Submitted: Apr 9, 2004; Revised: Jul 19, 2004; Accepted: Jul 19, 2004 Address for correspondence: Robert Diasio, MD, University of Alabama at Birmingham, Department of Pharmacology and Toxicology and UAB Comprehensive Cancer Center, 1824 6th Ave S, Wallace Tumor Institute, Room 620, University of Alabama at Birmingham, Birmingham, AL 35294-3300 Fax: 205-975-5650; e-mail: [email protected]...

We propose a new model for volatility forecasting which combines the Generalized Dynamic Factor Model (GDFM) and the GARCH model. The GDFM, applied to a large number of series, captures the multivariate information and disentangles the common and the idiosyncratic part of each series of returns. In this financial analysis, both these components are modeled as a GARCH. We compare GDFM+GARCH and ...

The autoregressive conditional heteroskedasticity (ARCH) and generalized autoregressive conditional heteroskedasticity (GARCH) models take the dependency of the conditional second moments. The idea behind ARCH/GARCH model is quite intuitive. For ARCH models, past squared innovations describes the present squared volatility. For GARCH models, both squared innovations and the past squared volatil...

CONTRIBUTING AUTHORS: Robin Alvares, PhD, CCCSLP; Marnee Brick, MSc, S-LP; Kelly J. Brown, MA; Michael F. Campbell, MS, MBA, CCC-SLP; Charles H. Carlin, PhD, CCC-SLP; Emily L. Carlin, MA, CCC-SLP; Gabriella Constantinescu, PhD, BSpPath (Hons); Sena Crutchley, MS, CCC-SLP; Dimity Dornan, AM, Associate Professor UQ, HonDUniv USQ, BSpThy, FSPAA, CpSp, LSLS Cert AVT; Anne M. Fleming, MA; Rodney Gab...

Nowadays many researchers use GARCH models to generate volatility forecasts. However, it is well known that volatility persistence, as indicated by the sum of the two parameters G1 and A1[1], in GARCH models is usually too high. Since volatility forecasts in GARCH models are based on these two parameters, this may lead to poor volatility forecasts. It has long been argued that this high persist...

BACKGROUND Clear-cell carcinoma of the ovary (CCC) is often diagnosed at childbearing age, or sometimes during treatment for infertility. Therefore, most young women with early-stage CCC wish to preserve their reproductive and endocrine functions if possible. METHODS Clinicopathologic data collected under the central pathological review system were subjected to survival analyses. We analyzed ...