-This paper proposes a method for line matching based on invariance of feature points. Firstly, feature points are roughly matched by Normalized Cross Correlation (NNC) and Average of Square Difference (ASD). Additionally, feature points obtained from the two views are grouped into matched point pairs. Finally, curve segments between matched point pairs are matched by dynamic programming algori...

Multivariate GARCH (MGARCH) models are usually estimated under multivariate normality. In this paper, for non-elliptically distributed financial returns, we propose copula-based multivariate GARCH (C-MGARCH) model with uncorrelated dependent errors, which are generated through a linear combination of dependent random variables. The dependence structure is controlled by a copula function. Our ne...

Economic and financial time series typically exhibit time varying conditional (given the past) standard deviations and correlations. The conditional standard deviation is also called the volatility. Higher volatilities increase the risk of assets, and higher conditional correlations cause an increased risk in portfolios. Therefore, models of time varying volatilities and correlations are essent...

Time varying correlations are often estimated with multivariate generalized autoregressive conditional heteroskedasticity (GARCH) models that are linear in squares and cross products of the data. A new class of multivariate models called dynamic conditional correlation models is proposed. These have the  exibility of univariate GARCH models coupled with parsimonious parametric models for the c...

Your use of the JSTOR archive indicates your acceptance of JSTOR's Terms and Conditions of Use, available at http://www.jstor.org/page/info/about/policies/terms.jsp. JSTOR's Terms and Conditions of Use provides, in part, that unless you have obtained prior permission, you may not download an entire issue of a journal or multiple copies of articles, and you may use content in the JSTOR archive o...

The purpose of this research is to investigate the correlation between bond yields and Shariah equity index from 2007 2019. Multivariate-GARCH Dynamic Conditional Correlation (DCC) model applied daily data indices five markets, namely conventional bond, corporate sukuk, government as well Islamic market, which represented by FTSE Bursa Malaysia EMAS Shariah. empirical evidence reveals a substan...

the forecasting of hydrological variables, such as streamflow, plays an important role in water resource planning and management. recently, the development of stochastic models is regarded as a major step for this purpose. streamflow forecasting using the arima model can be conducted when unknown parameters are estimated correctly because parameter estimation is one of the crucial steps in mode...

A considerable amount of studies have been established on conditional reasoning supporting mental model theory of propositional reasoning. Mental model theory proposed by Johnson- larid and Byrne is an explanation of someone's thought process about how something occurs in the real world. Conditional reasoning as a kind of reasoning is the way to speak about possibilities or probabilities. The a...