The aim of this research is to be examined and analysed the socio- economic characteristics of hunters of province Elassona, in the Prefecture of Larissa. The methodology that will follow will be models of linear regression with the method of least square and with models Logit for the more...

Generalizing from many of actual problems, this paper puts forward the game: boating against the current, discusses the related assumptions and analyzes the related characters of it. Further more, the author gives the dispersed and continuous models for boating against the current Based on the...

Most multivariate measures of skewness in the literature measure the overall skewness of a distribution. While these measures are perfectly adequate for testing the hypothesis of distributional symmetry, their relevance for describing skewed distributions is less obvious. In this article, we...

We study the rate of convergence of moment conditions that have been commonly used in the literature for Generalised Method of Moments (GMM) estimation of short memory latent variable volatility models. We show that when the latent variable possesses long memory, these moment conditions have an...

Volatility of financial markets is an important topic for academics, policy makers and market participants. In this study first I summarized several specifications for the conditional variance and also define some methods for combination of these specifications. Then assuming that the squared...

In this paper, the Partial Distribution (PD) and multivariate Partial Distribution (MPD) are presented in their concepts, properties and applications, and PD is compared with the lognormal and the levy distribution. Though the levy distribution is better to describe the exchange returns in...

This document aims to explain how to use R matrix capacity in the context of regression analysis.

The predictive capability of a modification of Rissanen's accumulated prediction error (APE) criterion, APE$_{\delta_{n}}$,is investigated in infinite-order autoregressive (AR($\infty$)) models. Instead of accumulating squares of sequential prediction errors from the beginning,...

We study the effects of trade duration properties on dependence in counts (number of transactions) and thus on dependence in volatility of returns. A return model is established to link counts and volatility. We present theorems as well as a conjecture relating properties of durations to long...