Search results for "variance"
showing 10 items of 2030 documents
Has the Introduction of Bitcoin Futures on Regulated Exchanges Decreased Price Volatility?
2019
Master's thesis Business Administration BE501 - University of Agder 2019 Bitcoin is a tremendously debated phenomenon in the world of finance and in recent the scientific literature on the topic has expanded. In this thesis,the bitcoin to US dollar exchange rate is examined through various conditional variance models to describe its highly volatile nature. We examine whether the introduction of bitcoin futurescontractsin late 2017 has had a decreasing impact on price volatility by estimatingthe unconditional variance. The log-return of the bitcoin exchange rate is analysed,and there is evidence of volatility clustering and time-varying volatility. Consequently, the variance is modelled thro…
Future Intentions of Fitness Center Customers: Effect of Emotions, Perceived Well-Being and Management Variables
2020
One of the main objectives of fitness center managers is to obtain high levels of loyalty from the customers of these fitness centers. Within the existing literature on fitness center management, previous research has analyzed the importance of the management variables themselves to determine the behavioral intentions of their customers, ignoring other psychological and sociodemographic aspects and focusing on linear relationship models. Therefore, this study, which aims to analyze the impact of different management variables along with psychological (emotions and subjective well-being) and demographic variables (age and sex) on the satisfaction, perceived value (PV) and future intentions (…
Higher education and the development of competencies for innovation in the workplace
2012
PurposeThis paper aims to analyze the production function nexus between higher education practice and the development of innovation‐related competencies by university graduates in Spain. The research hypothesis is the presence of statistically significant relationships between the development of innovational competencies and the modes of teaching and learning used in higher education practice.Design/methodology/approachThe relationships are modeled through a set of stochastic frontier and variance component equations with the development of each competency as the dependent variable. The main explanatory variables capture the prevalence of diverse teaching/learning modes and the behavior of …
Development of Planning in Relation to Age, Attention, Simultaneous and Successive Processing
1994
This study investigated the development of planning and its relationship with age and other cognitive processes taken from the PASS model. Ninety-nine students in grades two, four, and eleven were administered planning, simultaneous processing, successive processing, and attention tasks. MANOVA with grade level and gender as independent variables revealed that grade level had a significant effect on planning, whereas gender did not. All but one planning variable showed a significant main effect of grade in subsequent ANOVAs. Pair-wise comparisons between grade levels indicated that the developmental trajectories were not uniform in different tasks. Regression analyses indicated that the co…
Fatigue fracture plane under Multiaxial Random Loadings - prediction by variance of equivalent stress based on the maximum shear and normal stresses
1992
It is assumed that the plane in which the maximum variance of the equivalent stress appears is critical for a material and the fatigue fracture should be expected in this plane. The equivalent stress is calculated according to the fatigue criterion of maximum shear and normal stresses in the fracture plane. It was demonstrated that for each stationary random stress state there is one or more critical planes where the fatigue fracture plane can be expected. The variance method together with the discussed fatigue criterion give good results for three analysed types of carbon steels under multiaxial cyclic loadings.
Fracture Plane of Cruciform Specimen in Biaxial Low Cycle Fatigue—Estimate by Variance Method and Experimental Verification
1995
This paper presents the variance method of determining the fracture plane under random multiaxial stress states. The fracture plane was estimated analytically by the variance method with the three fatigue criteria. The estimated fracture planes were compared with experimental results using type SUS 304 and 1Cr-1Mo-1/4V steel cruciform specimens. The variance method with the maximum normal strain criterion, by neglecting the strain in direction in which no external forces act, could estimate the actual fracture planes of cruciform specimens in high temperature biaxial low cycle fatigue.
ESTIMATED AND EXPERIMENTAL FATIGUE LIVES OF 30CrNiMo8 STEEL UNDER IN-AND OUT-OF-PHASE COMBINED BENDING AND TORSION WITH VARIABLE AMPLITUDES
2007
Abstract— Calculated fatigue lives, based on three criteria for multiaxial random fatigue, were compared with lives obtained from tests on cylindrical specimens of 30CrNiMo8 steel subjected to in- and out-of-phase bending and torsion at variable amplitudes. In the chosen fatigue criteria the expected position of the fracture plane, determined from a variance method for the equivalent stress, were taken into account. The equivalent stress history was related to the rain flow method and fatigue damage was evaluated from the Palmgren–Miner hypothesis. It has been shown that the expected fatigue fracture planes agree with those determined by experiments. The most realistic estimations of fatigu…
Fatigue life estimation for 30CrNiMo8 steel under in- and out-of-phase combined bending and torsion with variable amplitudes
1996
Fatigue life successively calculated according to three criteria of multiaxial fatigue for randomly varying loading is compared with fatigue life obtained by Sanetra and Zenner in testing cylindrical specimens of 30CrNiMo8 steel by in- and out-of-phase bending and torsion with variable amplitudes. The position of the plane of fatigue fracture is determined using the variance method. The histories of equivalent stresses are schematically represented by the Monte Carlo method. Fatigue damage was computed using the Palmgren-Miner hypothesis. The most realistic estimates of fatigue life in the scatter band of the results with a factor of 3 are obtained on the basis of the criterion of maximum t…
Simulation investigations of the position of Fatigue Fracture Plane in materials with biaxial loads
1989
In the paper three methods of determination of the expected fatigue fracture plane position under random triaxial stress state have been presented. They are: weight function method, variance method and damage cumulation method. The weight function method for biaxial cyclic loadings has been analysed with digital simulation. The fatigue fracture plane position has been determined with mean values of the direction cosines of principal stress axes. Averaging has been done at angle values with use of weights. Eleven various weights have been presented and their usability has been analysed on the basis of experimental results obtained by Rotvel, and Nishihara-Kawamoto. The weights with good agre…
Risk aversion connectedness in five European countries
2018
Abstract In this paper we compute an aggregate index of risk aversion and indices of vulnerability and the contribution to systemic risk aversion for five European countries. The variance risk premium proxies risk aversion. The contribution to the literature is twofold. First, this is the first study estimating not only the common component, but also indices of directional connectedness among variance risk premia. Second, it is the first to estimate the interconnections by means of a FIVAR model, in order to account for long memory. Our analysis indicates measures of total and directional connectedness unlike those that would be obtained with the use of a short memory VAR. These differences…