Asymmetry and Long Memory in Volatility Modelling

Autor: Asai, M, McAleer, Michael, Medeiros, MC

Publikováno v: E-Prints Complutense: Archivo Institucional de la UCM
Universidad Complutense de Madrid
E-Prints Complutense. Archivo Institucional de la UCM
instname

A wide variety of conditional and stochastic variance models has been used to estimate latent volatility (or risk). In this paper, we propose a new long memory asymmetric volatility model which captures more flexible asymmetric patterns as compared w

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::62f18b8e00c4c8ca0fde9faccca6523c
https://eprints.ucm.es/id/eprint/13215/1/1129.pdf

Efeitos do campo eletromagnético, 60 Hz, 3µT, na regulação hormonal e metabólica de ratas prenhes desnutridas

Autor: Anselmo,CWSF., Pereira,PB., Catanho,MTJA., Medeiros,MC.

Publikováno v: Brazilian Journal of Biology, Volume: 69, Issue: 2, Pages: 397-404, Published: MAY 2009
Brazilian Journal of Biology v.69 n.2 2009
Brazilian Journal of Biology
Instituto Internacional de Ecologia (IIE)
instacron:IIE

Epidemiological studies have implicated maternal protein-calorie deficiency as an important public health problem in developing countries. Over the last decades, a remarkable diffusion of electricity and an increased level of the electromagnetic fiel

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::5bab9fa4e6bb8c68dfd3dc02d79a8128
http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1519-69842009000200024&lng=en&tlng=en

Influência do campo eletromagnético de 60 Hz, 3 µT, na maturação somática de filhotes de ratos wistar alimentados pela dieta básica regional durante a prenhez

Autor: Anselmo,CWSF., Silva,TL., Holanda,TG., Prado,LVS., Cabral-Filho,JE., Catanho,MTJA., Medeiros,MC.

Publikováno v: Brazilian Journal of Biology, Volume: 68, Issue: 3, Pages: 641-648, Published: AUG 2008
Brazilian Journal of Biology v.68 n.3 2008
Brazilian Journal of Biology
Instituto Internacional de Ecologia (IIE)
instacron:IIE

The aim of the present study was to observe how the exposition of pregnant rats to an electromagnetic field (EMF), with frequency of 60 Hz, and a magnetic field of 3 µT for 2 hours per day and/or using the so-called Regional Basic Diet (RBD), influe

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::f70c80d0656d733323c8e621eadd9f1d
http://www.scielo.br/scielo.php?script=sci_arttext&pid=S1519-69842008000300023&lng=en&tlng=en

Asymmetry and leverage in realized volatility

Autor: Asia, M, McAleer, Michael, Medeiros, MC

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=narcis______::ece7dd9f0a9305ae9a1d06adc6cfe77a
https://pure.eur.nl/en/publications/d2a49f4a-05d1-4bfa-97aa-3071e46353da

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