This dissertation proposes a bivariate markov switching dynamic conditional correlation model for estimating the optimal hedge ratio between spot and futures contracts. It considers the cointegration between series and ...

Taking into account previous research we could assume to be beneficial to diversify investments in emerging economies. We investigate in the paper International Portfolio Diversification: evidence from Emerging Markets if ...

Dynamic slowdown of liquids, leading to a breakdown of Arrhenius behavior of relaxation and Stokes-Einstein relationship (SER), as the glass transition is approached, is still not fully understood despite decades of study. ...

The dynamic correlations that emerge in a polymer system in supercooling conditions have been studied using molecular dynamic simulations. It is known that when a glass former approaches the glass transition temperature, ...

The variational determination of the second-order reduced density matrices arising from N-electron doubly occupied configuration interaction wave functions has recently been proposed as a method to describe systems possessing ...

© 2019 Elsevier Ltd Through long-term monitoring, modal parameters identified in-situ can provide important information about the safety state of civil buildings and infrastructures. Unfortunately, structures are subjected ...

This work presents an application of interactive fuzzy fractional differential equation, with Caputo derivative, to an HIV model for seropositive individuals under antiretroviral treatment. The initial condition of the ...