نتایج جستجو برای: dependence structure jel classification c60
تعداد نتایج: 2128447 فیلتر نتایج به سال:
A simple approach based on (i) the glue model for gold, (ii) an empirical force field for C60 and (iii) the charge equilibration plus the Born-Mayer potential for their interaction shows that the two experimentally detected structures for C60 on Au(110) 6] are competitive from 100 K. The model further shows the different nature of the Au-Au and Au-C60 interactions inside the two unit cells, whi...
Article history: Received 12 July 2010 Received in revised form 5 May 2011 Accepted 12 May 2011 Available online 18 May 2011 Traditional credit risk models adopt the linear correlation as a measure of dependence and assume that credit losses are normally-distributed. However some studies have shown that credit losses are seldom normal and the linear correlation does not give accurate assessment...
Recent empirical evidence highlights the importance of asymmetries in the distribution of asset returns in both their marginal behavior in terms of skewness and their dependence structure in that assets tend to be more highly correlated during bear markets than during market upturns. In this paper we develop a model that is able to address both features of the data based on the construction of ...
A one-handed 310 -helical hexapeptide is efficiently encapsulated within the helical cavity of st-PMMA when a fullerene (C60 ) derivative is introduced at the C-terminal end of the peptide. The encapsulation is accompanied by induction of a preferred-handed helical conformation in the st-PMMA backbone with the same-handedness as that of the hexapeptide to form a crystalline st-PMMA/peptide-C60 ...
We report a first-principle study of the tunable hydrogenation of endohedral metallofullerenes M@C60 and M2@C60, where M ) Li, Be, Mg, Ca, Al, and Sc. The interaction between the encapsulated metal atoms and the C60 cage leads to a tuning of the hydrogen binding in a desired manner as the hydrogenation proceeds. At lower H densities, when H atoms are too strongly bound to pure C60, the endohedr...
Partition and localization of C60 and its derivative C60(OH)18-22 in lipid membranes and their impact on mitochondrial activity were studied, attempting to correlate those events with fullerene characteristics (size, surface chemistry, and surface charge). Fluorescence quenching studies suggested that C60(OH)18-22 preferentially populated the outer regions of the bilayer, whereas C60 preferred ...
this study investigates the relationship between market structure and profitability in the iranian manufacturing industries. in this study, raw data based on international standard industrial classification (at four digit code) has been used. fixed effects panel estimation method (based on diagnostic test results) has been chosen for empirical investigation. the result of the study confirms the...
This paper studies the survival of fixed exchange rate regimes. The probability of an exit from a fixed exchange rate regime depends on the time spent within this regime. In such a context durations models are appropriate, in particular because of the possible non-monotonic pattern of duration dependence. Non-parametric estimates show that the pattern of duration dependence exhibits non-monoton...
We discuss a Lévy multivariate model for financial assets which incorporates jumps, skewness, kurtosis and stochastic volatility. We use it to describe the behavior of a series of stocks or indexes and to study a multi-firm, value-based default model. Starting from an independent Brownian world, we introduce jumps and other deviations from normality, including non-Gaussian dependence. We use a ...
This paper uses over two years of weekly scanner data from two small US cities to characterize time and state dependence of grocers’ pricing decisions. In these data, the probability of a nominal adjustment declines with the time since the last price change even after controlling for heterogeneity across store-product cells and replacing sale prices with regular prices. We also detect state dep...
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