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212.824  Articles
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This paper presents a model for generating intravalues of time-series. The model uses a mean reverting stochastic process (MRSP). The deterministic or mean part of the process is forecasted by an autoregressive of order n, AR(n), model. The unobservable A... see more

We study a stochastic differential equation (SDE) describing a class of mean-reverting diffusions on a bounded interval. The drift coefficient is not continuous near theboundaries. Nor does it satisfy either of the usual Lipschitz or linear growth conditi... see more

In this paper we develop a stochastic model incorporating a double-Markov modulated mean-reversion model. Unlike a price process the basis process X can take positive or negative values. This model is based on an explicit discretisation of the correspondi... see more

Commodity prices are generally better modeled by a long-term Mean Reverting Process, than by a Geometric Brownian Motion stochastic diffusion process, which is more generally used to value real options, since it is simpler to use. In this article we model... see more

The purchasing power parity (PPP) is generally accepted as the exchange rate projection between two countries relative to their inflation rate. However, despites many researches in the past years, the answer to whether the PPP holds, remains an on-going d... see more

Background: Athletes need to recover fully to maximise performance in competitive sport. Athletes who replenish more quickly and more efficiently are able to train harder and more intensely. Elite athletes subjectively report positive results using lower ... see more

The freedom to profess and practice religion is one of the basic rights in Malaysia that often catalysis legal issues and discussions. The provision in Article 11 of the Federal Constitution of Malaysia generally guarantees the said right to a person to p... see more

Current informed consent practices conform to the informed consent paradigm (ICP). Our intention is finally to promote patient autonomy through the provision of information intended to remove the information (i.e. power) differential between doctor and pa... see more

This paper uses nonlinear unit root testing procedures to examine the issue of inflation convergence for the Central African Economic and Monetary Community (CEMAC) member states including Cameron, Central African Republic, Chad, Equatorial Guinea, Gabon ... see more

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