نتایج جستجو برای: lagged returns effects

تعداد نتایج: 1576677  

2001
MAKOTO KANAZAWA

A certain prima facie implausible idea about the semantics of donkey pronouns has found a surprising number of adherents (Davies 1981, Lappin 1989, Neale 1990, Lappin and Francez 1994, Yoon 1994, 1996, Krifka 1996a) and even crept into a textbook (Larson and Segal 1995).1 According to this idea, syntactically singular donkey pronouns like it in (1) are semantically numberless, so that (2) provi...

Journal: :اقتصاد پولی مالی 0
مجید دلاوری زینب رحمتی

in this paper, we investigate variations of gold coin price and also probe to model the fluctuations and conditional variance of coin market returns. the data consist of daily market prices of gold coin over the 1380 – 1386 period. since volatility clustering is viewed in time series of returns, we employ arch (autoregressive conditional heteroskedasticity) methodology in order to model the var...

This paper investigates the conditional correlations and volatility spillovers between the dollar exchange rate return, gold coin return and crude oil return to stock index return. Monthly returns in the 144 observations (2005 - 2017) are analyzed by constant conditional correlation, dynamic conditional correlation, VARMA-GARCH and VARMA-AGARCH models. So this paper presents interdependences in...

2003
John Clapp Joseph Golec

This study tests whether Fidelity Management and Research Company possesses private information when it makes large trades. We use a conditional performance measure inspired by Admati and Ross (1985) and by Grinblatt and Titman (1993) that does not require a benchmark used in risk-adjusted measures. It conditions the performance of each trade on public information, measured by the market price ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه صنعتی اصفهان - دانشکده ریاضی 1390

abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...

Journal: :Sustainability 2023

Since Bitcoin has frequently witnessed price fluctuations and high volatility, the factors influencing its returns volatility is an important research subject. To accomplish this goal, we applied Gets reduction method which a good reputation compared to other competing approaches in terms of statistical apparatus available for repeated search determine final set determinants consideration locat...

Journal: :Journal of Child and Family Studies 2021

Abstract The goal of the present meta-analysis was to compare associations harsh parenting with internalizing and externalizing symptoms across regions globe ethnic groups, search for moderator effects indicators cultural normativeness parenting. systematic in electronic databases cross-referencing identified 971 studies. Random-effects meta-analyses were computed on bivariate cross-lagged asso...

Journal: :Heart 2011
Weiwei Yu Wenbiao Hu Kerrie Mengersen Yuming Guo Xiaochuan Pan Des Connell Shilu Tong

OBJECTIVE To quantify the lagged effects of mean temperature on deaths from cardiovascular diseases in Brisbane, Australia. DESIGN Polynomial distributed lag models were used to assess the percentage increase in mortality up to 30 days associated with an increase (or decrease) of 1°C above (or below) the threshold temperature. SETTING Brisbane, Australia. PATIENTS 22 805 cardiovascular de...

Journal: :The Science of the total environment 2016
Richard A Crabbe Jadu Dash Victor F Rodriguez-Galiano Dalibor Janous Marian Pavelka Michal V Marek

Recent climate warming has shifted the timing of spring and autumn vegetation phenological events in the temperate and boreal forest ecosystems of Europe. In many areas spring phenological events start earlier and autumn events switch between earlier and later onset. Consequently, the length of growing season in mid and high latitudes of European forest is extended. However, the lagged effects ...

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