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Conditional probability plots for coast_ratio and residential under the... Get access
Published: 17 April 2025
Figure A3.
Conditional probability plots for coast_ratio and residential under the selected 5NN model.
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Conditional probability plots for industrial , agricultural , and wetlan... Get access
Published: 17 April 2025
Figure A4.
Conditional probability plots for industrial , agricultural , and wetlands under the selected 5NN model.
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2-Min log-prices and log-returns of S&P 500 on May 06, 2010. Panel (a) ...
Published: 17 April 2025
Figure 1.
2-Min log-prices and log-returns of S&P 500 on May 06, 2010. Panel (a) shows the log-prices and Panel (b) shows the standardized log-returns in the afternoon.
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2-min log-prices (a) and log-returns (b) of S&P 500 between 3 January 2...
Published: 17 April 2025
Figure 2.
2-min log-prices (a) and log-returns (b) of S&P 500 between 3 January 2006 and 13 March 2015. Update caption to2-min log prices (a) and log-returns (b) of S&P 500 between 3 January 2006 and 13 March 2015.
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J 4 jumps in the S&P 500 index returns over the sample.
Published: 17 April 2025
Figure 6.
J 4 jumps in the S&P 500 index returns over the sample.
Journal Article
Investigating the effect of climate-related hazards on claim frequency prediction in motor insurance with incomplete data Get access
Journal of the Royal Statistical Society Series C: Applied Statistics, qlaf030, https://doi.org/10.1093/jrsssc/qlaf030
Published: 17 April 2025
Journal Article
A new method for jump detection: analysis of jumps in the S&P 500 financial index
Journal of the Royal Statistical Society Series C: Applied Statistics, qlaf025, https://doi.org/10.1093/jrsssc/qlaf025
Published: 17 April 2025
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Local volatility ( LV k t , j ) of S&P 500 on the morning...
Published: 17 April 2025
Figure 3.
Local volatility ( LV k t , j ) of S&P 500 on the morning of 14 February 2007. Local volatility of S&P 500 on the morning of 14 February 2007.
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Daily realized volatility of S&P 500 over the sample period. Panel (a) ...
Published: 17 April 2025
Figure 4.
Daily realized volatility of S&P 500 over the sample period. Panel (a) shows RV / Med 9 RV and Panel (b) shows Med 9 RV .
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Intraday local volatility of S&P 500.
Published: 17 April 2025
Figure 5.
Intraday local volatility of S&P 500.
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Panels (a) and (b) show, respectively, autocorrelations and partial autocor...
Published: 17 April 2025
Figure 7.
Panels (a) and (b) show, respectively, autocorrelations and partial autocorrelations of the daily numbers of J 4 jumps for S&P 500.
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P 3 -volatility patterns for Med 9 and ABD methods. Pan...
Published: 17 April 2025
Figure 8.
P 3 -volatility patterns for Med 9 and ABD methods. Panels (a) (b)are the 2-min P 3 -volatility volatilities while Panels (c) (d) are the 1-min patterns. (a) 2-min ABD . (b) 2-min Med 9 . (c) 1-min ABD . (d) 1-min Med 9 .
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1-min P 6 -volatility pattern using Med 9 .
Published: 17 April 2025
Figure 9.
1-min P 6 -volatility pattern using Med 9 .
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Conditional probability plots for vulnerability and log_alt_means under... Get access
Published: 17 April 2025
Figure 1.
Conditional probability plots for vulnerability and log_alt_means under the selected 5NN model.
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Distributions of the observed explanatory variables. Get access
Published: 17 April 2025
Figure A1.
Distributions of the observed explanatory variables.
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Distribution of exposure units (motorcyle, car, and truck) per each explana... Get access
Published: 17 April 2025
Figure A2.
Distribution of exposure units (motorcyle, car, and truck) per each explanatory variable.
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Posterior median transition functions f b for countries, subregion... Get access
in
Flexible modelling of demographic transition processes with a Bayesian hierarchical B-splines model
Published: 11 April 2025
Figure 11.
Posterior median transition functions f b for countries, subregions, and regions from the B-spline transition model ( d = 2 , K = 5 ). B-spline transition model posterior median transition functions for countries, subregions, and regions.
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Posterior median (black line) and 50%, 80%, and 95% credible intervals (sha... Get access
in
Flexible modelling of demographic transition processes with a Bayesian hierarchical B-splines model
Published: 11 April 2025
Figure D1.
Posterior median (black line) and 50%, 80%, and 95% credible intervals (shaded regions) of η c , t (latent mCPR) in six countries from the logistic approximation to the B-spline Transition Model. The points show the observations, with vertical lines indicating the 95% confidence interva
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Posterior median and 95% credibility interval of η c , 2030 fr... Get access
in
Flexible modelling of demographic transition processes with a Bayesian hierarchical B-splines model
Published: 11 April 2025
Figure D3.
Posterior median and 95% credibility interval of η c , 2030 from the B-spline ( d = 2 , K = 5 ) and logistic models for the 15 countries where the absolute differences between the posterior median from each model are largest. Comparison of the posterior median and 95% cr
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Total fertility rate (TFR) over time (5-year periods) in six selected count... Get access
in
Flexible modelling of demographic transition processes with a Bayesian hierarchical B-splines model
Published: 11 April 2025
Figure 1.
Total fertility rate (TFR) over time (5-year periods) in six selected countries. Plots of total fertility rate (TFR) over time in India, Kenya, Mozambique, Pakistan, Thailand, and Zambia.
