The present thesis deals with asymptotic analysis of financial time series models with conditional heteroscedasticity. It is well-established within financial econometrics that most financial time series data exhibit time varying conditional volatility, as well as other types of non-linearities. Reflecting this, all four essays of this thesis consider models allowing for time varying conditiona...

Dengue fever is a tropical disease caused by the dengue virus. The small proportional of this can develops into more severe hemorrhagic (DHF). This research discussed about model for mapping in Ciamis District. purpose to characterize relative risk and factors correlated with case DHF. Independent variables used are population density, attitude region, number health worker. To analysis data, we...

we prove that the limit of a sequence of pettis integrable bounded scalarly measurable weak random elements, of finite weak norm, with values in the dual of a non-separable banach space is pettis integrable. then we provide basic properties for the pettis conditional expectation, and prove that it is continuous. calculus of pettis conditional expectations in general is very different from the c...

In the paper a general framework for large scale modeling of macroeconomic and …nancial time series is introduced. The proposed approach is characterized by simplicity of implementation, performing well independently of persistence and heteroskedasticity properties, accounting for common deterministic and stochastic factors. Monte Address for correspondence: Claudio Morana, Università di Milano...