daily data
The role of high frequency intra daily data, daily range and implied volatility in multi period Value at Risk forecasting
... of daily range, realized variance, realized bipower variation, two time scale realized variance, realized range and implied volatility in daily, weekly, biweekly and monthly out-of-sample Value-at-Risk ...
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Changes in REIT liquidity 1988 2007: Evidence from daily data
... Our data come primarily from two sources: CRSP and ...obtain daily data from 1988 – 2007 on exchange listing, price, volume, returns and shares outstanding for all firms with standard industrial ...
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Financial Markets between Efficiency and Persistence: Empirical Evidence on Daily Data
... a- Data The col daily da over the emergin January b- Preli As a fir the pre presenc suggest tests us Schmid and PP, Accepta presenc such pr WHITE range o The firs be seen three te - The n The stu symmet ...
22
The Ramadan Effect on Stock Market
... the daily data of KSE 100 index, from January 1, 2010 to December 31, 2012, to investigate the effect of Islamic month of Ramadan on stock ...the daily life ...
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Dynamic Structure of the Spot Price of Crude Oil: Does Time Aggregation Matter?
... series data generating mechanism of crude oil ...utilize daily data on crude oil spot prices for over 26 years, as well as monthly data on crude oil spot prices for 41 ...the daily spot ...
29
Expanding HadISD: quality-controlled, sub-daily station data from 1931
... station data held in the Integrated Surface Database (ISD) at the National Oceanic and Atmospheric Administration’s National Centre for Environmental Infor- mation (NOAA/NCEI, formerly the National Climatic ...
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Mixed Zero Inflation Method and Probability Distribution in Fitting Daily Rainfall Data
... the daily continuous record of rainfall data in ...the daily data from 123 rain gauges in ...observed data that estimated, using Kaplan-Meier ...
18
white paper5
... Remit This white paper discusses data policy issues pertaining to: 1 the collection of high resolution observations both the raw daily and sub-daily data and the metadata into a single d[r] ...
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Rigidities and adjustments of daily prices to costs : evidence from supermarket data
... scanner data on grocery prices and replacement costs from a major supermarket chain in ...The data at our disposal are observed with daily frequency over a 2007- 2010 study ...use daily ...
42
INTERDEPENDENCE OF FINANCIAL MARKETS IN INDIA: EMPIRICAL EVIDENCE
... considers daily data encircling the closing stock price index of NSE (NIFTY 50), Gold price ...secondary data acquired from RBI database, NSE database and World Gold Council database for the period ...
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Assessment of data-driven models in downscaling of the daily temperature in Birjand synoptic station
... maximum daily and annual temperature values at the synoptic station of Birjand showed that the trend of this parameter is incremental but not ...maximum daily temperature values of Birjand synoptic station ...
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4Tues exeter white paper4 07Sep10
... bilateral arrangements for sharing of daily and sub-daily data to increase data holdings and foster regular updates of global and regional daily data sets.. Recommendations cont[r] ...
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Wohlrabe, Klaus (2009): Forecasting with mixed-frequency time series models. Dissertation, LMU München: Volkswirtschaftliche Fakultät
... Our approach is closely related to some other papers that investigate higher- frequency estimates of GDP. Evans (2005) constructs a model for updating the nowcast of long-run GDP as new information becomes available. ...
238
Development of a large sample watershed scale hydrometeorological data set for the contiguous USA: data set characteristics and assessment of regional variability in hydrologic model performance
... Hydro-Climatic Data Network (HCDN) 1988 data set (Slack and Landwehr, ...flow data between 1990 and 2009 and were active as of 2009, (2) are a GAGES-II reference gage, (c) have less than 5 % ...
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Daily coping strategies and their relationships with mood, activity level and health care use in sickle cell disease : analysis of daily diary data
... state daily from 0 (not at all) to 5 (extremely) on a 6-point Likert scale (positive states: happy, enjoyment/fun, joyful, or pleased; negative states: depressed/blue, unhappy, angry/hostile, frustrated, or ...in ...
71
BioR PREPARATION EFFECTS ON PRODUCTIVE INDEXES OF SUINA YOUTH
... obtained data it can be mentioned that BioR preparation administration has positively influenced not only on productive indexes of animals under the study but also on morphological structure of ...
6
Changes in gene expression associated with acclimation to constant temperatures and fluctuating daily temperatures in an annual killifish Austrofundulus limnaeus
... on daily and seasonal ...realistic daily fluctuations in temperature between 20°C and 37°C. Our data reveal major differences between the transcriptional responses in the liver made during ...
18
A Story on Spacs
... There is no general agreement on the performance of SPAC securities, their characteristics, the best data source being used, or the proper underlying indexes. We provide additional evidence on SPAC activity in the ...
38
Comparison of specific production performances by two crystalline silicon PV systems
... modeled data and real production performances of studied plants were ...on data presented by VACUŠKA, ...the data model for PV GIS in 2012; and so, higher precision of models can be expected in the ...
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Instant data transmission in daily use
... International Journal of Scientific and Research Publications, Volume 5, Issue 9, September 2015 ISSN 2250-3153.[r] ...
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