Modeling S&P500 returns with GARCH models
Latin American Journal of Central Banking, 2023 This paper provides several estimates of the GARCH models’ parameters for the S&P500 index, based on returns and CBOE VIX. Using a daily sample collected from 2007 to 2022, we can conclude that adding the VIX information improves the estimates of the ...
Rodrigo Alfaro, Alejandra Inzunza
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, 2022 This work has been partially supported by research projects MCIU-19-RTI2018-094683-B-C52 (MCIU/AEI/FEDER, UE) and IDI/2018/000185 (Principality of Asturias).
Martínez Blanco, David +6 more
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Enhancement the perpendicular magnetic anisotropy of nanopatterned hard/soft bilayer magnetic antidot arrays for spintronic application [PDF]
, 2020 This work has been financially supported by Spanish MCIU and AEI and European FEDER (MCIU-19-RTI2018-094683-B-C52), and Principado de Asturias (IDI/2018/000185), Spain. Authors are also indebted to Dr. C. Quirós from CINN (CSIC—Univ.
Salaheldeen, Mohamed Hassan +3 more
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A Binary Logistic Regression Model for Support Decision Making in Criminal Justice
Folia Oeconomica Stetinensia, 2022 Research background: The economics of incarceration is having an increasing impact on the economies of the world due to the rapid growth in the number of prisoners in the world The search for effective solutions that can help reduce government spending ...
Berezka Kateryna M. +4 more
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Forecasting Value-at-Risk Using Conditional Volatility Models: Evidence from Tehran Stock Exchange [PDF]
تحقیقات مالی, 2008 In this paper, we investigate the performance of parametric ARCH class models to forecast out-of-sample VaR for two portfolios of Tehran Stock Exchange (TSE) companies (Market portfolio and a portfolio of 50 liquid companies), using a number of ...
شاپور محمدی +2 more
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Handling heteroskedasticity in labour demand functions of athletes
Croatian Review of Economic, Business and Social Statistics, 2018 Based on previous research it can be stated that modelling sport economics related demand curves (e.g. demand for sport events and athletes) is different from other types of modelling.
Rappai Gábor, Fűrész Diána Ivett
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South African Unemployment in the Post-Financial Crisis Era: What are the Determinants?
Folia Oeconomica Stetinensia, 2020 Research background: High unemployment rates are one of the greatest economic challenges facing the post-apartheid South African government over the past two decades and this problem has become more worrisome in the post-global financial crisis period.
Mbekeni Lutho, Phiri Andrew
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, 2015 Effect of the reaction conditions on the synthesis of C52 and DAG: the effect of the reaction temperature, molar ratio, enzyme loading and water content on the synthesis of C52 (a, c, e, g) and DAG (b, d, f, h).
Jia Lai (776219) +5 more
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Value-at-Risk Estimation of Equity Market Risk in India
Acta Universitatis Sapientiae: Economics and Business, 2021 The value-at-risk (Va) method in market risk management is becoming a benchmark for measuring “market risk” for any financial instrument. The present study aims at examining which VaR model best describes the risk arising out of the Indian equity market (
Jitender
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Draft Genome Sequence of Lipopeptide-Producing Strain Pseudomonas fluorescens DSM 11579 and Comparative Genomics with Pseudomonas sp. Strain SH-C52, a Closely Related Lipopeptide-Producing Strain [PDF]
, 2020 Pseudomonas fluorescens DSM 11579 is known to be a producer of the lipopeptides brabantamide and thanamycin. Its draft genome gives insight into the complete secondary metabolite production capacity of the strain and builds the basis for a comparative ...
Gross, Harald +4 more
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