TESTING THE EFFICIENCY MARKET HYPOTHESIS FOR THE ROMANIAN STOCK MARKET [PDF]
Efficient Market Hypothesis has dominated the field of research on capital markettheory. It states that asset prices are rationally connected to economic realities and alwaysincorporate all the information available to the market. In this way, securities
Bogdan Dima, Laura Raisa Milos
core
Multivariate GWAS framework for family trios with parental phenotypes to control dynastic effects. [PDF]
Zhang S +6 more
europepmc +1 more source
Cost Pass‐Through in Crisis: Evidence From the German Malt‐Beer Supply Chain
Abstract Global agri‐food supply chains are increasingly exposed to geopolitical shocks, climate volatility, and market consolidation, factors that disrupt traditional price relationships and reshape market power dynamics. Nowhere is this more visible than in the brewing sector, where agricultural raw materials meet complex industrial processing and ...
Nikolas Bublik, Lukáš Čechura
wiley +1 more source
Multivariate out-of-sample tests for Granger causality. [PDF]
A time series is said to Granger cause another series if it has incremental predictive power when forecasting it. While Granger causality tests have been studied extensively in the univariate setting, much less is known for the multivariate case ...
Croux, Christophe, Gelper, Sarah
core
A Chronobiological Prognostic Model for Resected Stage I Non-Small-Cell Lung Cancer. [PDF]
Leuzzi G +17 more
europepmc +1 more source
Food Security Strategy, Macroeconomic Dynamics and Food Import Sensitivity in Qatar
ABSTRACT Qatar has limited agricultural land and water resources and therefore remains highly dependent on food imports. This structural dependency makes Qatar vulnerable to external shocks such as the recent Gulf crisis, threatening food security and disrupting global supply chains. In response to previous shocks, Qatar started implementing a National
Hansini Ranjan +5 more
wiley +1 more source
"Testing for the Null Hypothesis of Cointegration with Structural Breaks" [PDF]
In this paper we propose residual-based tests for the null hypothesis of cointegration with structural breaks against the alternative of no cointegration.
Eiji Kurozumi, Yoichi Arai
core
Serum metabolomic profiling reveals load-specific adaptations to resistance training. [PDF]
Salgueiro D +7 more
europepmc +1 more source
Domestic and External Drivers of Brazilian Pork Price Volatility Under Russian Trade Policies
ABSTRACT This study investigates how Russian trade policies and domestic factors influence the volatility of Brazilian live swine prices from 2004 to 2019. We employ a DCC‐MGARCH framework, along with volatility impulse‐response functions and the connectedness approach, to analyze time‐varying co‐movement and dynamic volatility spillovers across pork ...
Gabriel Rosero +2 more
wiley +1 more source
Hypothesis testing for the generalized multivariate modified Bessel model
In this paper, we consider hypothesis testing problems in which the involved samples are drawn from generalized multivariate modified Bessel populations. This is a much more general distribution that includes both the multivariate normal and multivariate-
Drekic, Steve, Thabane, Lehana
core

