This paper discusses the existence of spurious long memory in common nonlinear time series models, namely Markov switching and threshold models. We describe the asymptotic behavior of the process in terms of autocovariance and autocorrelation function and support the theoretical evidences by providing Monte Carlo simulation. The existence of long memory in these nonlinear processes is induced b...

the present study aimed at investigating the existence of long memory properties in ten emerging stock markets across the globe. when return series exhibit long memory, it indicates that observed returns are not independent over time. if returns are not independent, past returns can help predict future returns, thereby violating the market efficiency hypothesis. it poses a serious challenge to ...

A simple, sensitive, selective, and non-extractive UV-Vis spectrophotometric method for the determination of cadmium, lead, chromium, arsenic in biological, soil water samples using synthesized characterized phenyl hydrazone; glutaraldehydephenyl hydrazone (GPH) as chromogenic reagent was developed. GPH new analytical reagents direct selected metals interest a slightly acidic pH 6.5-7.5 20 % di...

Abstract. The short- and long-term variability of the surface spectral solar ultraviolet (UV) irradiance is investigated across Italy using high-quality ground-based measurements from three locations: Aosta (45.7? N, 7.4? E, 570 m a.s.l.), Rome (41.9? 12.5? 15 75 Lampedusa (35.5? 12.6? 50 a.s.l.). sites are characterized by different environmental conditions represent almost full latitudinal ex...

Parallel heuristic search algorithms are widely used in artificial intelligence. This paper describes novel parallel variants of two standard sequential search algorithms, the standard Davis Putnam algorithm (DP); and the same algorithm extended with conflict-directed backjumping (CBJ). Encouraging preliminary results for the GpH parallel dialect of the non-strict functional programming languag...

In this paper, some new W-GPH-KKM theorems are established in pseudo H-spaces without any linear and convex structure under much weaker assumptions, and next as their applications, some new coincidence theorems, maximal element theorems, and existence theorems of solutions to generalized equilibrium problems are proved in pseudo H-spaces. The results represented in this paper unify and extend s...

In their article Cheung and Lai (1993), propose a test for cointegration against fractional alternatives. The test is based on the GPH estimator by Geweke and Porter-Hudak (1983). This test uses only the Tα smallest frequencies, where α usually is set between 0.5 and 0.6. The choice of α has impact on the power of the test. In this paper we argue that using larger α increases the power against ...

in this paper, we have estimated the memory of thetehran stock exchange indices. the estimation of fractional differencing parameter is carried out by various methods such as mle, nls, hurst exponent, gph, lo, whittle and wavelet. the estimation results of whittle, wavelet, hurst, and lo methods allow us to conclude that the returns on stock indices (tepix, tedpix, tedix, financial index and in...