This study, using wavelet-based method investigates the dynamics of long memory in the returns and volatility of equity markets. In the sample of five developed and five emerging markets we find that the daily return series from January 1988 to June 2013 may be considered as a mix of weak long memory and mean-reverting processes. In the case of volatility in the returns, there is evidence of lo...

We examine a variety of models in which the variance of a portfolio’s excess return depends on a state variable generated by a first-order Markov process. A model in which the state is known to economic agents is estimated. It suggests that the mean excess return moves inversely with the level of risk. We then estimate a model in which agents are uncertain of the state. The estimates indicate t...

The study was conducted with the application of the model MoDrY (Model-Dry periods-Yield) for the estimation of the level of potato yields on the basis of dry periods occurring during the particular periods between the phenological phases of the crop plant. A characteristic feature of this model, unlike most existing weatheryield models, is that the principle of its operation is based only ...

Objective: The objective of this study was to analyze the clinical profile of patients with in-hospital cardiac arrest using the Utstein style. Methods: This study is an observational, prospective, longitudinal study of patients with cardiac arrest treated in intensive care units over a period of 1 year. Results: The study included 89 patients who underwent cardiopulmonary resuscitation man...

BACKGROUND Australian Rules football is a highly aerobic and anaerobic game that at times requires players to perform cutting or pivoting maneuvers, potentially exposing them to anterior cruciate ligament (ACL) injury. At present, there are limited data available addressing the impact of ACL injury on return to play and preinjury form after ACL reconstruction. PURPOSE To determine the prevale...