This study evaluated the influence of material combinations used in the resin coating technique (RCT) on the marginal adaptation of indirect restorations with gingival margins in enamel (EM) and cement (CM). Eighty third-molars were used. Two cavities were prepared in each tooth. The cavities were distributed into 16 groups. Cavities with EM were filled with the following material combinations:...

This paper considers a multivariate t version of the Gaussian dynamic conditional correlation (DCC) model proposed by Engle (2002), and suggests the use of devolatized returns computed as returns standardized by realized volatilities rather than by GARCH type volatility estimates. The t-DCC estimation procedure is applied to a portfolio of daily returns on currency futures, government bonds and...

Article history: Received 25 October 2008 Received in revised form 19 July 2009 Accepted 5 January 2010 Available online 18 January 2010 In the finance literature, statistical inferences for large-scale testing problems usually suffer from data snooping bias. In this paper we extend the “superior predictive ability” (SPA) test of Hansen (2005, JBES) to a stepwise SPA test that can identify pred...

Successful production and development of stable and adaptable genotypes only depend on the positive results achieved from the interaction between genotype and environment that consequently has a significant impact on breeding strategies. In this regard, we conducted an experiment to study genotypic differences of 16 lines durum wheat under both zinc sufficient and deficient stress during 2014-2...

This paper considers the problem of model uncertainty in the case of multi-asset volatility models and discusses the use of model averaging techniques as a way of dealing with the risk of inadvertently using false models in portfolio management. Evaluation of volatility models is then considered and a simple Value-at-Risk (VaR) diagnostic test is proposed for individual as well as ‘average’ mod...

This paper evaluates the specification errors of several empirical asset pricing models that have been developed as potential improvements on the CAPM. We use the methodology of Hansen and Jagannathan (J. Finance 51 (1997) 3), and the test assets are the 25 Fama-French (J. Financial Econom. 52 (1997) 557) equity portfolios sorted on size and book-to-market ratio, and the Treasury bill. We allow...

This paper studies properties of an estimator of mean-variance portfolio weights in a market model with multiple risky assets and a riskless asset. Theoretical formulas for the mean square error are derived in the case when asset excess returns are multivariate normally distributed and serially independent. The sensitivity of the portfolio estimator to errors arising from the estimation of the ...

The present field experiment was conducted at department of Plantation, Spices, Medicinal and Aromatic Crops, College Horticulture, Mandsaur in simple Randomized Block Design during 2019-20. This investigation carried out with twenty germplasms obtained from ICAR-AICRP on MAP, college Mandsaur. analysis variance revealed significant difference all the growth parameters among germplasms. However...

economic stabilization is one of the main government objectives in the economy. one of the most destructive and devastating factors that could damage financial markets, are price bubble formations. thus, bubble creation in stock markets can be considered as a result of investor behaviors, because the market prices mainly reflect investor expectations from firm’s future perspectives. the aim of ...