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.

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.

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...

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...

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...

This paper shows that linear functions of order statistics (L-statistics) based on exchangeble random samples have a Fundamental Skew distribution (Arellano-Valle and Genton, 2003). The paper also examines the exact distribution of L.statistics when the sampled population is Skew-Normal. Exact...

Maximal oxygen consumption (VO2max) is the standard measurement used to quantify cardiovascular functional capacity and aerobic fitness. Unfortunately, it is a costly, impractical and labour-intensive measure to obtain. The 6-min walk test (6MWT) also assesses cardiopulmonary function, but in...

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...

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,...