Results 31 to 40 of about 744,108 (349)

Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model [PDF]

تحقیقات مالی
ObjectiveIn financial literature, there are two well-explored characteristics of volatility. The first pertains to the asymmetric reactions of volatility to positive and negative news, while the second involves the presence of volatility spillover ...
Gholamhosein Golarzi, Seyed Ramin Abolfazli   +1 more
doaj   +1 more source

Modelación de la Volatilidad del Tipo de Cambio del Dólar en el Perú: Aplicación de los Modelos GARCH y EGARCH

Revista de Análisis Económico y Financiero, 2021
Policymakers need accurate forecasts about the future values ​​of exchange rates. This is due to the fact that exchange rate volatility is a useful measure of uncertainty about a country's economic environment.
Victor Chung Alva
doaj   +1 more source

A Low Price Correction for Improved Volatility Estimation and Forecasting

Risks, 2017
In this work, we focus on volatility estimation which plays a crucial role in risk analysis and management. In order to improve value at risk (VaR) forecasts, we discuss the concept of low price effect and introduce the low price correction which does ...
George-Jason Siouris, Alex Karagrigoriou
doaj   +1 more source

Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [PDF]

تحقیقات مالی, 2013
In this thesis we predict asymmetric risk premium in bothvalue and growth stock portfolios. There are two competingapproaches to explain value premium: Market Over-reactionHypothesis based on which agents overstate future returns on growthstock, and ...
Mohamadreza Pourebrahimi, Ahmad Pouyanfar, Seyed Mohsen Mousavi   +2 more
doaj   +1 more source

Multifractal model of asset returns with leverage effect

, 2004
Multifractal processes are a relatively new tool of stock market analysis. Their power lies in the ability to take multiple orders of autocorrelations into account explicitly.
Ausloos, Bachelier, Bacry, Bacry, Baillie, Bollerslev, Bonnano, Bouchaud, Bouchaud, Bouchaud, Bouchaud, Brockwell, Calvet, Cont, Engle, Farmer, Gopikrishnan, J. Kertész, Kantelhardt, Kullmann, Kullmann, Lillo, Mandelbrot, Mantegna, Masoliver, Matia, Muzy, Peng, Plerou, Plerou, Schmitt, Stanley, Stanley, Vicsek, Vicsek, Z. Eisler, Zawadowski   +36 more
core   +1 more source

Lifestyle Behaviors and Cardiotoxic Treatment Risks in Adult Childhood Cancer Survivors

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Higher doses of anthracyclines and heart‐relevant radiotherapy increase cardiovascular disease (CVD) risk. This study assessed CVD and CVD risk factors among adult childhood cancer survivors (CCSs) across cardiotoxic treatment risk groups and examined associations between lifestyle behaviors and treatment risks.
Ruijie Li, Raquel Revuelta Iniesta, Alan R. Barker, Dimitris Vlachopoulos, Tomáš Sláma, Christina Schindera, Fabiën N. Belle   +6 more
wiley   +1 more source

Analysis of Influencing Mechanism of Subgrade Frost Heave on Vehicle-Track Dynamic System

Applied Sciences, 2020
Uneven subgrade frost heave has been a severe problem for the operation of high-speed railways in cold regions. In order to reveal the influencing mechanism of frost heave on the vehicle-track system, a novel FEM (finite element method) model based on an
Liang Gao, Wenqiang Zhao, Bowen Hou, Yanglong Zhong   +3 more
doaj   +1 more source

Predicting Chronicity in Children and Adolescents With Newly Diagnosed Immune Thrombocytopenia at the Timepoint of Diagnosis Using Machine Learning‐Based Approaches

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Objectives To identify predictors of chronic ITP (cITP) and to develop a model based on several machine learning (ML) methods to estimate the individual risk of chronicity at the timepoint of diagnosis. Methods We analyzed a longitudinal cohort of 944 children enrolled in the Intercontinental Cooperative immune thrombocytopenia (ITP) Study ...
Severin Kasser, Alice Bizeul, Meera Chitlur, Hugo Donato, Jelena Roganovic, Julia E. Vogt, Thomas Kühne   +6 more
wiley   +1 more source

Les friches militaires, une opportunité pour la reconversion urbaine de petites villes de montagne ?

Revue de Géographie Alpine, 2019
In a frame of limited land resources, mountain territories need to consider the reconversion of wastelands that have lost their functionality as potential source of attractiveness and dynamism.In a context of sustainable development that is also ...
Stéphanie Lotz-Coll
doaj   +1 more source

PENGARUH RETURN ON INVESTMENT (ROI), OPERATING CASH FLOW(OCF), LEVERAGE DAN ECONOMIC VALUE ADDED (EVA) TERHADA PRATE OF RETURN PADA PERUSAHAAN FOOD AND BEVERAGES YANG TERDAFTAR DI BURSA EFEK INDONESIA [PDF]

, 2009
It represents empirical research, under the title “The Effect of Return on Investment (ROI), Operating Cash Flow (OCF), Leverage and Economic Value Added (EVA) on Rate of Return in Food and Beverage Companies listed at Indonesian Stock Exchanges.
Septianti, Anita
core