This paper investigates the forecasting ability of four different GARCH models and the Kalman filter method. The four GARCH models applied are the bivariate GARCH, BEKK GARCH, GARCH-GJR and the GARCH-X model. The paper also compares the forecasting ability of the non-GARCH model the Kalman method. Forecast errors based on twenty UK company weekly stock return (based on timevary beta) forecasts ...

DCC (deleted in colorectal cancer) is a candidate tumor suppressor gene recently identified on chromosome band 18q21. Loss of one DCC allele or decreased DCC expression occurs in more than 70% of colorectal cancers, suggesting that DCC inactivation constitutes a critical event in the development of these tumors. Using polymerase chain reaction amplification of cDNA, we have studied DCC expressi...

BACKGROUND Delayed umbilical cord clamping (DCC) permits placental-to-newborn transfusion and results in an increased neonatal blood volume at birth. Despite endorsement by numerous medical governing bodies, DCC in preterm newborns has been slow to be adopted into practice. The purpose of this article is to provide a framework to guide medical providers interested in implementing DCC in a hospi...

Abstract In view of the recent pandemic and its associated impact, this study examines relationship between e-commerce mobile/electronic payment markets by utilizing two indices as proxies these market developments. The employed DCC-GARCH modeling, Hacker–Hatemi bootstrap causality test, Diebold–Yilmaz volatility spillover analysis a modeling incorporating COVID19 related death statistics three...

In this paper, we first obtain a time-varying measure of volatility connectedness involving fifteen major cryptocurrencies based on dynamic conditional correlation-generalized autoregressive heteroscedasticity (DCC-GARCH) model, and then analyze the role investor sentiment in explaining movement metric within quantile-on-quantile framework. Our findings show that lower quantiles happiness, buil...

This study investigates the dynamic volatility connectivity of important environmental, social, and governance (ESG) stock indexes from May 2010 to March 2021. The empirical research is focused on five major S&P ESG US, Latin America, Europe, Middle East Africa, Asia Pacific regions. reveals that in America are net shock transmitters, whereas United States receivers. Furthermore, finds bilatera...

Evidence supporting delayed cord clamping (DCC) in the premature newborn is increasing, yet in a level IV neonatal intensive care unit (NICU); DCC was not being consistently performed, and when it was there were noted variations in the absence of a standardized guideline. The objective of this quality improvement (QI) project was to develop and secure institutional approval of a DCC guideline f...