Zobrazeno 1 - 10
of 25
pro vyhledávání: '"Jonathan Dark"'
Publikováno v:
Journal of Futures Markets. 42:2135-2164
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::04ca24f62e0c4c592d81c752bbca9981
https://doi.org/10.1002/fut.22371
https://doi.org/10.1002/fut.22371
Autor:
Jonathan Dark
Publikováno v:
Journal of Futures Markets. 41:1861-1887
We find that oil price rises from a strengthening global economy have a state‐dependent lead on US equity market beliefs and preferences. When equity volatility is low, rising oil prices lead higher cashflow expectations, lower long‐run (LR) vola
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1f4b9d22a47e60fcef54328638919c5b
https://doi.org/10.1002/fut.22247
https://doi.org/10.1002/fut.22247
Autor:
Jonathan Dark
Publikováno v:
Journal of Empirical Finance. 48:162-180
Multivariate models with long memory (LM) in conditional correlation and volatility are proposed. The models employ a fractionally integrated version of the dynamic conditional correlation GARCH (DCC-GARCH) process (Engle, 2002), and can be used to f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::14cff29bd5a67a533920bb015e20e51f
https://doi.org/10.1016/j.jempfin.2018.06.011
https://doi.org/10.1016/j.jempfin.2018.06.011
Autor:
Jonathan Dark
Publikováno v:
Journal of Banking & Finance. 61:S269-S285
Markov switching vector error correction asymmetric long memory volatility models with fat tailed innovations are proposed. Bivariate two state versions of the models are applied to a futures hedge of the S&P500. Regime switches occur between high an
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2fe41b32659d23f13988079cb7984afb
https://doi.org/10.1016/j.jbankfin.2015.08.017
https://doi.org/10.1016/j.jbankfin.2015.08.017
Autor:
Mark Muhlmann, Francis F. Lam, Basil D'Souza, Jonathan Dark, Shing W. Wong, Timothy Slack, Graham L. Newstead, Jakob Koestenbauer
Publikováno v:
ANZ Journal of Surgery. 87:E65-E69
Background Up to 20% of patients have ongoing abdominal symptoms at day 2 and beyond following colonoscopy. It was hypothesized that some of these symptoms are related to alterations in gut microbiota secondary to bowel preparation and would improve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0b5171e391d9d0fb4aaffbda09eaac1f
https://doi.org/10.1111/ans.13225
https://doi.org/10.1111/ans.13225
Autor:
Jonathan Dark
This paper tests for long memory in the volatility of the All Ordinaries Index and its Share Price Index (SPI) futures. This has important implications for those agents concerned with the long term volatility in these markets. We use daily data and a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8c5aab8ffcb849b4e9257f9f7b379aac
Autor:
Jonathan Dark
This article compares the performance of bivariate error correction GARCH and FIGARCH models when estimating long term dynamic minimum variance hedge ratios (MVHRs) on the Australian All Ordinaries Index. The paper therefore introduces the bivariate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e785a522d3d3c6ee25fdeb4c2c4dd094
Publikováno v:
Colorectal Disease. 16:O339-O346
Aim The primary aim of this study was to examine lymph node status after neoadjuvant chemoradiotherapy (CRT) using a novel scoring system describing the pathological lymph node regression grade. The proposed scoring system was based on the percentage
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::fc1e255e0d56d5d94dbe4799f331b0a4
https://doi.org/10.1111/codi.12682
https://doi.org/10.1111/codi.12682
Publikováno v:
Techniques in Coloproctology. 17:215-220
Stoma closure is associated with high wound infection rates. The aim of this study was to evaluate risk factors for infection rates in such wounds, with particular emphasis on assessing the importance of the stomal wound closure technique. A retrospe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ed36586e75d07bec4807aa694f2bf946
https://doi.org/10.1007/s10151-012-0908-4
https://doi.org/10.1007/s10151-012-0908-4
Autor:
Jonathan Dark
Publikováno v:
Journal of Banking & Finance. 36:2717-2728
The recent events triggered by the Global Financial Crisis (GFC) have led to calls for regulation of financial (particularly derivative) markets to prevent “destabilizing speculation”. Given that such regulation may involve opportunity costs, thi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b8a4dfd57b525407471fa6f13dd774e9
https://doi.org/10.1016/j.jbankfin.2011.07.020
https://doi.org/10.1016/j.jbankfin.2011.07.020