Showing 1 - 10 of 19
of conditional volatility are sensitive to the long memory in the conditional mean, to examine asymmetry and leverage in …
Persistent link: https://www.econbiz.de/10009141353
) specification. In addition to asymmetry, which captures the different effects on conditional volatility of positive and negative …
Persistent link: https://www.econbiz.de/10010790038
This paper investigates the stock returns and volatility size effects for firm performance in the Taiwan tourism industry, especially the impacts arising from the tourism policy reform that allowed mainland Chinese tourists to travel to Taiwan. Four conditional univariate GARCH models are used...
Persistent link: https://www.econbiz.de/10010862578
Fluctuations in the stride interval time series of unconstrained walking are not random but seem to exhibit long-range correlations that decay as a power law (Hausdorff et al. (1995) [35]). Here, we examine whether asymmetries are present in the long-range correlations of different gait...
Persistent link: https://www.econbiz.de/10011062815
This paper investigates possible asymmetries in the monetary policy reaction function of the Central Bank of Republic of Turkey over the business cycles. It is found that the bank reacted more aggressively towards output stabilisation during recessions than expansions. The empirical evidence...
Persistent link: https://www.econbiz.de/10011064579
positive and negative returns do not behave consistently, which indicates a significant asymmetry in the distribution. …
Persistent link: https://www.econbiz.de/10010588483
display such asymmetry. Employing a double-threshold GARCH model with trading volume as a threshold variable, we find strong …
Persistent link: https://www.econbiz.de/10010589241
How much can we tell about flows through networks just from their topological properties? Whereas flow distributions of river basins, trees or cardiovascular systems come naturally to mind, more complex topologies are not so immediate, especially if the network is large and heterogeneously...
Persistent link: https://www.econbiz.de/10010590128
is asymmetry and the width of the leading vehicle has a great impact on the stability of traffic flow. Numerical … simulations obtained the same results as theoretical analysis clearly such as density wave, shrinking hysteresis, asymmetry and …
Persistent link: https://www.econbiz.de/10010590278
Assuming that the evolution of DNA bases frequencies is governed by a symmetric process with respect to the two DNA strands, a nice wrong model is obtained. This model is nice because it can be rejected from the sole inspection of base frequencies in DNA and its rejection, which is effective in...
Persistent link: https://www.econbiz.de/10010872789