3 resultados para Poly(A) tail


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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Mestrado Integrado em Engenharia Química e Bioquímica

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(Poly)phenols are the most widely distributed secondary metabolites, in plants, and, therefore, are regular constituents of human food products. The regular ingestion of (poly)phenol-containing foods has been associated with a reduced risk of acquiring chronic diseases and many studies are currently trying to corroborate this theory. However, the precise contribution of (poly)phenols to disease prevention is still unknown.(...)

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In this work project we study the tail properties of currency returns and analyze whether changes in the tail indices of these series have occurred over time as a consequence of turbulent periods. Our analysis is based on the methods introduced by Quintos, Fan and Phillips (2001), Candelon and Straetmans (2006, 2013), and their extensions. Specifically, considering a sample of daily data from December 31, 1993 to February 13, 2015 we apply the recursive test in calendar time (forward test) and in reverse calendar time (backward test) and indeed detect falls and rises in the tail indices, signifying increases and decreases in the probability of extreme events.