نتایج جستجو برای: johansen model
تعداد نتایج: 2104922 فیلتر نتایج به سال:
Currently, no approved therapeutics exist to treat or prevent infections induced by Ebola viruses, and recent events have demonstrated an urgent need for rapid discovery of new treatments. Repurposing approved drugs for emerging infections remains a critical resource for potential antiviral therapies. We tested ~2600 approved drugs and molecular probes in an in vitro infection assay using the t...
The prime objective of the study is to identify the long-run and short-run relationship between Indian stock price viz., BSE SENSEX (hereafter named as BSE) and gold price (GOLD) in India. The daily closing price data were collected for the period of ten years ranging from 1st April 2004 to 31st March 2014 with 2490 observations. The study employed two models: Model one us...
In a series of papers based on analogies with statistical physics models, we have proposed that most financial crashes are the climax of so-called log-periodic power law signatures (LPPS) associated with speculative bubbles [Sornette and Johansen, 1998, Johansen and Sornette, 1999, Johansen et al., 1999, Johansen et al., 1999, Sornette and Johansen, 2001]. In addition, a large body of empirical...
We re-examine Sephton and Larsen's (1991) conclusion that cointegration-based tests for market efficiency suffer from temporal instability. We improve upon their research by i) including a drift term in the vector error correction model (VECM) in the Johansen procedure, ii) correcting the likelihood ratio test statistic for finitesample bias, and iii) fitting the model over longer data sets. We...
the prime objective of the study is to identify the long-run and short-run relationship between indian stock price viz., bse sensex (hereafter named as bse) and gold price (gold) in india. the daily closing price data were collected for the period of ten years ranging from 1st april 2004 to 31st march 2014 with 2490 observations. the study employed two models: model one used gold as dependent v...
Erickson and Kruschke (1998) provided a demonstration that in certain situations people will classify novel stimuli according to an extrapolated rule, even when the most similar training exemplar is an exception to the rule. This result challenged exemplar models. Nosofsky and Johansen (2000) have called this finding into question by offering an exemplar-based explanation for those data based o...
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