s b a t c t fi BSTRACT bjective Dietary fiber represents a broad class of undiested carbohydrate components. The components vary n chemical and physical nature and in their physiological utcomes. Resistant starch is starch that escapes digesion in the small intestine and that may be fermented in he large intestine. The purpose of this study was to stimate consumption of resistant starch by the ...

This paper investigates the effect of exchange rate uncertainty on the Iran’s import trade. The exchange rate ‎uncertainty series were generated utilizing the TARCH model. This model analyzes the asymmetric effects. The analysis of uncertainty and asymmetry ‎of the exchange rate shows significant TARCH ‎effect on Iran’s exchange rates‎. The findings of the study indicate negative shocks (bad ne...

TARCH or agar gel electrophoresis coupled with azo dye staining methods has permitted the detection of genetically determined variants of several forms of nonspecific carboxylic esterases in a protozoan (ALLEN 1961), maize ( SCHWARTZ 1960, 1964), Drosophila (WRIGHT 1963; WRIGHT and MACINTYRE 1963), and house flies (VELTHUIS and VAN ASPEREN 1963). In mammals, inherited electrophoretic variants o...

We consider a process X = (Xt)t∈Z belonging to a large class of causal models including AR(∞), ARCH(∞), TARCH(∞),... models. We assume that the model depends on a parameter θ0 ∈ IR and consider the problem of testing for change in the parameter. Two statistics Q̂ (1) n and Q̂ (2) n are constructed using quasi-likelihood estimator (QLME) of the parameter. Under the null hypothesis that there is no...

We analyze volatility contagion between the U.S. and Chinese stock markets international capital markets. The is modeled using: GARCH, TARCH, EGARCH, APARCH, IGARCH, FIGARCH, ACGARCH GAS models under Gaussian, GED t-Student distributions. 21,000 intraday observations of thirteen from January/1st to June/25th 2020 are employed. Once modeled, incidence American on rest bourses tested employing Ve...

We consider an epidemic change-point detection in a large class of causal time series models, including among other processes, AR( ∞ ), ARCH( TARCH( ARMA-GARCH. A test statistic based on the Gaussian quasi-maximum likelihood estimator parameter is proposed. It shown that, under null hypothesis no change, converges to distribution obtained from difference two Brownian bridge and diverges infinit...

This paper examines the performance of different kind GARCH models with Gaussian, Student-t and generalized error distribution for Colombo Stock Exchange (CSE), in Sri Lanka. Analyzing daily closing price index CSE from January 02, 2007 to March 10, 2013. It was found that Asymmetric give better result than symmetric model. According distributional assumption these under as well provided fit no...

It is generally known that violent oil price volatility will cause market panic; however, the extent to which worthy of empirical test. Firstly, this paper employs TVP-VAR model analyze time-varying impacts on panic index using monthly data from January 1990 November 2021. Then, after SVAR decompose volatility, uses PDL heterogeneous different sources. Finally, based results decomposition, TARC...