The aim of this article is to choose the appropriate GARCH model analyse volatility dynamics Tunisian sectorial stock market indices during COVID-19 outbreak period. We explore optimal conditional heteroscedasticity with regards goodness-of-fit these indices. In particular, it proposes four models (EGARCH, FIGARCH, FIEGARCH and TGARCH) measure asymmetric persistence volatility. Our findings poi...

Abstract The global economy growth requires a sustainable management of agro-industrials and by-products, as they represent source bioactive compounds (BCs) (such antioxidants carbohydrates) with relevant biotechnological nutritional value. Their use is potentially applicable to different fields, it can provide an added value food products, such shelf-life improvement. Moreover, according the “...

COVID-19 pandemic has been highly detrimental to both the overall economy and financial performances of firms in all sectors. It placed increased pressure on manufacturing capacity supply chains throughout world, but it also provided new opportunities for logistics industry make advancements ecommerce. This study analyses performance 130 Saudi that listed Stock Exchange order explore those dyna...

In this paper we classify the centers and the isochronous centers of certain polynomial differential systems in R2 of degree d ≥ 5 odd that in complex notation can be written as ż = (λ+ i)z + (zz̄) d−5 2 (Az +Bzz̄ + Czz̄ +Dzz̄ + Ezz̄ + F z̄), where λ ∈ R and A,B,C,D,E, F ∈ C. Note that if d = 5 we obtain the full class of polynomial differential systems of the form a linear system with homogeneous po...

The paper studies L∞(IR )-norm approximations from a space spanned by a discrete set of translates of a basis function φ. Attention here is restricted to functions φ whose Fourier transform is smooth on IR\0, and has a singularity at the origin. Examples of such basis functions are the thin-plate splines and the multiquadrics, as well as other types of radial basis functions that are employed i...

<span lang="EN-US">Internet of things (IoT) represents one the main data-producing fields on Internet, given diversity and growth smart objects around world. The advancement IoT paradigm variety special characteristics present major challenges for search, which attract a great importance by industrials researchers. Until now, good deal research has been focused development implementation ...

The coronavirus (COVID-19) pandemic devastated all economies across the world and triggered a deterioration in firms’ financial performance. However, some sectors turned out to be more vulnerable while others continued perform well during crisis period. Given this fact, we conducted comprehensive study estimate impact of COVID-19 on profitability Europe. We used dynamic panel data approach syst...

In order to study the two-way risk spillovers between financial and real industries under major public emergencies in Chinese market from 2007 2020, sample period of was determined based on value at (VaR) time series, it found that impact would lead rise systemic risks industry. Secondly, sectors are taken as main research object measure spillover by using DCC-GARCH, shows industry with signifi...

Environmental pollutions especially water pollution has been a persisting issue battle by mankind worldwide. There are various kinds of pollutants in contaminated where it varies from heavy metals, organic dyes, pharmaceutical products and others. The presence all these poses adverse effect to both animal human as most them toxic. With the depleting sources clean water, needs treatment for poll...

Following generalized variance decomposition, we identify the transmission structure of financial shock among ten sectors in China. Then, examine whether economic policy uncertainty (EPU) affects it through GARCH-MIDAS regression. We find that consumer discretionary, industrials, and materials are systemically important industries during sample period. Further research dynamic analysis shows ea...