA İSTANBUL MALİ VE SINAİ ENDEKSLERİ ÜZERİNE BİR UYGULAMA by İlhan Ege, Tuğba Nur Topaloğlu

“…Çalışmanın sonucunda BISTMali endeksi için en uygun tahmin modeli GARCH (1,1), BIST Sınai endeksi içinen uygun tahmin modeli ise APGARCH(1,1) olarak belirlenmiştir. …”
Get full text

The Impacts of the Infectious Disease Epidemic on the Permanent Volatility of Precious Metal and Crude Oil Futures Markets: A Long-Term Perspective by Yue Shang, Xiaodan Chen, Yifeng Zhang, Yu Wei

“…The aim of this paper is to identify the quantitative impacts of the infectious disease pandemic on the permanent volatility of precious metal and crude oil futures from a long-term perspective by using a recently constructed Infectious Disease Equity Market Volatility Tracker (ID-EMV) to capture the epidemic severity and with a novel mixed data sampling GARCH (GARCH-MIDAS) method. Different from the extant literature only focusing on the short-term influences of the COVID-19 epidemic on commodity futures market, this paper shows that the infectious disease pandemic does have significant and positive impacts on the permanent (long-term) volatilities of precious metal and crude oil futures markets lasting for at least up to 12 months. …”
Get full text

The Possibility or Impossibility of Stock Price Prediction: Evidence from the Petrochemical Industry by Masoud Alizadeh Chamazkoti, Mehdi Fathabadi, Mahmod Mahmodzadeh, Saleh Ghavidel Doostkouei

“…In addition, the results of GARCH and exponential GARCH models showed that there is a positive relationship between risk and return for all seven companies. …”
Get full text

Cross-Asset Portfolio Modeling: A Comparative Study of Symmetrical and Asymmetric Dynamic Methods by Dismas Oktavianto, Robiyanto Robiyanto, Andrian Dolfriandra Huruta

“…The stock-gold portfolios formed by utilizing the DCC and ADCC-GARCH methods outperform those composed of only stock. …”
Get full text

Dynamics Between Foreign Portfolio Investment, Stock Price and Financial Development in South Africa: A SVAR Approach by Kazeem Abimbola Sanusi, Zandri Dickason-Koekemoer

“…This study uses a structural VAR estimation approach and dynamic conditional correlation (DCC GARCH model). The DCC GARCH approach displays time-varying correlations between stock prices, credit given to the private sector as a measure of financial growth, and foreign portfolio investments. …”
Get full text

IMPACT OF COVID-19 PANDEMIC ON STOCK PRICE VOLATILITY OF SUB-SECTOR INDICES IN THE NIGERIAN STOCK EXCHANGE by Oyewale Temilola Christiana, Muftau Adeniyi Ijaiya, Kasali Kayode Rafiu

“…The study employed ex-post facto research design to determine the impact of COVID-19 infection rates and COVID-19 death rates on stock price volatility of sub-sector indices in the Nigeria stock exchange market, within the period of 2nd March 2020 to 28th February, 2022. The study employed GARCH and DCC-GARCH and found that COVID-19 pandemic (infection and death rates) had significant effect on the volatility of sub-sector indices in the Nigeria stock market, and that there was significant volatility transmission among the sub-sector indices of the Nigerian stock market during the COVID-19 pandemic period. …”
Get full text

A General Result on the Mean Integrated Squared Error of the Hard Thresholding Wavelet Estimator under α-Mixing Dependence by Christophe Chesneau

“…Applications are given for two types of inverse problems: the deconvolution density estimation and the density estimation in a GARCH-type model, both improve existing results in this dependent context. …”
Get full text