In this work, we introduce two multivariate volatility models, standardized dynamic conditional correlation, and standardized exponentially weighted moving average, both of which are built upon the framework of dynamic conditional correlation and exponentially weighted moving average models, respectively.
To be more precise, we present two new multivariate volatility models built upon the framework of DCC and EWMA models and named standardized dynamic conditional correlation (SDCC) and standardized exponentially weighted moving average (SEWMA).
Figure 6 The mashup editor build upon the framework.
Citizenship, in modern British rhetoric, is conditional upon the money you bring in.
Individual donors were used up to five times, conditional upon the health of an individual animal.
Export credit agencies, for example, should make their support conditional upon full compliance with the guidelines, and in the future, the rights of investors under investment treaties should be made conditional upon the investors acting in accordance with the guidelines".
Makes provision of accommodation to failed asylum seekers who cannot return home immediately conditional upon the participation in community activities.
Posterior probability maps denote the probability that the connectivity value exceeds a chosen threshold, conditional upon the noisy observations.
7 The loans were conditional upon the adoption by the state of the present seasonal marketing program.
The offer is conditional upon the creation of a "connection trail" from the Aqueduct and the South County Trail to Hillside Woods.
However, the suitability of this delivery system is conditional upon the emission wavelength being poorly absorbed by water (hydroxyl groups), present in the quartz fibre.
