Futures Open Interest and Speculative Pressure Dynamics via Bayesian Models of Long‐Memory Count Processes
Sign Up to like & getrecommendations! Published in 2025 at "Journal of Forecasting"
DOI: 10.1002/for.70001
Abstract: In this work, we develop time series regression models for long‐memory count processes based on the generalized linear Gegenbauer autoregressive moving average (GLGARMA) framework. We present a comprehensive Bayesian formulation that addresses both in‐sample and… read more here.
Keywords: memory count; long memory; speculative pressure; count ... See more keywords
Moderating effects of dysregulation and fear of positive emotions on the relationship between posttraumatic stress disorder symptoms and positive memory count.
Sign Up to like & getrecommendations! Published in 2020 at "Journal of clinical psychology"
DOI: 10.1002/jclp.23046
Abstract: OBJECTIVES We examined moderating effects of positive emotion dysregulation and fear of positive emotions in the relation between posttraumatic stress disorder (PTSD) severity and positive memory count. METHOD Participants were 205 trauma-exposed community individuals (Mage… read more here.
Keywords: positive memory; dysregulation; positive emotions; memory ... See more keywords