Sentence examples for the leveraging effect from inspiring English sources

The same gasoline blendstock is used in both cases, thus enabling the leveraging effect of the high octane fuels in the Octane-on-Demand configuration to be directly quantified.

A final sensitivity analysis aimed at exploring the leveraging effect of the introduction of HPV vaccination for boys on the vaccine uptake among girls was performed.

The basic GARCH model can also be extended to allow for the leverage effect.

The significance and sign of the coefficient γ determine the leverage effect.

This typical phenomenon in financial data is popularly known as the "leverage effect".

A Lévy-based stochastic volatility model considering the leverage effect is also proposed.

We propose a new ARCH-type model that uses a rational function to capture the asymmetric response of volatility to returns, known as the "leverage effect".

Moreover, they all subestimate the magnitude of the leverage effect, but the bias in the weighted cross-correlation, ( r_{12,W},) is negligible as compared to the alternative robust cross-correlations considered.

Incorporating the leverage effect into conditionally heteroscedastic models is important to better capture the dynamic behaviour of financial returns and improve the forecasts of future volatility; see Bollerslev et al.

In order to show how the potential outliers can mislead the detection of the leverage effect, as measured by the cross-correlations between past and squared returns, we use a rolling window scheme, where the sample size used to compute the cross-correlations is (T=1000).

In particular, there seems to be three sample periods where the leverage effect, as measured by (r_{12,W}(1)), seems to be stronger: a first period at the beginning of the sample, from April 1933 till June 1936, a second long period that spans from July 1940 till April 1971, aproximately, and a final period from around September 1989 till the end of the sample.