multivariate approach
M of a kind: A Multivariate Approach at Pairs Trading
... the multivariate approach, the main evidence of this paper is that the trading rules from the multivariate pairs trading strategy had a respectable performance when applied to the Brazilian Equity ...
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University departments evaluation: a multivariate approach
... In particular, indicators from 1 to 9 refer to Department performance in PRIN10 projects; indicator 10 is referred to researchers' productivity, measured in terms of weighted publication[r] ...
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Assessing Multi-Unit Muscle Sympathetic Nerve Activity Across Groups: A Multivariate Approach to a Multivariate Concept
... MANOVA approach, which considers all measured variables concurrently, was used to determine which MSNA variables account for the most variability in a group ...
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Understanding the Thematic Structure of the Qur’an: An Exploratory Multivariate Approach
... The Qur’an consists of 114 chapters called suras which range in length from the shortest, Al- Kawthar, consisting of 4 ayat (verses) to the longest, Al-Baqarah, consisting of 286 ayat. There is no obvious reason why the ...
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A Multivariate Approach in Measurement of the Sustainable Development of European Countries
... Sustainable development is a very important and popular concept which is open to different approaches and interpretations, so naturally a large number of researchers, organizations, institutions and international ...
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Backtesting Value-at-Risk Models: A Multivariate Approach
... the multivariate test versus the univariate one for the lag lengths 1, 10 and 15, while at the lag 5 the univariate test is more powerful than the multivariate ...the multivariate test is more ...
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A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies
... and multivariate models with different specifications are ...ZPP approach was used for the estimation of the probability of default/death of the single coins and compared to classical credit scoring models ...
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A multivariate approach to sample size calculations for thorough QT studies
... so multivariate methods are the most appropriate tools for analyzing such ...a multivariate model for power and sample size ...univariate approach that depends on a standard noninferiority test at ...
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Yield potential of different sunflower genetic classes: A multivariate approach
... Breeding programs aim at obtaining superior genotypes. The multivariate analysis allows simultaneously assessing a large number of variables and interesting genotypes. The objective of the present study is to ...
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Assessment of Awareness Levels of Parents – A Multivariate Approach
... Parents as Respondents Parents’ responsibilities towards their children range from, registering the birth of a child with a disability; providing equality of care between all children in[r] ...
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INTERNATIONAL TOURISM DEMAND MODELLING: A MULTIVARIATE APPROACH
... Logarithm of realized number of German tourists departures abroad in previous period Logarithm of price variable (real costs of tourism services in the Republic of Croatia) Seasonal d[r] ...
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Remittance and poverty nexus in Botswana: A multivariate approach
... causality approach is used in a multivariate framework. Multivariate causality framework has an advantage over bivariate framework which may suffer from omission of variable bias (Odhiambo, ...
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An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series
... Existing multivariate change- point models have restrictions on the number of regimes a ...A multivariate approach which can estimate and forecast in the presence of an unknown number of regimes is ...
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Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation
... similar approach has recently been investigated in two independent and concurrent papers by Liu and Tang (2012) and Shephard and Xiu ...a multivariate exactly synchronized data ...our approach we ...
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Multivariate VaRs for Operational Risk Capital Computation: a Vine Structure Approach
... In a first step, we estimate the severity distributions for each cell of the Basel Matrix (Table 1). In a second step we focus on the choice of the copulas to measure the dependence between these cells. We use the ...
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Fiscal Decentralization and Economic Growth in Nigeria: A Multivariate Co-Integration Approach
... Abstract. This paper examines the long run and causal relationship between fiscal decentralization and economic growth in Nigeria for the period 1970 to 2012 using time series data. Results from a multivariate VAR ...
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A novel approach to detect hot spots in large scale multivariate data
... However, despite the fact that the approach is interesting and promising, all results presented in [3] are numerical and lacking a rigorous theoretical treatment. On the other hand, the algorithm proposed in [3] ...
9
Damage assessment for wind turbine blades based on a multivariate statistical approach
... The study presented in this paper is focused of using a multivariate signal processing technique for damage assessment in turbine blades. The experimental lab data on a turbine blade was used to evaluate the ...
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Modelling household finances: A Bayesian approach to a multivariate two-part model
... our multivariate two-part model has the advantage of offering straightforward interpretations of the effects of the independent variables, both conditionally ...
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Macroeconomic Determinants of Household Consumption Expenditure in Ghana: A Multivariate Cointegration Approach
... Before estimating the VAR model, it is imperative to determine whether variables are stationary or non-stationary in order to avoid the possibility of estimating spurious regressions (Muzindutsi and Maepa, 2014). This ...
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