Long memory in the volatility of an emerging equity market: The case of Turkey

Autor: Joseph McCarthy, H. C. Li, Robert DiSario, Hakan Saraoglu

Publikováno v: Journal of International Financial Markets, Institutions and Money. 18:305-312

We use methods based on wavelets and aggregate series, which have gained growing acceptance in the finance literature, to test for long memory in the absolute value, squared, and log squared daily returns of the Istanbul Stock Exchange National 100 I

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::624422598a8ab44a900503234f689256
https://doi.org/10.1016/j.intfin.2007.01.001

A Recursive Algorithm For Fractionally Differencing Long Data Series

Autor: Hakan Saraoglu, Joseph McCarthy, Robert DiSario

Publikováno v: Journal of Modern Applied Statistical Methods. 2:272-278

We propose a recursive algorithm to fractionally difference time series data. The algorithm eliminates the need to evaluate the gamma function directly, and hence avoids the overflow problem that arises when fractionally differencing a long data seri

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::85a9f3845ba8bca8bbb528385def0fcb
https://doi.org/10.22237/jmasm/1051748940

A nonparametric approach to k-sample inference based on entropy

Autor: Dipak K. Dey, Ashis K. Gangopadhyay, Robert disario

Publikováno v: Journal of Nonparametric Statistics. 8:237-252

Entropy as a measure of uncertainty is no longer restricted to the domain of communication theory. It is being used in several branches of statistics. In this paper we consider nonparametric methods of estimation of entropy. Using nonparametric metho

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::5f250b47f25d640f6f47fc429ff4363f
https://doi.org/10.1080/10485259708832722

Instrument-Approach-Plate Design Considerations for Displaying Radio Frequencies

Autor: Margaret Warner, Robert DiSario, M. Stephen Huntley, Jordan Multer

Publikováno v: The International Journal of Aviation Psychology. 3:55-68

This experiment examined the effectiveness of four different layouts for displaying radio frequencies on instrument approach plates. Three of the four layouts were similar to those found in existing charts published by the National Oceanic and Atmosp

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::02861df83beecaed7700ed3ffd8939d9
https://doi.org/10.1207/s15327108ijap0301_4

Problems

Autor: Elias Lampakis, William Gasarch, Erwin Just, Norman Schaumberger, Michel Bataille, Götz Trenkler, Murray S. Klamkin, Emeric Deutsch, Malinda Roth, Michael Andreoli, Herb Bailey, Roy Barbara, J. C. Binz, Dorothee Blum, Jean Bogaert, David W. Carter, Eddie Cheng, John Christopher, R. Flores Coombs, Robert DiSario, Daniele Donini, Mike Engling, Ralph P. Grimaldi, Jerrold W. Grossman, Joel D. Haywood, Mack Hill, Brian Hogan, Heather Heston, Jerry G. Ianni, Gerald T. Kaminski, Robert L. Raymond, Koopa Tak-Lun Koo, Victor Y. Kutsenok, Kenneth Levasseur, Marvin Littman, Kevin McDougal, Rob Pratt, Leon Quet, Alex Rand, Joel Schlosberg, David Seff, Nicholas C. Singer, W. R. Smythe, David Treat, David Trautman, Michael Woltermann, Li Zhou, Seth Zimmerman, Constantin P. Niculescu, Junhua Huang, Mihály Bencze, Pierre Bornsztein, Paul Bracken, Mordechai Falkowitz, Stephen Kaczkowski, Phil McCartney, Kandasamy Muthuvel, Michael Reid, Michael Vowe, Larry Hoehn, Reza Akhlagi, David Carter, Lawrence D. Cutter, Ragnar Dybvik, Ovidiu Furdui, H. Guggenheimer, Geoffrey A. Kandall, Rex H. Wu, R. S. Tiberio, Leroy Quet, Brian D. Beasley, Alper Cay, Charles R. Diminnie, Brenda Edmonds, Dale Hughes, Ken Korbin, David Levitt, Peter A. Lindstrom, Ralph Rush, Ossama A. Saleh, Stan Byrd, Achilleas Sinefakopoulos

Publikováno v: Mathematics Magazine. 75:399

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::f543cf4d3a470b254a2151c80596b890
https://doi.org/10.2307/3219074