Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Olanrewaju I. Shittu"'
Publikováno v:
Quantitative Finance and Economics, Vol 7, Iss 4, Pp 646-664 (2023)
Decisions of central banks on foreign exchange rates are based on the comovement of foreign exchange (FOREX) in mature markets such as US dollar rates to the British pound, euro, Chinese yuan, Japanese yen and Australian dollar. We investigate the lo
Externí odkaz:
https://doaj.org/article/7c4fc77ed823496f968734cc55a2ea5e
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e8d4d5b2a62a909c5bc7248b182ad844
https://doi.org/10.2139/ssrn.4247640
https://doi.org/10.2139/ssrn.4247640
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 511:251-262
We investigate financial market efficiency in the time series of four daily Baltic stock market indices, namely: Baltic Benchmark Gross Index (OMXBBGI), all share index of Tallin-Lithuanian (OMXT), all share index of Riga (OMXR) and all share index o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0dd6bcc27395350e9c6102b400c3dfb7
https://doi.org/10.1016/j.physa.2018.07.029
https://doi.org/10.1016/j.physa.2018.07.029
Autor:
OlaOluwa S. Yaya, Olanrewaju I. Shittu
Publikováno v:
Journal of Modern Applied Statistical Methods. 15:711-737
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3d40480d7fb7c3abfd655eba18bc548f
https://doi.org/10.22237/jmasm/1462077240
https://doi.org/10.22237/jmasm/1462077240
Publikováno v:
Journal of Modern Applied Statistical Methods. 13:431-445
Summary Statistics Min 1st Quarter Median Mean 3rd Quarter Mae 1.54 2.94 4.06 4.578 5.88 9.81 Note: Kurtosis = 2.502187, Skewness = 0.6333066 Conclusion The performance of Exponentiated Weibull and Weibull distribution functions to model wind energy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::60419330b90c244b0082fdc78c814ae1
https://doi.org/10.22237/jmasm/1398918420
https://doi.org/10.22237/jmasm/1398918420
Autor:
OlaOluwa S. Yaya, Olanrewaju I. Shittu
Publikováno v:
Journal of Modern Applied Statistical Methods. 13:410-430
Economic and finance time series are mostly asymmetric and are expected to be modeled using asymmetrical nonlinear time series models. Smooth Transition Autoregressive (STAR) models: Logistic (LSTAR) and Exponential (ESTAR) are known to be asymmetric
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::97f9382bc1a4dc161626a46d64229d7a
https://doi.org/10.22237/jmasm/1398918360
https://doi.org/10.22237/jmasm/1398918360
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 396:42-50
This paper deals with the analysis of global temperatures and sunspot numbers and the relationship between the two. We use techniques based on the concept of long range dependence. For the temperatures, the best specification seems to be a fractional
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3ce6c8186346908dc408f592751dbe0c
https://doi.org/10.1016/j.physa.2013.10.043
https://doi.org/10.1016/j.physa.2013.10.043