Results 251 to 260 of about 8,734,078 (281)

Value-at-risk and expected shortfall: a dual long memory framework

Global Business and Economics Review, 2014
In this article, we use the dual long memory properties to assess the value-at-risk and expected shortfall for the Argentinean stock market under both short and long daily trading positions. We attempt to show whether considering for long memory properties in both, the returns and volatility, volatility asymmetry and fat-tails could provide more ...
Zouheir Mighri
exaly   +3 more sources

Combined with the dual-attention and the long short-term memory intrusion detection research

International Conference on Cryptography, Network Security, and Communication Technology (CNSCT 2022), 2022
Shuo Lin, Shengnan Xing
exaly   +2 more sources

Dual trace theory and the consolidation of long-term memory

Journal of Mathematical Psychology, 1971
Abstract Retention functions were determined for four S s for recognition memory of letters at 14 different delays from 3 sec to 5 min and two levels of storage load (1 and 6 letter lists), the retention interval being filled with backward counting.
Wayne A. Wickelgren, Kenneth M. Berian
openaire   +1 more source

On the inflation-uncertainty hypothesis in the USA, Japan and the UK: a dual long memory approach

Japan and the World Economy, 2005
Abstract We use parametric models of long memory in both the conditional mean and the conditional variance of inflation and monthly data in the USA, Japan and the UK for the period 1962–2001 to examine the relationship between inflation and inflation-uncertainty.
Conrad C, Karanasos M
openaire   +2 more sources

Dual long memory of inflation and test of the relationship between inflation and inflation uncertainty

Frontiers of Economics in China, 2008
This paper uses the ARFIMA-FIGARCH model to investigate the China’s monthly inflation rate from January 1983 to October 2005. It is found that both first moment and second moment of inflation have remarkable long memory, indicating the existence of long memory properties in both inflation level and inflation uncertainty.
LIU Jinquan, ZHENG Tingguo, SUI Jianli
openaire   +2 more sources

Analyzing The Dual Long Memory In Stock Market Returns

Ege Academic Review, 2011
Bu çalışmanın amacı, zayıf formda etkin piyasa hipotezi bağlamında birleşik ARFIMA-FIGARCH modeli ve yapısal kırılma testi kullanarak beş farklı borsa endeks getiri serisi için ikili uzun hafıza özelliklerini incelemektir. Modeller S&P500, FTSE100, DAX, CAC40 ve ISE100 borsa endekslerinin günlük kapanış fiyatları kullanılarak test edilmiştir ...
URAL, Mert, KÜÇÜKÖZMEN, C. Coşkun
openaire   +4 more sources

Voice Conversion by Dual-Domain Bidirectional Long Short-Term Memory Networks with Temporal Attention

2019 Asia-Pacific Signal and Information Processing Association Annual Summit and Conference (APSIPA ASC), 2019
Voice conversion(VC) is a method for seeking to convert one speaker's voice into another person's voice while maintaining the content unchanged. One of the key steps is to construct a mapping of features from the source speaker to the target speaker. Given the strong ability to model contextual information, bidirectional long short-term memory network (
Xiaokong Miao, Meng Sun 0001, Xiongwei Zhang   +2 more
openaire   +1 more source

Dual long-memory, structural breaks and the link between turnover and the range-based volatility

Journal of Empirical Finance, 2009
Abstract This paper investigates the issue of temporal ordering of the range-based volatility and turnover volume in the Korean market for the period 1995–2005. We examine the dynamics of the two variables and their respective uncertainties using a bivariate dual long-memory model.
M. Karanasos, A. Kartsaklas
openaire   +2 more sources

Modelling Return and Volatility of Oil Price using Dual Long Memory Models [PDF]

, 2014
This paper investigates the dynamic properties of both return and volatility of the oil price. The analysis is carried out using a set of double long memory specifications incorporating several features such as long range dependence, asymmetry in ...
Heni BOUBAKER, Nadia SGHAIER
openaire  

Cyclical components and dual long memory in the foreign exchange rate dynamics: the Tunisian case [PDF]

, 2014
The purpose of this paper is to question the traditional conventional view on the exchange rate targeting that real shocks ...
Rania Jammazi, Chaker Aloui
openaire