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Dr. Nessrine HAMZAOUI ALOUI
Pág. 2400 - 2407
The purpose of this paper is to analyze the JPY/USD and the CAD/USD forward exchange premiums by adopting the ARCH/GARCH modeling, given its descriptive and predictive advantages. We estimate a symmetric linear model by taking into account the effect of ...
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Retius Chifurira,Knowledge Chinhamu
AbstractOrientation: Value-at-risk (VAR) and other risk management tools, such as expected shortfall (conditional VAR), are heavily reliant on a suitable set of underlying distributional conjecture. Thus, distinguishing the underlying distribution that b...
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Miguel Angel Quiroga
Pág. pp. 139 - 163
The purpose of this work is to empirically study the importance of agglomeration economies in the selection of geographical zones in which foreign investors are willing to develop their investment projects in Chile. For this purpose a discrete choice mod...
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Pierre-Julien Trombe, Pierre Pinson and Henrik Madsen
Accurate wind power forecasts highly contribute to the integration of wind power into power systems. The focus of the present study is on large-scale offshore wind farms and the complexity of generating accurate probabilistic forecasts of wind power fluc...
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Abdullahi Osman Ali
Pág. 35 - 39
The main aim of this investigation was to model the volatility of Somali shilling against US dollar by using monthly data covering from 1950 to 2010. Further to that, this finding has adopted both symmetric and asymmetric generalized autoregressive condi...
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Parizad Phiroze Dungore and Sarosh Hosi Patel
The generalized autoregressive conditional heteroscedastic model (GARCH) is used to estimate volatility for Nifty Index futures on day trades. The purpose is to find out if a contemporaneous or causal relation exists between volatility volume and open in...
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Angela Maria Marcone de Araujo, Josmar Mazucheli, Carlos Alberto Scapim, Fernando Alves de Albuquerque, Marcelo Vivas
Pág. e31008
Using the number of thrips found in the maize seedlings from a longitudinal study, in this work a regression analysis was conducted through polynomial models and nonlinear logistic, under the assumption of homoscedasticity and multiplicative ...
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Angela Maria Marcone de Araujo, Josmar Mazucheli, Carlos Alberto Scapim, Fernando Alves de Albuquerque, Marcelo Vivas (Author)
Pág. e31008
Using the number of thrips found in the maize seedlings from a longitudinal study, in this work a regression analysis was conducted through polynomial models and nonlinear logistic, under the assumption of homoscedasticity and multiplicative ...
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Raphael Silveira Amaro,Paulo Sergio Ceretta,Kelmara Mendes Vieira
Pág. 06 - 27
Nas últimas décadas, um notável número de modelos, variantes da família Autoregressive Conditional Heteroscedastic, foram desenvolvidos e testados empiricamente, tornando extremamente complexo o processo de escolha de um modelo específico. Esta pesquisa ...
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Qingji Guan, Qinrun Chen and Yaping Huang
Chest X-ray image classification suffers from the high inter-similarity in appearance that is vulnerable to noisy labels. The data-dependent and heteroscedastic characteristic label noise make chest X-ray image classification more challenging. To address...
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Charles O. Manasseh,Ambrose N. Omeje
Pág. 1491 - 1501
In the past, studies on the linkage between share prices movement and inflation has been subjected to extensive research by academics, researchers, practitioners and policy makers since the 1990s. Most studies in the industrialized economies showed the e...
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