We construct an empirical model for daily highs and daily lows of US stock indexes based on the intuition that highs and lows do not drift apart over time. Our empirical results show that daily highs and lows of three main US stock price indexes are cointegrated. Data on openings, closings, and trad
An empirical model of the daily evolution of the coronal index
โ Scribed by H. Mavromichalaki; C. Plainaki; I. Zouganelis; B. Petropoulos
- Book ID
- 111611910
- Publisher
- Springer
- Year
- 2003
- Tongue
- English
- Weight
- 580 KB
- Volume
- 218
- Category
- Article
- ISSN
- 0038-0938
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
An empirical model with a hybrid statistical-deterministic distribution designed for the assessment of daily \(\mathrm{SO}_{2}\) concentrations in an urban environment has been developed and tested on the network of stations monitoring atmospheric \(\mathrm{SO}_{2}\) in the Brussels Capital Region.
The evolution of coronal loops in response to slow photospheric twisting motions is investigated using a variety of methods. Firstly, by solving the time-dependent equations it is shown that the field essentially evolves through a sequence of 2-D equilibria with no evidence of rapid dynamic evolutio