Generalized fractional integral

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186p tieulangtran 28-09-2023 6 1   Download

In this paper, we present a result on Hyers-Ulam stability for a class of nonlocal differential equations in Hilbert spaces by using the theory of integral equations with completely positive kernels together with a new Gronwall inequality type. The paper develops some recent results on fractional differential equations to the ones involving general nonlocal derivatives. Instead of Mittag-Leffler functions, we must utilize the characterization of relaxation function.

7p tamynhan5 10-12-2020 11 2   Download

Utilizing forty-five years of daily London gold price fixes, this paper finds the presence of dual long-memory processes in the 10:30am fix and the 3:00pm price fix utilizing ARFIMA-FIGARCH and ARFIMA-FIEGARCH models, respectively. This research proves that the return and volatility of the London Gold price fixes have predictable structures and does not conform to the weakform efficient assumption of Fama (1970). This study also suggests that the London gold price fixes do not exhibit leverage effects and asymmetric volatility response properties.

10p trinhthamhodang2 21-01-2020 19 0   Download

The study uses autoregressive fractionally integrated moving average – fractionally integrated generalized autoregressive conditional heteroskedasticity (ARFIMA-FIGARCH) models and chaos effects to determine nonlinearity properties present on currency ETN returns. The results find that the volatilities of currency ETNs have long-memory, non-stationarity and non-invertibility properties. These findings make the research conclude that mean reversion is a possibility and that the efficient market hypothesis of Fama (1970) became ungrounded on these investment instruments.

23p trinhthamhodang2 21-01-2020 27 2   Download

New Hermite–Hadamard type inequalities are obtained for convex functions via generalized fractional integrals. The results presented here are generalizations of those obtained in earlier works.

10p danhdanh27 07-01-2019 17 2   Download