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  1. 2161

    Thermo-Magneto-Solutal Squeezing Flow of Nanofluid between Two Parallel Disks Embedded in a Porous Medium: Effects of Nanoparticle Geometry, Slip and Temperature Jump Conditions by M. G. Sobamowo, A. T. Akinshilo, A. A. Yinusa

    Published 2018-01-01
    “…In order to verify the accuracy of the developed analytical solutions, the results of the homotopy perturbation method are compared with the results of the numerical method using the shooting method coupled with the fourth-order Runge–Kutta, and good agreements are established. …”
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    Time series aggregation, disaggregation and long memory by Dmitrij Celov, Remigijus Leipus

    Published 2023-09-01
    “… Large-scale aggregation and its inverse, disaggregation, problems are important in many fields of studies like macroeconomics, astronomy, hydrology and sociology. It was shown in Granger (1980) that a certain aggregation of random coefficient AR(1) models can lead to long memory output. …”
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    Multiscale Systemic Risk and Its Spillover Effects in the Cryptocurrency Market by Xu Zhang, Zhijing Ding

    Published 2021-01-01
    “…We adopt wavelet packet decomposition, nonlinear Granger causality test, risk spillover network, and STVAR model; retain the mature research of multiscale systemic risk based on time and frequency; and thus extend systemic risk to different regimes. …”
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    EXCHANGE RATE VOLATILITY AND STOCK MARKET DEVELOPMENT: AN EMPIRICAL EVIDENCE FROM NIGERIA by Ahmed Oluwatobi ADEKUNLE

    Published 2023-11-01
    “…The study employed multivariate regression analysis as well as granger causality test to model the variables. Results show that exchange rate volatility has a significant negative impact on stock market capitalization and volume of transactions on the stock market. …”
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    GENERALIZED ASYMMETRIC POWER ARCH MODELING OF NATIONAL STOCK MARKET RETURNS by Mert URAL

    Published 2009-12-01
    “…Bu çalışmada, sekiz ülkenin ulusal borsa endeks getirilerinde (Nasdaq100, DAX, Nikkei225, Strait Times, MerVal, IPC, Shanghai Composite and ISE100) farklı hata dağılımlarına bağlı olarak oynaklık yapılarını belirlemek üzere Ding, Granger and Engle (1993) tarafından ileri sürülen Genelleştirilmiş Asimetrik Üslü ARCH (APGARCH) modelinin uygulanabilirliği araştırılmıştır. …”
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    SPECIFYING THE EFFECTIVE DETERMINANTS OF HOUSE PRICE VOLATILITIES IN IRAN by Murteza Sanjarani Pour, Parviz Nasir Khani, Gholamreza Zamanian, Kamran Barghandan

    Published 2013-11-01
    “…Hence, this study examines the effective determinants of house price volatilities using the Engel Granger cointegration technique after modeling the price volatilities under the E-Garch model for the period 1973-2008 in Iran based on Eviews and Mathematica Software. …”
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