نتایج جستجو برای: conditional integration
تعداد نتایج: 280349 فیلتر نتایج به سال:
Abstract. Using a simple formula for conditional expectations over an analogue of Wiener space, we calculate a generalized analytic conditional Fourier-Feynman transform and convolution product of generalized cylinder functions which play important roles in Feynman integration theories and quantum mechanics. We then investigate their relationships, that is, the conditional Fourier-Feynman trans...
We propose a conditional measure of capital market integration that allows us to characterize both the cross-section and time-series ofexpected returns in developed and emerging markets. Our measure, which arises from a conditional regime-switching model, allows us to describe expected returns in countries that are segmented from world capital markets in one part of the sample and become integr...
We report a multifunctional gene-trapping approach, which generates full-length Citrine fusions with endogenous proteins and conditional mutants from a single integration event of the FlipTrap vector. We identified 170 FlipTrap zebrafish lines with diverse tissue-specific expression patterns and distinct subcellular localizations of fusion proteins generated by the integration of an internal ci...
Most studies of business cycle exclude the dimension of asymmetric conditional volatility. In this paper, we propose three bivariate asymmetric GARCH models to capture the properties of conditional volatility and time-varying conditional correlations of business cycle indicators in four OECD countries. Our study extends the constant conditional correlation framework proposed by Bollerslev (1990...
Latent Gaussian models are flexible models that are applied in several statistical applications. When posterior marginals or full conditional distributions in hierarchical Bayesian inference from these models are not available in closed form, Markov chain Monte Carlo methods are implemented. The component dependence of the latent field usually causes increase in computational time and divergenc...
European equity market integration and joint relationship of conditional volatility and correlations
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