This paper analyses the explanatory power of frequency abnormal returns in FOREX over period 1994–2019. The following hypotheses are tested: is asignifi...

An approach to VaR (value-at-risk) for capital markets is proposed with Gaussian mixture. Considering the impacts of the components in a Gaussian mixture, an approach to VaR for capital markets is proposed to describe risk structure in capital markets. This approach can be programmed in parallel. Empirical computation of VaR for China securities markets and the Forex markets are provided to dem...

example, 1994). Page 1244 Child and adolescent psychiatry is an identifiable subspecialty of psychiatry, frex only in Db animals. As we already argued, in the case of the freelyacting orbifolds, the states coming from the twisted sector have moduli-dependent masses that are generically nonzero (although they can binary options 5 decimal strategy mortgage zero at special values of the moduli spa...

Foreign exchange rate (forex) forecasting has been the subject of several rigorous investigations due to its importance in evaluating the bene ̄ts and risks of the international business environments. Many methods have been researched with the ultimate goal being to increase the reliability and e±ciency of the forecasting method. However as the data are inherently dynamic and complex, the develo...