2 resultados para Memory space

em Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco


Relevância:

20.00% 20.00%

Publicador:

Resumo:

The plots of the five Greek novels of "love and Adventures" are set in two differentent spaces. First, a macrospace, a gigantic stage which mainly includes Eastern cities of the Roman Empire, where the protagonists live the so-called adventures. And second, the microspaces, depicted in Longus' novel and occasionally in the other novels. The love ideology is clearly conservative, and it has a specific practical purpose among the Hellenized higher classes in the Eastern Empire.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

[En]The present study aimed at investigating the existence of long memory properties in ten developed stock markets across the globe. When return series exhibit long memory, the series realizations are not independent over time and past returns can help predict future returns, thus violating the market efficiency hypothesis. It poses a serious challenge to the supporters of random walk behavior of the stock returns indicating a potentially predictable component in the series dynamics. We computed Hurst-Mandelbrot’s Classical R/S statistic, Lo’s statistic and semi parametric GPH statistic using spectral regression. The findings suggest existence of long memory in volatility and random walk for logarithmic return series in general for all the selected stock market indices. Findings are in line with the stylized facts of financial time series.