Conditional Multivariate Models
Mostrando 1-12 de 13 artigos, teses e dissertações.
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1. Relationships between female infertility and female genital infections and pelvic inflammatory disease: a population-based nested controlled study
OBJECTIVES: Our purpose was to examine the associations of female genital infections and certain comorbidities with infertility. METHODS: The Taiwan National Health Research Database was searched for women with a new diagnosis of infertility between 2000 and 2013. Women without a diagnosis of infertility served as a control group and were matched with the
Clinics. Publicado em: 09/08/2018
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2. O efeito contágio da crise do subprime no mercado acionário brasileiro / The contagion effect of subprime crisis on Brazilian stock market
A crescente integração e globalização das finanças, que possibilitaram o aumento da liquidez da economia internacional, foram acompanhadas por cenários instáveis gerados pelas crises financeiras. Estas crises, por sua vez, foram transmitidas, principalmente, para economias emergentes, caracterizadas pela maior fragilidade frente aos movimentos de aver
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 07/02/2012
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3. Modelos univariados e multivariados para cálculo do Valor-em-Risco de um portifólio / Multivariate and Univariate Models for Forecasting a Portfolios Value-at-Risk
The present work consists of a comparative study of several portfolio Value-at-Risk models. Univariate models, which consider only the portfolio log-returns series, are compared to multivariate models, which consider the log-returns series of each asset individually and their conditional correlations. Additionally, recently proposed models such as PS-GARCH a
Publicado em: 2010
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4. Busca por estruturas causais no contexto de modelos mistos em genética quantitativa
Structural Equation Models (SEM) can be used to study recursive and simultaneous relationships in multivariate analyses. Nonetheless, the number of different recursive causal structures that can be used for fitting a SEM to multivariate data can be huge, even when only a few traits are considered. In recent applications of SEM in mixed model quantitative gen
Publicado em: 2010
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5. Skew normal mixed models in microarray data generated from complex pedigrees / Modelos mistos normais assimÃtricos em dados de microarrays originados de pedigrees complexos / Modelos mistos normais assimÃtricos em dados de microarrays originados de pedigrees complexos / Skew normal mixed models in microarray data generated from complex pedigrees
Estimates of heritability for gene expression are scarce and commonly originated from family structures, in which the variability of responses among and within families are provided under a uniform covariance structure for related individuals, ignoring the known relationship among all individuals in the pedigree. Gauss-Markov normal mixed models are the usua
Publicado em: 2009
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6. Transmission of prices and volatility in the marketing of pork / Transmissão de preços e da volatilidade na comercialização da carne suína
The pork chain, despite showing significant technical improvement and competitiveness, is still one of the most volatile sectors of Brazilian agribusiness, and marketing and price fluctuation is one of the main barriers for its development. Accordingly, the present study aimed to analyze the price ratios and volatility among production agents and major meat
Publicado em: 2009
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7. Conditions of mouth status and oral cancer in smokers / Condições orais e câncer de boca em fumantes
The aim of this study was to assess the hypothesis that conditions of mouth status (the use of dentures, recurrent sores by ill-fitting dentures or ill-positioned or broken teeth, frequent intake of hot beverages and irregular or infrequent tooth brushing) may interact with tobacco, alcohol, diet and socioeconomic status in the carcinogenesis of oral cancer.
Publicado em: 2008
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8. THE ECONOMIC VALUE OF CONSTANT AND DYNAMIC CONDITIONAL CORRELATION MODEL / O VALOR ECONÔMICO DOS MODELOS DE CORRELAÇÃO CONDICIONAL CONSTANTE E DINÂMICA
At Fleming, Kirby e Ostdiek (2001), evidences are found that volatility timming models, have signicant economic value when comparing with the simple unconditional variance matrix, in a framework of portfolio optimization. Going further, this work analyze if the more complex Constant (CCC) and Dynamic (DCC) Conditional Corrrelation models, suggested respectiv
Publicado em: 2007
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9. Qualidade informacional e conservadorismo nos resultados contábeis publicados no Brasil / Earnings quality and conservatism in financial reports in Brazil
This research project examines whether the published numbers in the financial reports in Brazil present an asymmetric and timely recognition of economic losses upon occurrence of contemporary signs of a poor performance, which is an attribute of conditional conservatism. Through the analysis of balanced panel data, multivariate regressions were made using th
Publicado em: 2007
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10. HIGH FREQUENCY DATA AND PRICE-MAKING PROCESS ANALYSIS: THE EXPONENTIAL MULTIVARIATE AUTOREGRESSIVE CONDITIONAL MODEL - EMACM / ANÁLISE DE DADOS DE ALTA FREQÜÊNCIA E DO PROCESSO DE FORMAÇÃO DE PREÇOS: O MODELO MULTIVARIADO EXPONENCIAL - EMACM
The availability of high frequency financial transaction data - price, spread, volume and duration -has contributed to the growing number of scientific articles on this topic. The first proposals were limited to pure duration models. Later, the impact of duration over instantaneous volatility was analyzed. More recently, Manganelli (2002) included volume int
Publicado em: 2006
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11. Contagio em mercados financeiros emergentes / Emerging financial markets contagion
The issue of contagion has been one of the most debated in the international finance literature in the last years. Although there is no general agreement regarding the definition of contagion, it is known that this issue is related to the fact that crisis started in one country tend to propagate to other countries. Therefore, a measure used as an indication
Publicado em: 2006
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12. The impact of the sugar markets and American oil in the volatileness of the Brazilian sugar / O impacto dos mercados de açúcar e petróleo americano na volatilidade do açúcar brasileiro
The alcohol fuel became a real and viable alternative to the growing petroleum prices in the global economy. However the production of this kind of fuel requires a great amount of sugar cane, of which Brazil is the major world-wide producer. There are two major outcomes of sugar cane: alcohol fuel and sugar. Whereas the alcohol fuel is a clear substitute to
Publicado em: 2006