Results 131 to 140 of about 6,108 (234)

Rýnt í ritun: mat á ritun nemenda í 4., 7. og 10. bekk grunnskóla

open access: yes, 2010
Í þessari ritgerð er sagt frá rannsókn sem hafði að markmiði að efla skilning á ritun grunnskólanemenda og kanna stöðu þeirra í námsþættinum. Leitast var við að skilgreina og lýsa þeim þáttum sem taldir eru skipta máli fyrir góða ritun og mikilvægt er að
Jenný Gunnbjörnsdóttir 1965-
core  

Einkenni depurðar, kvíða og áhættuhegðunar í 6. og 7. bekk og tengsl við námsárangur

open access: yes, 2019
Rannsóknir sýna að enginn kynjamunur er á depurðareinkennum barna fyrir kynþroskaskeið. Í kjölfar kynþroskaskeiðs breytist margt og fara stúlkur að upplifa fleiri einkenni en drengir. Stúlkur upplifa einnig fleiri einkenni kvíða.
Daði Ólafsson 1994-   +1 more
core  

Variance Persistence in the Greater China Region: A Multivariate GARCH Approach

open access: yesLahore Journal of Economics
This paper utilizes three Multivariate General Autoregressive Conditional Heteroscedasticity (MGARCH) models to determine variance persistence in the Greater China region from 2009 to 2014.
John Francis Diaz   +2 more
doaj  

Return and volatility spillover between cryptocurrencies, oil price and stock market in GCC countries

open access: yesCogent Economics & Finance
This study examines the news impact, persistence and asymmetric effects of stock, oil and cryptocurrency markets in Gulf Cooperation Council (GCC) countries. The diagonal BEKK method is applied to the daily trading prices of three major cryptocurrencies,
Hanan Haider Ali   +3 more
doaj   +1 more source

Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies

open access: yes
This paper examines the inclusion of the dollar/euro exchange rate together with four important and highly traded commodities - aluminum, copper, gold and oil- in symmetric and asymmetric multivariate GARCH and DCC models.
Hammoudeh, S.M., Yuan, Y., McAleer, M.J.
core  

"Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets" [PDF]

open access: yes
Crude oil price volatility has been analyzed extensively for organized spot, forward and futures markets for well over a decade, and is crucial for forecasting volatility and Value-at-Risk (VaR).
Roengchai Tansuchat   +2 more
core   +2 more sources

Currency Market Contagion in the Next-11: An Application of EGARCH-BEKK Analysis

open access: yesJournal of Innovative Research in Management Sciences
Purpose—This study investigates volatility spillover effects among the Next-11 Countries' foreign exchange markets using advanced econometric methodologies. The aim is to check the contagion of the volatility of Next-11 emerging economies to provide stakeholders a better understanding while making policies for trading.
null Muhammad Zia ur Rehman   +3 more
openaire   +1 more source

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