منابع مشابه
Linear Filtering and Taiwan Stock Return Nonlinearity
The results of the previous chapter demonstrate that the serial dependencies within Taiwanese stock returns that are reflected in the significant autocorrelation and nonlinearity test results of Chapter Four are not constant; rather, they shift in direction and magnitude over time, with a number of brief episodes of very strong dependencies accounting for much of the magnitude of the full sampl...
متن کاملDynamic Heteroskedasticity and Taiwan Stock Return Nonlinearity
The results for the dynamic normal linear regression models fit in the previous chapter suggest that there are significant autocorrelation effects in the returns for all eighteen series examined and significant day-of-the-week effects, including a negative Monday effect, for four of the indices and two of the individual stocks. However, misspecification tests for these models reveal a number of...
متن کاملNonlinearity and Market Efficiency in Gcc Stock Markets
Significant prediction of asset prices is of a great importance in financial economics. When studying economic and financial phenomena, it is essential to correctly specify the model. If the true dynamics are nonlinear, using linear methods will probably be irrelevant in doing empirical analysis. Existence of nonlinearity in financial markets has been argued by numerous studies. The main object...
متن کاملfault location in power distribution networks using matching algorithm
چکیده رساله/پایان نامه : تاکنون روشهای متعددی در ارتباط با مکان یابی خطا در شبکه انتقال ارائه شده است. استفاده مستقیم از این روشها در شبکه توزیع به دلایلی همچون وجود انشعابهای متعدد، غیر یکنواختی فیدرها (خطوط کابلی، خطوط هوایی، سطح مقطع متفاوت انشعاب ها و تنه اصلی فیدر)، نامتعادلی (عدم جابجا شدگی خطوط، بارهای تکفاز و سه فاز)، ثابت نبودن بار و اندازه گیری مقادیر ولتاژ و جریان فقط در ابتدای...
Robust rolling stock in rapid transit networks
This paper focuses on the railway rolling stock circulation problem in rapid transit networks, in which frequencies are high and distances are relatively short. Although the distances are not very large, service times are high due to the large number of intermediate stops required to allow proper passenger flow. The main complicating issue is the fact that the available capacity at depot statio...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Chaos: An Interdisciplinary Journal of Nonlinear Science
سال: 2018
ISSN: 1054-1500,1089-7682
DOI: 10.1063/1.5023309