Understanding temporal aggregation effects on kurtosis in financial indices
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2020.07.035
Abstract: Abstract Indices of financial returns typically display sample kurtosis that declines towards the Gaussian value 3 as the sampling interval increases. This paper uses stochastic unit root (STUR) and continuous time analysis to explain the… read more here.
Keywords: kurtosis; financial indices; temporal aggregation; continuous time ... See more keywords
Understanding the temporal dynamics of invasive late blight populations in India for improved management practices.
Sign Up to like & getrecommendations! Published in 2024 at "Phytopathology"
DOI: 10.1094/phyto-03-24-0082-r
Abstract: The microbial oomycete pathogen, Phytophthora infestans causes severe epidemics of potato late blight in crops globally. Disease management benefits from an understanding of the diversity of pathogen populations. In this study, we explore the dynamics… read more here.
Keywords: potato; understanding temporal; pathogen; management ... See more keywords
Understanding Temporal Relations in Mandarin Chinese: An ERP Investigation
Sign Up to like & getrecommendations! Published in 2022 at "Brain Sciences"
DOI: 10.3390/brainsci12040474
Abstract: Temporal connectives play a crucial role in marking the sequence of events during language comprehension. Although existing studies have shown that sentence comprehension can be modulated by temporal connectives, they have mainly focused on languages… read more here.
Keywords: temporal relations; understanding temporal; critical words; relations mandarin ... See more keywords