Empirical Research of VAR on HS 300 Stock Index and HS 300 Stock Future

What can we learn on rodent fearfulness/anxiety from the genetically heterogeneous NIH-HS rat stock?

The “National Institutes of Health” genetically heterogeneous (NIH-HS) rat stock was created in the 1980s through an eight-way cross of as much as possible separate inbred rat strains (i.e. the MR/N, WN/N, WKY/N, M520/N, F344/N, ACI/N, BN/SsN and BUF/N strains) which were readily available at that time. Hansen and Spuhler [1] developed a more naturalistic, genetically heterogeneous rat stock wi...

Home-cage activity in heterogeneous stock (HS) mice as a model of baseline activity.

Behavioral genetic work in humans indicates that clinical hyperactivity is best viewed as the extreme end of activity levels in the population. However, current animal models of hyperactivity are not studied as quantitative traits as they are either knockout models or inbred strains. Furthermore, these animal models generally demonstrate elevated locomotion in novel environments, but not in the...

The HS-Omega-3 Index Methodological Considerations

Empirical Study on Stock Return Volatility in China's Stock Market

Wave of financial globalization and financial innovation has brought great changes of the international financial market, the traditional measuring method is not well adapt to these new changes, this requires the presence of the new analysis method. This article will link function to copulas connect theory is introduced into the financial analysis. In this paper, the author makes an empirical a...

Volatility of India’s Stock Index Futures Market: an Empirical Analysis

In recent years, the increasing importance of the futures market in the Indian financial markets has received considerable attention from researchers, academicians and financial analysts. This paper is an attempt to examine the time varying properties of volatility of India’s stock index futures market. The application of GARCH class models provides the evidence of the persistence of time varyi...