In this paper, we analyse co-movements and correlations between Bitcoin thirty-one of the most-tradable crypto assets using high-frequency data for period from January 2019 to December 2020. We apply Diagonal-BEKK model pre-COVID COVID-19 periods, identify significant changes in patterns during pandemic period. also employ Minimum Spanning Tree (MST) Planar Maximally Filtered Graph (PMFG) metho...

Þau tengsl sem unglingar mynda við flutning til nýs lands geta ráðið miklu um líðan þeirra og velferð. Markmið rannsóknarinnar var að varpa ljósi á vinatengsl eftir uppruna unglinga. Kannaður fjöldi vina af íslenskum erlendum stuðningur frá þeim, vinafjölda hlutfalls nemenda í skóla þátttakenda aldurs Íslands vinafjölda. Gögnum safnað með spurningalistakönnun lögð fyrir níu grunnskólum. Alls sv...

Abstract This paper investigates the linkage of returns and volatilities between United States Chinese stock markets from January 2010 to March 2020. We use dynamic conditional correlation (DCC) asymmetric Baba–Engle–Kraft–Kroner (BEKK) GARCH models calculate time-varying correlations these two examine return volatility spillover effects markets. The empirical results show that there are only u...

This paper modifies the BEKK-GARCH model based on empirical results of VAR to analyze dynamic volatility spillover effect between European Union allowance (EUA) and certified emissions reduction (CER) markets during second third phases Emission Trading System (EU ETS). The show that (1) an asymmetric exists EUA CER market has a more significant market, (2) becomes weaker in phase III since Comm...

This paper examines mean and volatility spillovers between three major cryptocurrencies (Bitcoin, Litecoin Ethereum) the role played by cyber-attacks. Specifically, trivariate GARCH-BEKK models are estimated which include suitably defined dummies corresponding to different types, targets number per day of Significant dynamic linkages (interdependence) under investigation found in most cases whe...

رابطه‌­ی شدت ترمولومینسانس براساس مدل سینتیک مرتبه‌­ی اول بدون در نظرگرفتن اثر فروکشی دمایی مورد استفاده قرار می‌­گیرد. این حالی است که به عنوان یک واقعیت فیزیکی باید روابط بیان‌­کننده‌­ی توجه گیرد. کار با نظر گرفتن برای اول، تابع جداسازی منحنی تابش جدیدی برحسب و دمای قله دست آمد. نحوی جدید حذف مشخصه‌­های دمایی، همان قبلی خود تبدیل می‌­شود. دزیمتر (400TLD-) :Mn2CaF بررسی گرفت. این‌­که ­شدت طبق ...