Peculiar Dust Emission within the Orion Molecular Cloud by Parisa Nozari, Sarah Sadavoy, Edwige Chapillon, Brian Mason, Rachel Friesen, Ian Lowe, Thomas Stanke, James Di Francesco, Thomas Henning, Qizhou Zhang, Amelia Stutz

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Evaluating oxide nanoparticle exsolution on A-site deficient PrBaCo2O6-δ electrodes by Alfonso J Carrillo, María Balaguer, Cecilia Solís, Andrés López-García, Sylvio Haas, María Fabuel, Blanca Delgado-Galicia, Isabelle Rodriguez, Einar Vøllestad, Sebastian Wachowski, Ragnar Strandbakke, Truls Norby, Jose M Serra

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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

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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

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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

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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

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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

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The JWST-SUSPENSE Ultradeep Spectroscopic Program: Survey Overview and Star Formation Histories of Quiescent Galaxies at 1 < z < 3 by Martje Slob, Mariska Kriek, Aliza G. Beverage, Katherine A. Suess, Guillermo Barro, Rachel Bezanson, Gabriel Brammer, Chloe M. Cheng, Charlie Conroy, Anna de Graaff, Natascha M. Förster Schreiber, Marijn Franx, Brian Lorenz, Pavel E. Mancera Piña, Danilo Marchesini, Adam Muzzin, Andrew B. Newman, Sedona H. Price, Alice E. Shapley, Mauro Stefanon, Pieter van Dokkum, Daniel R. Weisz

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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

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MAMMOTH-Subaru. II. Diverse Populations of Circumgalactic Lyα Nebulae at Cosmic Noon by Mingyu Li, Haibin Zhang, Zheng Cai, Yongming Liang, Nobunari Kashikawa, Ke Ma, Xiaohui Fan, J. Xavier Prochaska, Bjorn H. C. Emonts, Xin Wang, Yunjing Wu, Shiwu Zhang, Qiong Li, Sean D. Johnson, Minghao Yue, Fabrizio Arrigoni Battaia, Sebastiano Cantalupo, Joseph F. Hennawi, Satoshi Kikuta, Yuanhang Ning, Masami Ouchi, Rhythm Shimakawa, Ben Wang, Weichen Wang, Zheng Zheng, Zhen-Ya Zheng

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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

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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

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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. …”
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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

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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. …”
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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. …”
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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. …”
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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. …”
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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. …”
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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. …”
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