Results 11 to 20 of about 901,690 (248)
¿Existe reversión a la media en el Puerto Rico Stock Index?: Un enfoque Bayesiano
Fórum Empresarial, 2006 En este artículo se estudia, mediante el uso de la estadística Bayesiana, la existencia de reversión a la media en el índice de valores de Puerto Rico (Puerto Rico Stock Index, PRSI), para horizontes de inversión de corto y largo plazo.
Marta Álvarez, Zylun Rodríguez
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Predicting the price index of Tehran Stock Exchange
Holos, 2017 Today, pursuant to development of science and emerging of modern managerial techniques in economics and financial markets, one can hope to achieve more profits by small capitals but appropriate and timely decision making.
H. Abdollahzade, A. Safari
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Ecology and Evolution, 2023 Extensive theory exists regarding population sex ratio evolution that predicts equal sex ratio (when parental investment is equal). In most animals, sex chromosomes determine the sex of offspring, and this fixed genotype for sex has made theory difficult
Jean M. L. Richardson +2 more
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Behavioral Economics Approach to Capital Market with Emphasis on Adaptive Market Hypothesis [PDF]
فصلنامه بورس اوراق بهادار, 2021 This study investigates the behavior and trend of prices in the Tehran Stock Exchange based on the behavioral economics perspective. In this regard, the Adaptive market hypothesis has examined as a substitute for the classical efficient market hypothesis.
Seyed Kamal Sadeghi +2 more
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Bootstrap Tests of Multiple Inequality Restrictions on Variance Ratios [PDF]
SSRN Electronic Journal, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Fleming, Jeff +2 more
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Generalized Variance‐Ratio Tests in the Presence of Statistical Dependence [PDF]
Journal of Time Series Analysis, 2015 This article extends and generalizes the variance‐ratio (VR) statistic by employing an estimator of the asymptotic covariance matrix of the sample autocorrelations. The estimator is consistent under the null for general classes of innovations exhibiting statistical dependence including exponential generalized autoregressive conditional ...
Nankervis, JC, Kougoulis, P, Coakley, J
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Spanish Journal of Agricultural Research, 2014 The most common procedure for analyzing multi-environmental trials is based on the assumption that the residual error variance is homogenous across all locations considered.
Asnake Worku Negash +3 more
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The Study of Mean Reversion in Tehran Security Exchange Using Variance Ratio Test [PDF]
بررسیهای حسابداری و حسابرسی, 2009 Based on efficient market hypothesis the stock prices follow random walk process. In such market the stock return can not be predicted using past price variation.
Reza Tehrani +2 more
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Nuclear Engineering and Technology, 2023 Radioactive waste should be solidified before being disposed of in the repository to eliminate liquidity or dispersibility. Cement is a widely used solidifying media for radioactive waste, and cement solidified waste should satisfy the minimum ...
Hyeongjin Byeon, Jaeyeong Park
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Efektivitas Hedging Kontrak Futures Komoditi Emas Dengan OLEIN
Jurnal Manajemen Teori dan Terapan, 2011 This research is for comparing hedging effectiveness in gold and olein commodity. Using Ordinary Least Square (OLS) model to determine the hedge ratio, it’s found that olein hedge ratio is bigger than gold hedge ratio.
Fitri Ismiyanti, Hendra Ima Sasmita
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