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Hypothesis test for changes in variance using a statistic based in P-values in a time series of normal independent observations.
Publicado 2015“…A regression approach was used to simplify the quantile evaluation and extrapolation. The power of the test was simulated using Monte Carlo simulation, and the results were compared with the Chen test (1997) to prove its efficiency. …”
Enlace del recurso
Tesis -
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Hypothesis test for changes in variance using a statistic based in P-values in a time series of normal independent observations.
Publicado 2015“…A regression approach was used to simplify the quantile evaluation and extrapolation. The power of the test was simulated using Monte Carlo simulation, and the results were compared with the Chen test (1997) to prove its efficiency. …”
Enlace del recurso
Tesis -
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Evolución y eficiencia relativa de los mercados bursátiles de MENA: evidencia de pruebas de índice de varianza conjunta móvil: Evolving and relative efficiency of MENA stock markets: evidence from rolling joint variance ratio tests
Publicado 2014“…Evolving and relative efficiency of MENA stock markets: evidence from rolling joint variance ratio tests: Evolución y eficiencia relativa de los mercados bursátiles de MENA: evidencia de pruebas de índice de varianza conjunta móvil…”
Enlace del recurso
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CLASSROOM INTERACTION & INSTRUMENTAL TEXTS
Publicado 2022“…Introduction The aim of this paper is to explore from a discourse point of view. the structure of some written instructions of some exercises that were utilized in the course Linguistics and the English Teacher. …”
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Aspectos a considerar en los cálculos de efectividad de una cobertura de valor razonable en donde el swap de tasa de interés intercambia una tasa flotante por otra tasa flotante (Key points to consider during the implementation of the effectiveness testing for a variable-to-variable interest rate swap hedging relationship)
Publicado 2009Enlace del recurso
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