Search Results - subject:"Generalized Variance"

Eisenberg, Bennett - In: Statistics & Probability Letters 96 (2015) C, pp. 292-298

The multivariate Gini ratio is the ratio of two measures of inequality or dispersion of multivariate distributions. Maximization of the multivariate Gini ratio under linear transformations is characterized. Its value is computed for some distributions in the plane and other properties are described.

Persistent link: https://www.econbiz.de/10011115969

Wavelet estimation of Gegenbauer processes : simulation and empirical application

Boubaker, Heni - In: Computational economics 46 (2015) 4, pp. 551-574

Persistent link: https://www.econbiz.de/10011478889

Time-varying co-movements and contagion effects in Asian sovereign CDS markets

Cho, Daehyoung; Choi, Kyongwook - In: Journal of East Asian economic integration 19 (2015) 4, pp. 357-379

Persistent link: https://www.econbiz.de/10011434876

Application of the Model of Principal Components Analysis on Romanian Insurance Market

Armeanu, Dan; Lache, Leonard - In: Theoretical and Applied Economics 6(523) (2008) 6(523), pp. 11-20

Principal components analysis (PCA) is a multivariate data analysis technique whose main purpose is to reduce the dimension of the observations and thus simplify the analysis and interpretation of data, as well as facilitate the construction of predictive models. A rigorous definition of PCA has...

Persistent link: https://www.econbiz.de/10005581556

CAUSALITY AND DYNAMICS OF ENERGY CONSUMPTION AND OUTPUT: EVIDENCE FROM NON-OECD ASIAN COUNTRIES

Salim, Ruhul A.; Rafiq, Shuddhasattwa; Hassan, A. F. M. … - In: Journal of Economic Development 33 (2008) 2, pp. 1-26

lowest energy consuming countries in Asia. Both the generalized variance decompositions and the impulse response functions …

Persistent link: https://www.econbiz.de/10009351150

On normal stable Tweedie models and power-generalized variance functions of only one component

Maïnassara, Yacouba Boubacar; Kokonendji, Célestin - In: TEST: An Official Journal of the Spanish Society of … 23 (2014) 3, pp. 585-606

introduced for getting a simple form of the determinant of the covariance matrix, so-called generalized variance. As alternatives … functions is firstly established. Then, their generalized variance functions are shown to be powers of only the fixed mean … Monge–Ampère equations. Two kinds of generalized variance estimators are discussed and variance modelling under only …

Persistent link: https://www.econbiz.de/10010994265

Does oil price volatility matter for Asian emerging economies?

Rafiq, Shuddhasattwa; Salim, Ruhul A. - In: Economic analysis and policy : EAP ; journal of the … 44 (2014) 4, pp. 417-441

Persistent link: https://www.econbiz.de/10011483642

Closed form pricing formulas for discretely sampled generalized variance swaps

Zheng, Wendong; Kwok, Yue-Kuen - In: Mathematical finance : an international journal of … 24 (2014) 4, pp. 855-881

Persistent link: https://www.econbiz.de/10011308159

In The Middle of the Heat:The GCC countries Between Rising Oil Prices and the Sliding Greenback

Razzak, W A - Volkswirtschaftliche Fakultät, … - 2007

The paper asks two questions. One, what is the size of the effect of the increase in real oil price on competitiveness of the Gulf Cooperation Council (GCC) countries –the real exchange rate is a measure of competitiveness – and two, given recent concerns about the sliding greenback and the...

Persistent link: https://www.econbiz.de/10005789566

How does oil market uncertainty interact with other markets? An empirical analysis of implied volatility index

Liu, Ming-Lei; Ji, Qiang; Fan, Ying - In: Energy 55 (2013) C, pp. 860-868

OVX (Crude oil volatility index), as a measure of oil market uncertainty and new volatility derivatives published by CBOE (Chicago Board Options Exchange) during the 2008 global financial crisis, provides a direct prediction of the market's expectation for future 30-day crude oil price...

Persistent link: https://www.econbiz.de/10011053687