Search Results - subject:"Correlation functions"

Beyond co-integration : new tools for inference on co-movements

Abadir, Karim Maher; Talmain, Gabriel - In: Journal of financial econometrics 22 (2024) 4, pp. 839-867

Persistent link: https://www.econbiz.de/10015338755

Islamic and conventional equity markets : Two sides of the same coin, or not?

Ahmed, Walid M. A. - In: The quarterly review of economics and finance : journal … 72 (2019), pp. 191-205

Persistent link: https://www.econbiz.de/10012176223

On the interdependence of natural gas and stock markets under structural breaks

Ahmed, Walid M. A. - In: The quarterly review of economics and finance : journal … 67 (2018), pp. 149-161

Persistent link: https://www.econbiz.de/10012034446

Fractional correlation functions in simple viscoelastic liquids

Rodríguez, R.F.; Fujioka, J.; Salinas-Rodríguez, E. - In: Physica A: Statistical Mechanics and its Applications 427 (2015) C, pp. 326-340

We develop a hydrodynamic formulation of fractional fluctuations in a viscoelastic liquid whose longitudinal modulus is a scalar and only depends on time. The method is based on the introduction of fractional time derivatives in the hydrodynamic equations due to the viscoelastic memory. Coupled...

Persistent link: https://www.econbiz.de/10011209694

Correlation functions of an autonomous stochastic system with time delays

Zhu, Ping; Mei, Dong Cheng - In: Physica A: Statistical Mechanics and its Applications 398 (2014) C, pp. 152-161

The auto-correlation function and the cross-correlation function of an autonomous stochastic system with time delays are investigated. We obtain the distribution curves of the auto-correlation function Cx(s) and Cy(s), and the cross-correlation function Cxy(s) and Cyx(s) of the stochastic...

Persistent link: https://www.econbiz.de/10010744312

Structure and orientational ordering in a fluid of elongated quadrupolar molecules

Singh, Ram Chandra - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 1, pp. 48-57

densities, temperatures and quadrupole moments. Using the harmonic coefficients of the direct pair-correlation functions …–nematic transition in a system of fluids of elongated molecules interacting via the Gay–Berne potential. The direct pair-correlation … functions of the coexisting isotropic fluid that enter in the theory as input information are obtained by solving the Ornstein …

Persistent link: https://www.econbiz.de/10011061431

Characterization of solar flat plate collectors

Cruz-Peragon, F.; Palomar, J.M.; Casanova, P.J.; … - In: Renewable and Sustainable Energy Reviews 16 (2012) 3, pp. 1709-1720

Characterization of solar collectors is based on experimental techniques next to validation of associated models. Both techniques may be adopted assuming different complexities. In this work, a general methodology to validate a collector model, with undetermined associated complexity, is...

Persistent link: https://www.econbiz.de/10010573613

Information flow between stock return and trading volume: the Tunisian stock market

Tissaoui, Kais; Aloui, Chaker - In: International Journal of Financial Services Management 5 (2011) 1, pp. 52-82

This paper investigates the dynamics of information flow between stock return and trading volume in the Tunisian Stock Market (TSE) using intraday data covering the year 2006. The Cross-Correlation Function (CCF) suggested by Cheung and Ng is employed to detect the causality in mean and in...

Persistent link: https://www.econbiz.de/10010816468

On the correlation structure of some random point processes on the line

de Coninck, Joël; Dunlop, François; Huillet, Thierry - In: Physica A: Statistical Mechanics and its Applications 387 (2008) 4, pp. 725-744

The correlation structure of some remarkable point processes on the one-dimensional real line is investigated. More specifically, focus is on translation invariant determinantal, permanental and/or renewal point processes. In some cases, anomalous (non-Poissonian) fluctuations for the number of...

Persistent link: https://www.econbiz.de/10011061936

Hydrodynamic correlation functions for a nematic liquid crystal in a stationary state

Camacho, J.F.; Híjar, H.; Rodríguez, R.F. - In: Physica A: Statistical Mechanics and its Applications 348 (2005) C, pp. 252-276

explicitly the matrix of correlation functions for the transverse variables of a nematic film confined between two horizontal …

Persistent link: https://www.econbiz.de/10011063424