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Day-of-the-week effect in the Nigerian Stock Market Returns and Volatility: Does the Distributional Assumptions Influence Disappearance?
Day-of-the-week Disappearance GARCH Model Stock
2016/1/27
This study assesses the influence of error distributional assumption on appearance or disappearance of day-of-the-week effects in returns and volatility using the Nigerian stock exchange (NSE-30). The...
Quivers with potentials associated to triangulated surfaces, part IV: Removing boundary assumptions
Quivers potentials triangulated surfaces Removing boundary assumptions Combinatorics
2012/6/30
We prove that the quivers with potentials associated by the author to ideal triangulations of punctured surfaces with empty boundary are non-degenerate, provided the number of punctures is 1 or greate...
Weak convergence of empirical copula processes under nonrestrictive smoothness assumptions
Archimedean copula Brownian bridge empirical copula empirical process
2011/1/20
Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hy...
WEAKENING ASSUMPTIONS FOR DETERMINISTIC SUBEXPONENTIAL TIME NON-SINGULAR MATRIX COMPLETION
WEAKENING ASSUMPTIONS DETERMINISTIC NON-SINGULAR MATRIX
2012/11/30
Kabanets and Impagliazzo [9] show how to decide the circuit polynomial identity testing problem (CPIT) in deterministic subexponential time, assuming hardness of some explicit multilinear polynomial f...
A new convergence theorem for Newton's method in Banach space using assumptions on the first Frechet-derivative
Newton’s method Fr´ echet-differentiable
2010/9/15
In this study, we provide a new Kantorovich-type convergence theorem for Newton’s method in Banach space. Its condition is different from earlier ones, and therefore it has theoretical and practical v...