Encontrados 5 documentos, a visualizar página 1 de 1
Ankle-brachial index, vascular calcifications and mortality in dialysis patients
Adragao, Teresa; Pires, Ana; Branco, Patricia; Castro, Rui; Oliveira, Ana; Nogueira, Cristina; Bordalo, Joaquim; Curto, Jose Dias; Prata, Mateus MartinsWOS:000299957700048 (Nº de Acesso Web of Science) ; “Prémio Científico ISCTE-IUL 2013” ; Background. The ankle-brachial index (ABI) is a noninvasive method to evaluate peripheral artery disease (PAD). ABI <0.9 diagnoses PAD; ABI >1.3 is a false negative caused by noncompressible arteries. The aim of this study is to evaluate the association between ABI with vascular calcifications (VC) and with mortality, in ...
Determinants of the Accounting Choice between Alternative Reporting Methods for...
Lourenço, Isabel Costa; Curto, José DiasWOS:000284413200004 (Nº de Acesso Web of Science) ; This paper examines whether the type of jointly controlled entity influences the management choice to report interests in this kind of joint venture using the equity method or proportionate consolidation. We address this gap in the accounting choice literature by exploiting the UK setting where, due to the transition to IFRS, firms had to change their reporti...
A new approach to bad news effects on volatility: the multiple-sign-volume sens...
Curto, José Dias; Tomaz, João Amaral; Pinto, José CastroWOS:000264496200004 (Nº de Acesso Web of Science) ; In this paper, using daily data for six major international stock market indexes and a modified EGARCH specification, the links between stock market returns, volatility and trading volume are investigated in a new nonlinear conditional variance framework with multiple regimes and volume effects. Volatility forecast comparisons, using the Harvey-Newbold test f...
Modeling stock markets’ volatility using GARCH models with Normal, Student’s t ...
Curto, José Dias; Pinto, José Castro; Tavares, Gonçalo NunoWOS:000262577000006 (Nº de Acesso Web of Science) ; As GARCH models and stable Paretian distributions have been revisited in the recent past with the papers of Hansen and Lunde (J Appl Econom 20: 873–889, 2005) and Bidarkota and McCulloch (Quant Finance 4: 256–265, 2004), respectively, in this paper we discuss alternative conditional distributional models for the daily returns of the US, German and Portuguese ...
The coefficient of variation asymptotic distribution in the case of non-iid ran...
Curto, José Dias; Pinto, José CastroWOS:000260573200003 (Nº de Acesso Web of Science) ; Due to the widespread use of the coefficient of variation in empirical finance, we derive its asymptotic sampling distribution in the case of non-iid random variables to deal with autocorrelation and/or conditional heteroskedasticity stylized facts of financial returns. We also propose statistical tests for the comparison of two coefficients of variation base...
| Financiadores do RCAAP | |||||||
|
|
|
|
|
|
||