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  • Search: isPartOf:"Journal of Applied Statistics"
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Year of publication
Subject
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Nigeria 186 Cointegration 49 Exchange rate 48 Estimation 44 Schätzung 43 Volatility 41 Wechselkurs 38 Economic growth 37 Kointegration 36 Monetary policy 35 Inflation 34 Geldpolitik 33 Theorie 33 Theory 33 Wirtschaftswachstum 32 Volatilität 30 Börsenkurs 24 Share price 24 Time series analysis 23 Zeitreihenanalyse 23 ARCH model 22 ARCH-Modell 22 Aktienmarkt 20 Stock market 20 GARCH 19 Economic Growth 18 Estimation theory 17 Interest rate 17 Schätztheorie 17 VAR model 17 VAR-Modell 17 ARDL 16 Zins 15 Asymmetry 14 Forecasting model 14 Kaufkraftparität 14 Monetary Policy 14 Prognoseverfahren 14 Purchasing power parity 14 Structural break 14
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Online availability
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Undetermined 2,046 Free 428
Type of publication
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Article 2,474
Type of publication (narrower categories)
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Article 214 Article in journal 214 Aufsatz in Zeitschrift 214
Language
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Undetermined 2,046 English 428
Author
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Doguwa, Sani I. 26 Omotosho, Babatunde S. 26 Bawa, Sani 16 Atoi, Ngozi V. 14 Balamurali, S. 13 Bada, Abiodun S. 12 Bassey, Kufre J. 12 Yaya, OlaOluwa S. 12 Abdullahi, Ismaila S. 10 Mardia, K. V. 10 Olowofeso, Olorunsola E. 10 Tumala, Mohammed M. 10 Shukur, Ghazi 9 Chen, Chung-Ho 8 Essien, Sunday N. 8 Govindaraju, K. 8 Hutson, Alan 8 Koukouvinos, C. 8 Molenberghs, Geert 8 Yaaba, Baba N. 8 Achcar, Jorge Alberto 7 Aslam, Muhammad 7 Bolfarine, Heleno 7 Galea, Manuel 7 Ganjali, M. 7 Ghosh, D. K. 7 Guo, Jiin-Huarng 7 Huang, Yangxin 7 Ober, Pieter Bastiaan 7 Oh, Man-Suk 7 Adejo, Valli T. 6 Adeleke, Abiola O. 6 Ajibola, Isaiah O. 6 Ajibola, Olufemi I. 6 Alade, Sarah O. 6 Asemota, Omorogbe J. 6 Bakouch, Hassan S. 6 Chou, Chao-Yu 6 Dialsingh, Isaac 6 Dzaan, Kumafan S. 6
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Institution
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Central Bank of Nigeria / International Investment Statistics Office 1
Published in...
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Journal of Applied Statistics 2,046 CBN Journal of Applied Statistics 214 CBN journal of applied statistics 214
Source
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RePEc 2,046 ECONIS (ZBW) 214 EconStor 214
Showing 511 - 520 of 2,474
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Olympic news and attitudes towards the Olympics: a compositional time-series analysis of how sentiment is affected by events
Dawson, Peter; Downward, Paul; Mills, Terence C. - In: Journal of Applied Statistics 41 (2014) 6, pp. 1307-1314
Sentiment affects the evolving economic valuation of companies through the stock market. It is unclear how 'news' affects the sentiment towards major public investments like the Olympics. In this paper we consider, from the context of the pre-event stage of the 30th Olympiad, the relationship...
Persistent link: https://www.econbiz.de/10010761386
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Using a genetic algorithm-based RAROC model for the performance and persistence of the funds
Ou, Shang-Ling; Liu, Li-yu Daisy; Ou, Yih-Chang - In: Journal of Applied Statistics 41 (2014) 5, pp. 929-943
Assisting fund investors in making better investment decisions when faced with market climate change is an important subject. For this purpose, we adopt a genetic algorithm (GA) to search for an optimal decay factor for an exponential weighted moving average model, which is used to calculate the...
Persistent link: https://www.econbiz.de/10010761387
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Partial differential equations for probabilists
Wang, Chih-Yueh - In: Journal of Applied Statistics 41 (2014) 6, pp. 1393-1394
Persistent link: https://www.econbiz.de/10010761388
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Computational statistics, second edition
Dialsingh, Isaac - In: Journal of Applied Statistics 41 (2014) 4, pp. 910-911
Persistent link: https://www.econbiz.de/10010761389
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Multivariate survival mixed models for genetic analysis of longevity traits
Maia, Rafael Pimentel; Madsen, Per; Labouriau, Rodrigo - In: Journal of Applied Statistics 41 (2014) 6, pp. 1286-1306
A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in quantitative genetics although the discussion presented...
Persistent link: https://www.econbiz.de/10010761390
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Collaborative filtering for massive multinomial data
Cron, Andrew; Zhang, Liang; Agarwal, Deepak - In: Journal of Applied Statistics 41 (2014) 4, pp. 701-715
Content recommendation on a webpage involves recommending content links (items) on multiple slots for each user visit to maximize some objective function, typically the click-through rate (CTR) which is the probability of clicking on an item for a given user visit. Most existing approaches to...
Persistent link: https://www.econbiz.de/10010761391
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Spatio-temporal design: advances in efficient data acquisition
Mosammam, A.M. - In: Journal of Applied Statistics 41 (2014) 4, pp. 912-913
Persistent link: https://www.econbiz.de/10010761392
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Procedures for the identification of multiple influential observations in linear regression
Nurunnabi, A.A.M.; Hadi, Ali S.; Imon, A.H.M.R. - In: Journal of Applied Statistics 41 (2014) 6, pp. 1315-1331
Since the seminal paper by Cook (1977) in which he introduced Cook's distance, the identification of influential observations has received a great deal of interest and extensive investigation in linear regression. It is well documented that most of the popular diagnostic measures that are based...
Persistent link: https://www.econbiz.de/10010761393
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Variable selection approach for zero-inflated count data via adaptive lasso
Zeng, Ping; Wei, Yongyue; Zhao, Yang; Liu, Jin; Liu, Liya; … - In: Journal of Applied Statistics 41 (2014) 4, pp. 879-894
This article proposes a variable selection approach for zero-inflated count data analysis based on the adaptive lasso technique. Two models including the zero-inflated Poisson and the zero-inflated negative binomial are investigated. An efficient algorithm is used to minimize the penalized...
Persistent link: https://www.econbiz.de/10010761394
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Steady-state Gibbs sampler estimation for lung cancer data
Dunbar, Martin X.; Samawi, Hani M.; Vogel, Robert; Yu, Lili - In: Journal of Applied Statistics 41 (2014) 5, pp. 977-988
This paper is based on the application of a Bayesian model to a clinical trial study to determine a more effective treatment to lower mortality rates and consequently to increase survival times among patients with lung cancer. In this study, Qian <italic>et al.</italic> [13] strived to determine if a Weibull...
Persistent link: https://www.econbiz.de/10010975992
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