«arching effect»

Arch Effects in Multifactor Market-Timing Models of Polish Mutual Funds

An Orderly Untangling Model against Arching Effect in Emergency Evacuation Based on Equilibrium Partition of Crowd

Simulation-based finite-sample tests for heteroskedasticity and ARCH effects

ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market

Finite Sample Tests for Arch Effects and Variance Change-points in Linear Regressions

A wide range of tests for heteroskedasticity have been proposed in econometrics and statistics.1 Although a few exact tests are available (e.g. Goldfeld-Quandt’s F -test, its extensions and Szroeter’s procedures),2 common heteroskedasticity tests are asymptotic which may not cont

Influences on Antislide Piles Used for Slope Reinforcement: Numerical Simulation Based on the Soil Arching Effect

ARCH EFFECT FOR FATIGUE DURABILITY OF COMPOSITE DECK

Analysis and Comparison of ARCH Effects for Shanghai Composite Index and NYSE Composite Index

A Theoretical Study on Arching Effect of Embankment Pile Grid

Progressive-Collapse Simulation and Critical Region Identification of a Stone Arch Bridge

Progressive collapses of arch bridges have repeatedly occurred in recent years, resulting in many casualties and significant property losses. Based on an actual recent and serious progressive collapse of a stone arch bridge, this paper simulated the complete progressive-collapse