Zobrazeno 1 - 10
of 5 432
pro vyhledávání: '"MARKOV SWITCHING"'
Publikováno v:
AIMS Mathematics, Vol 9, Iss 11, Pp 30686-30709 (2024)
This paper is concerned with a stochastic Mycobacterium tuberculosis model, which is perturbed by both white noise and colored noise. First, we prove that the stochastic model has a unique global positive solution. Second, we derive an important cond
Externí odkaz:
https://doaj.org/article/b0727c7259634de18743670216cfea6d
Publikováno v:
Forecasting, Vol 6, Iss 3, Pp 568-590 (2024)
This study showcased the Markov switching autoregressive model with time-varying parameters (MSAR-TVP) for modeling nonlinear time series with structural changes. This model enhances the MSAR framework by allowing dynamic parameter adjustments over t
Externí odkaz:
https://doaj.org/article/e793649dca5148cc88d84977f1a85374
Autor:
Siphat Lim
Publikováno v:
International Journal of Economics and Financial Issues, Vol 15, Iss 1 (2024)
The analysis of the daily fluctuations in the foreign exchange rate between the Khmer Riel and the US dollar was performed utilizing a Markov- switching autoregressive model. This study covered a time frame from January 04, 2005, to August 22, 2024,
Externí odkaz:
https://doaj.org/article/30c8375239f74056877a4a975dd67b4b
Autor:
Bouattour, Mondher, Miloudi, Anthony
Publikováno v:
Review of Accounting and Finance, 2023, Vol. 23, Issue 2, pp. 256-279.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/RAF-02-2023-0045
Publikováno v:
برنامهریزی و بودجه, Vol 29, Iss 1, Pp 79-104 (2024)
The present study aims to examine the impact of different types of income (oil and tax) and government expenditure (current and construction) shocks on inflation under varying inflationary conditions. To achieve this objective, quarterly data from th
Externí odkaz:
https://doaj.org/article/77bfe5062be14964b195cee30e837d32
Publikováno v:
Quantitative Finance and Economics, Vol 8, Iss 2, Pp 255-285 (2024)
We used the Markov switching regression model to establish a relationship between the conditional stock market returns and macroeconomic volatilities. Monthly data from thirteen (13) African stock markets and macroeconomic variables (exchange rate, i
Externí odkaz:
https://doaj.org/article/7afdd762c3444d3fa0af23a0d31ab99a
Autor:
Samaneh Bagheri
Publikováno v:
محیط زیست و توسعه فرابخشی, Vol 9, Iss 83, Pp 31-44 (2024)
Introduction: Iran is one of the ten countries with the most pollution, so research in this field is necessary. The goal of countries is high economic growth along with the non-emission of pollution. Environmental destruction and climate change are p
Externí odkaz:
https://doaj.org/article/b4d5b8b477214dca8ed386de5f5598bd
Autor:
Yungang Tang, Ye Wu
Publikováno v:
Ciência Rural, Vol 55, Iss 2 (2024)
ABSTRACT: This study adopted a more macroscopic perspective to focus on the issue of rural poverty in China. By selecting indicators reflecting various levels of poverty recurrence, considering risk factors across multiple dimensions, and employing a
Externí odkaz:
https://doaj.org/article/2c3810a7d59149cd96d53c893911ca91