Zobrazeno 1 - 10
of 13
pro vyhledávání: '"P L, Valls"'
Autor:
Alba Ramon-Lainez, Esther García García, Daniel Del Toro, Georgia Escaramís, Laura Lopez Molina, L Valls, G Garrabou, Eulàlia Martí, Silvia Gines, Mercè Masana, Jordi Alberch, Manuel J Rodríguez
Publikováno v:
IBRO Neuroscience Reports, Vol 15, Iss , Pp S482- (2023)
Externí odkaz:
https://doaj.org/article/dbca7e273a2c4174b8c5cc9d4d924b67
Autor:
Osama M Eldadah, Asseel Ali Alsalmi, Obayda M Diraneyya, Abdah A Hrfi, Mohammed H A Mohammed, Maria L Valls, Abdullah A Alghamdi
Publikováno v:
Annals of Pediatric Cardiology, Vol 16, Iss 3, Pp 182-188 (2023)
Background : Repair of aortic coarctation through left thoracotomy is the standard treatment when anatomically feasible. Long-term outcomes are well studied, including the need for reintervention. However, the timely variation in residual gradients a
Externí odkaz:
https://doaj.org/article/89a8bafd16a140c4b85a3068fbced53f
Publikováno v:
Gynecologic Oncology Reports, Vol 41, Iss , Pp 101010- (2022)
Externí odkaz:
https://doaj.org/article/a55983c350ca41a6b3680170073e5c48
Publikováno v:
Econometrics, Vol 10, Iss 2, p 27 (2022)
In this paper, we address whether using a disaggregated series or combining an aggregated and disaggregated series improves the forecasting of the aggregated series compared to using the aggregated series alone. We used econometric techniques, such a
Externí odkaz:
https://doaj.org/article/2b916525eafe4d9894c98aeb657f7d47
Publikováno v:
Cogent Economics & Finance, Vol 5, Iss 1 (2017)
Reviewing the definition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom bubble in American and European equity markets using the dynamic conditional correlation (DCC) model proposed as on one hand as an
Externí odkaz:
https://doaj.org/article/77c15c0a056c4466b72544ed75ceb9ca
Publikováno v:
Revista Brasileira de Finanças, Vol 7, Iss 3, Pp 265-303 (2009)
Starting from an adapted version of Osler and Chang (1995) methodology, this article empirically evaluates the profitability of investment strategies based on identification of the Head and Shoulders chart pattern in the Brazilian stock market. For t
Externí odkaz:
https://doaj.org/article/b43684ce90a54ce8a18d338842eb198f
Publikováno v:
Revista Brasileira de Finanças, Vol 6, Iss 2, Pp 205-234 (2008)
The purpose of this article is to investigate whether, how and when, from a statistical stand-point, Technical Analysis strategies tools hold true for the futures contract of Ibovespa Index, negotiated at the Brazilian Futures Exchange (“Bolsa Bras
Externí odkaz:
https://doaj.org/article/c90439ca77c240b78a898b41d96fde2c
Publikováno v:
Revista Brasileira de Finanças, Vol 3, Iss 1, Pp 19-54 (2005)
This article deals with a model for the term structure of interest rates and the valuation of derivative contracts directly dependent on it. The work is of a theoretical nature and deals, exclusively, with continuous time models, making ample use of
Externí odkaz:
https://doaj.org/article/3ba551725a624e678a77fa5c8cb9a998
Autor:
L. Valls Campà
Publikováno v:
Papers, Vol 54 (1998)
En aquest article s’analitza l’evolució de la presència de residents de nacionalitat japonesa a l’Estat espanyol. S’estudia l’evolució quantitativa de residents japonesos des de l’any 1966, la seva distribució territorial per comunita
Externí odkaz:
https://doaj.org/article/90eefd00d0d54942943607503150b9ad
Publikováno v:
Brazilian Review of Finance / Revista Brasileira de Finanças; Oct2015, Vol. 13 Issue 4, p571-620, 50p