Showing 1 - 10 of 12
An estimator of the correlation between Italian and U.S. Stock Returns is introduced. The properties of the estimator are invariant with respect to a wide class of GARCH models. The empirical evidence shows the existence of a positive correlation between Italian an U. S. stock returns.
Persistent link: https://www.econbiz.de/10005465186
The definition of correlation is generalized to random vectors whose second moment may not exist. The properties of generalized correlation coefficient are investigated with respect to linear transformations and special families of distributions.
Persistent link: https://www.econbiz.de/10005465192
The Gini concentration ratio has been extensively used in the study of "inequality" of distributions. According to Chakrabarthy (1982), "the Lorenz curve and the Gini index have remained the most popular and powerful tool in the analyses of size distribution of income". A major statistical...
Persistent link: https://www.econbiz.de/10005465206
Focusing on the graduates of the University of Foggia that are employed, we analyze their satisfaction with respect to the instruments given by the University to afford their actual job. By some structural equation model we have fund relations between observed and latent variables, particularly...
Persistent link: https://www.econbiz.de/10005434736
This paper introduces an estimator for the correlation based on the signs of observations. Its asymptotic distribution is normal, it does not depend on the variance structure and it is invariant with respect to a wide class of models. Moreover, it is particularly suitable to study the...
Persistent link: https://www.econbiz.de/10005434739
This paper shows that linear functions of order statistics (L-statistics) based on random samples have a Fundamental Skew distribution (Arellano-Valle Genton, 2003). The paper also examines the exact distribution of L-statistics when the sampled population is Skew Normal. Exact distributions of...
Persistent link: https://www.econbiz.de/10005434741
Nel presente lavoro si analizza la domanda di edilizia residenziale da parte degli studenti iscritti presso il polo didattico foggiano delle Universita' degli Studi di Foggia e di Bari e del Politecnico di Bari, per definire il corretto dimensionamento dei progetti delle residenze universitarie,...
Persistent link: https://www.econbiz.de/10005434775
Maximal Oxygen Consumption (VO2 max) is one of the most important predictors in cardio respiratory domain. The present work deals with the relationship between the six minute walk test to the maximal oxygen consumption. Pneumatologists and cardiologists are very interested in this relationship...
Persistent link: https://www.econbiz.de/10005434788
Scopo del lavoro e' la stima della domanda di edilizia residenziale da parte degli studenti iscritti presso i diversi poli didattici dellUniversita' e del Politecnico di Bari in vista della realizzazione di nuove residenze universitarie. Dopo aver definito i bacini di utenza dei diversi poli...
Persistent link: https://www.econbiz.de/10005265164
Il passaggio dal mondo dellUniversita' a quello del lavoro e' influenzato da un insieme di variabili quali la congiuntura economica, la domanda di competenze specialistiche, la preparazione acquisita, il livello di specializzazione o professionalizzazione, la flessibilita' e le precedenti...
Persistent link: https://www.econbiz.de/10005265182