Dynamical systems with a network structure can display anomalous bifurcations as a generic phenomenon. As an explanation for this it has been noted that homogeneous networks can be realized as quotient networks of so-called fundamental networks. The class of admissible vector fields for these fundamental networks is equal to the class of equivariant vector fields of the regular representation o...

Abstract Estimating time-varying conditional covariance matrices of financial returns play important role in portfolio analysis, risk management, and econometrics research. The availability high-frequency data can provide an additional source for dynamic modeling. In this paper, we propose to use the information asset return vector realized measures simultaneously develop a new matrix model. We...

Generalizing the realized variance, skewness (Neuberger, 2012) and kurtosis (Bae Lee, 2020), we construct cumulants with so-called aggregation property. They are unbiased statistics of a martingale marginal based on sub-period increments its lower-order conditional cumulant processes. Our key finding is relation between property complete Bell polynomials. For an application give alternative pro...

This article proposes a simple approach to estimate quantiles of daily financial returns directly from high-frequency data. We denote the resulting estimator as realized quantile (RQ) and use it forecast tail risk measures, such Value at Risk (VaR) Expected Shortfall (ES). The RQ is built on assumption that logarithm prices are subordinated self-similar processes in intrinsic time. time dimensi...

the main objective of this study was to determine the economical level of inputs applied in production of sugar beet by eglid region farmers. therefore data set was obtained from 55 farmers through interview and completing questionnaire. the farmers were selected based on a two-stage random sampling method.  marginal productivity of inputs was studied using cobb –douglasand transendental produc...

Taxonomy(general), the practice and science of classification of things or concepts, including the principles that underlie such classification. Economic taxonomy, a system of classification for economic activity. The main objective of the study was to find whether financial ratios affect the performance of the Agricultural Machinery companies in Iran. A firm performance evaluation and its comp...

We examine the interference of fairness and observers in digital coin systems. Since copying of coins cannot be prevented cryptographically in anonymous off-line coin systems, double-spending detection is one of the major tasks. An observer is a tamper resistant device that prevents doublespending physically, i.e., Alice has no access to her coins and therefore she cannot copy them. Digital coi...