The conditional expectations, E(Y (h)|Y (u),−∞ < u ≤ 0) and E(Y (h)|Y (u),−M ≤ u ≤ 0) with h > 0 and 0 < M < ∞ are determined for a continuous-time ARMA (CARMA) process (Y (t))t∈R driven by a Lévy process L with E|L(1)| < ∞. If E(L(1)2) <∞ these are the minimum mean-squared error predictors of Y (h) given (Y (t))t≤0 and (Y (t))−M≤t≤0 respectively. Conditions are also established under which the...

I analyze the effect of monetary policy actions on the cross-section of equity returns. Based on earlier theoretical work for the monetary transmission mechanism one can argue that changes in monetary policy should produce differentiated effects on firms and stocks with different characteristics. By using different portfolio sorts the results show that the impact of monthly changes in the Feder...

AIM To assess the possibility of non-invasive screening of atrophic chronic gastritis for preventing further development of gastric cancer. METHODS One hundred and seventy-eight consecutive Helicobacter pylori (H pylori)-positive dyspeptic patients after detection of serum levels of pepsinogen-1 (PG-1) and gastrin-17 (G-17) by enzyme immunoassay were proposed for endoscopy and histology. The ...

The financial crisis has fueled interest in alternatives to traditional asset classes that might be less affected by large market gyrations and, thus, provide for a less volatile development of a portfolio. One attempt at selecting stocks that are less prone to extreme risks, is obeyance of Islamic Sharia rules. In this light, we investigate the statistical properties of the Dow Jones Islamic S...

While macroeconomic variables have been used extensively to forecast the U.S. equity risk premium and build models to explain it, relatively little attention has been paid to the technical stock market indicators widely employed by practitioners. Our paper fills this gap by studying the forecasting ability of a variety of technical indicators in comparison to that of a number of well-known macr...

in order to select the suitable lines of red bean for chahharmahal & bakhtiari province, this experiment was conducted in lordegan & boldaji regions at 2001-2005. at the first year, single plants of local red bean (from lordegan, ardal, boldaji, dastgerd emamzadeh and gandoman regions) were selected at research farm for phenotypic characters, yield and yield components. at the second year, sele...

Korku Endeksi (VIX) finansal piyasalarda menkul k?ymetlerin gelecekte beklenen hareketlerinin tahmini için kullan?lan önemli göstergelerden biridir. Bu çal??mada Kredi Temerrüt Swap (CDS), Dolar Kuru, Euro B?ST 100 ve Alt?n de?i?kenlerinin üzerindeki etkisi aralar?nda e?bütünle?me ili?kisinin varl??? 03.01.2005-31.12.2019 dönemi incelenmi?tir. Çal??mada de?i?kenler aras?ndaki uzun dönemli ili?k...

In order to identify stable short duration rice genotypes across different agro-climatic zones in Telangana state, Additive Main Effects and Multiplicative Interaction Models (AMMI) GGE Bi-plot analyses was performed. Analysis of variance clearly revealed that contributed highest (34.57 %) followed by environments (32.31 genotype environment interaction (17.10 total sum squares indicating very ...