Dynamic conditional correlation

Part 1 of ebook "Managing in recovering markets" provides readers with contents including: Chapter 1 - A dynamic conditional correlation analysis-­based approach to test financial contagion in developing markets; Chapter 2 - Achieving business agility through service-­oriented architecture in recovering markets; Chapter 3 - An analysis of foreign direct investment with special reference to indian economy; Chapter 4 - An empirical analysis of price discovery in indian commodity markets; Chapter 5 - An empirical study on factors affecting faculty retention in indian business schools; Chapter ...

239p giangmacvien 22-06-2024 2 1   Download

Alternative polyadenylation (APA) has emerged as a pervasive mechanism that contributes to the transcriptome complexity and dynamics of gene regulation. The current tsunami of whole genome poly(A) site data from various conditions generated by 3′ end sequencing provides a valuable data source for the study of APArelated gene expression.

15p vigiselle2711 30-08-2021 6 1   Download

The biological regulatory system is highly dynamic. Correlations between functionally related genes change over different biological conditions, which are often unobserved in the data. At the gene level, the dynamic correlations result in three-way gene interactions involving a pair of genes that change correlation, and a third gene that reflects the underlying cellular conditions.

16p visilicon2711 20-08-2021 11 1   Download

This study aims to investigate the interactions, volatility spillovers and smooth transition effects between stock and foreign exchange markets in emerging versus developed countries by the Smooth Transition Vector Error Correction-Smooth Transition GARCH with Dynamic Conditional Correlation model (STVESTGARCH-DCC). The empirical results yield several findings. Firstly, boom stock markets in emerging countries will trigger their domestic currency appreciation, while prosperous stock markets in developed countries result in currency depreciation.

33p nguaconbaynhay12 08-06-2021 21 1   Download

Investigations on population dynamics of lucerne aphid were carried out under field condition during 2018-19 at Instructional Farm, Junagadh Agricultural University, Junagadh. The activity of aphid, Aphis craccivora was commenced from 2nd week of February and remained upto 3rd week of March having peak during 4th week of February in lucerne crop. Simultaneously, higher population of lady bird beetles was observed during 4th week of January to 3rd week of March and showed significantly highly positive correlation with aphid population.

5p trinhthamhodang11 27-04-2021 12 1   Download

To study the contagious effects of financial risks in South Asia’s emerging stock markets, the main stock indexes from China, Thailand, India, Vietnam and Malaysia are chosen during the period from 2006 and 2014. The paper used the dynamic conditional correlation GARCH model to examine the dynamic relevance, and introduced the dummy variable in order to test whether the structure change had occurred after the global financial crisis. The results showed that the degree of relevance of China, Thailand, India and Malaysia stayed in the high level.

15p nguyenanhtuan_qb 09-07-2020 33 4   Download

Infiltration is a dynamic process, variable in time and space and plays a vital role in the replenishment of soil water which is responsible for the growth and development of crops. Modelling of infiltration equation involves in finding out coefficients in the expressions for the curves infiltration rate and accumulated infiltration verses time and other parameters. The present study is aimed at determining the best fit infiltration model.

11p angicungduoc5 12-06-2020 6 1   Download

The research was conducted during kharif 2016 at CCSHAU, Hisar. Transgenic cotton RCH 650 BGII and variety H 1098 i was evaluated for their reaction to cotton leafhopper under unsprayed condition. Observations on cotton leafhopper were recorded at weekly intervals.

8p kethamoi5 03-06-2020 11 1   Download

A study was conducted to assess the population dynamics of sugarcane web mite, Schizotetranchyus andropogoni Hirst during June 2017 to May 2018 in field condition at Sugarcane Research Station (SRS), Cuddalore district. The population density of sugarcane web mite, S. andropogoni of mite touched its peak (10.45 mites / 2cm2 area of leaf) during the first week of May 2018 (18th SMW) and the mite population declined during the first week of September 2017 (35th SMW) to last week of December 2017 (8.43 to 4.53 mites / 2cm2 area of leaf).

8p trinhthamhodang3 17-02-2020 30 1   Download

We examine the nature of BRICS stock market returns using a t-DCC model and investigate whether multivariate volatility models can characterize and quantify market risk. We initially consider a multivariate normal-DCC model and show that it cannot adequately capture the fat tails prevalent in financial time series data. We then consider a multivariate t- version of the Gaussian dynamic conditional correlation (DCC) proposed by [16] and successfully implemented by [24, 26].

30p trinhthamhodang2 21-01-2020 29 4   Download

The nature of BRICS currency returns using a t-DCC model and investigate whether multivariate volatility models can characterize and quantify market risk. We initially consider a multivariate normal-DCC model and show that it cannot adequately capture the fat tails prevalent in financial time series data such as exchange rates. We then consider a multivariate tversion of the Gaussian dynamic conditional correlation (DCC) proposed by [1] and successfully implemented by [2] and [3].

26p chauchaungayxua2 19-01-2020 15 2   Download

The purpose of this study is to determine the synchronous or asynchronous nature of movements in the exchange rate yields of the various ECOWAS currencies. This analysis uses the dynamic conditional correlation model recently developed by [1]. The use of this methodology is mainly due to the non-constancy of the volatility of the financial series. Moreover, this characteristic of volatility remains natural for a small, very open economy, which is also subject to a multiplicity of exogenous shocks.

17p chauchaungayxua2 19-01-2020 11 2   Download

Population dynamics studies of mustard aphid, L. erysimi on three Rapeseed-mustard varieties i.e. RH 0749, HNS 0901 and BSH 1 belonging to three Brassica spp. i.e. B. juncea, B. napus and B. rapa revealed that mustard aphid was available in the field from 3 rd Standard metrological week (SMW) (January) to 11th SMW (March). The peak aphid population (23.33-86.05 aphids/10 cm main apical shoot) was recorded during 9th SMW in all Brassica species (both timely and late sown) except in BSH 1 (timely sown) in which it attained peak (31.98 aphids/10 cm main apical shoot) in 6th SMW.

8p cothumenhmong1 10-12-2019 15 1   Download

In this paper we will build a timedependent diffusion equation that takes into account both spatial correlations and population control (fixed number of neutrons along generations). We will show that its solution obeys a traveling wave dynamic, and we will discuss the mechanism that explains this biasing of local tallies whenever leakage boundary conditions are applied to the system.

8p minhxaminhyeu4 26-06-2019 11 0   Download

For our empirical analysis, we adopt and modify the structural dynamic conditional cor- relation (SDCC) framework proposed by Weber (2008b). Daily market index series are deployed for this examination. The sample is divided into two sub-periods, 1997-2001 and 2002-2008. With this structure we can grasp the eects of the new policy, allowing domes- tic investors to access the B market, which was implemented in February 2001.

18p quaivattim 04-12-2012 55 2   Download