This paper investigates the effect of the market return on the value of systematic risk using a semiparametric multivariate GARCH model. We nonparametrically estimate the dynamic conditional beta without any restrictive assumption on the joint density of the data. This model captures movements in systematic risk over time, and we find that the time-varying beta of a stock nonlinearly depends on...

 ABSTRACT Background: The current practice to measure RV is either by BPG or helium dilution methods which may not be available in all clinics due to their cost. Methods: This paper outlines a method for both direct and indirect calculation of RV via PFT with acceptable sensitivity (81 %, 60% ), specificity (71 %, 94%) and validity (76%, 78%) for obstructive and restrictive lung disease respect...

Knowledge acquisition (KA) plays an important role in building knowledge based systems (KBS). However, evaluating different KA techniques has been difficult because of the costs of using human expertise in experimental studies. In this paper, we first address the problem of evaluating knowledge acquisition methods. Then, we develop an analysis of the types of errors a human expert makes in buil...

Incremental refinement methods of knowledge bases ease maintenance but fail to uncover the underlying domain model used by the expert. In this paper, we propose a new knowledge representation formalism for incremental acquisition and refinement of knowledge. It simultaneously guides the expert in expressing his model of the domain during the actual knowledge acquisition process. This knowledge ...