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339.177  Articles
1 of 33.919 pages  |  10  records  |  more records»
This article aims to identify profitable trading strategies based on the effects of leads and lags between the spot and futures equity markets in Brazil, using high frequency data. To achieve this objective and based on historical data of the Bovespa and ... see more

Wind generators are exposed to numerous destructive forces such as lightning and are therefore vulnerable to these phenomena. To evaluate the transient behavior of a wind power plant during direct and indirect strikes, modeling of all relevant components ... see more

AbstractUnavailability of high frequency weekly or daily data compels most studies of price transmission in developing countries to use low frequency monthly data for their analyses. Analysing price dynamics, especially in agricultural markets, with month... see more

The goal of this paper is twofold. First, using five of the most actively traded stocks in the Brazilian financial market, this paper shows that the normality assumption commonly used in the risk management area to describe the distributions of returns st... see more

This study addresses the question of how to select the minimum set of storms that should be simulated each year in order to estimate an accurate flood frequency curve for return periods ranging between 1 and 1000 years. The Manzanares basin (Spain) was us... see more

The processing of various vibrational low-frequency and cavitation high-frequency actions by their rheological properties is studied. A mathematical model of the motion of particles of a technological environment is determined taking into account the diff... see more

Radio frequency seeker model, including receiver angle error noise modelling and filtering of noise from seeker measurement, is presented in this paper. The effects of eclipsing, radar cross section fluctuation, etc on seeker sight-line rate measurement a... see more

1 of 33.919 pages  |  10  records  |  more records»