This study examines the impact of structural breaks on conditional variance and mean reversion in symmetric and asymmetric GARCH models. A multiple breakpoint testing procedure was used to identify structural break points in conditional variance of daily stock returns of 8 commer...
Open access
Research Article10.9734/ARJOM/2017/33063
In this paper, we have obtained the distribution of the kth concomitant and the joint distribution of kth and mth concomitants of upper record statistics for the bivariate pseudo-Rayleigh distribution. Some statistical properties for the resulting distributions are also discussed...
Open access
Research Article10.9734/ARJOM/2017/38546
The object of the present paper is to introduce and investigate two new general subclasses S* C(α, β; γ) and TS* C(α, β; γ) (α, β ∈ [0,1), γ ∈ [0, 1]) of the analytic functions. Here, we givesucient conditions as well as necessary and sucient conditions for the functions belongin...
Open access
Research Article10.9734/ARJOM/2017/37697
In this paper we studied the very cost effective graph property for the join graph of two graphs. In general this is may or may not be a very cost effective graph. We obtained the conditions for the join graph of two graphs to be a very cost effective graph. First we proved that...
Open access
Research Article10.9734/ARJOM/2017/37640
In this paper we introduce the concept of Ramadan Group integral transform substitution (RGTS) method to solve some types of Partial differential equations. This new method is a convenient way to find exact solution with less computational cost as compared with method of separa...
Open access
Research Article10.9734/ARJOM/2017/37816
In this paper, the effects of heat generation and MHD on free convection flow along a vertical flat plate have been investigated. Joule heating and heat conduction due to wall thickness b are considered in this investigation. The non-dimensional equations are then transformed int...
Open access
Research Article10.9734/ARJOM/2017/37941
This paper considers the coefficient inverse problem for the nonlinear boundary problem of von Karman equations. The Fréchet differentiability of the inverse operator is proved and its neural network approximation is constructed with neuroevolution augmented topology model. The m...
Open access
Research Article10.9734/ARJOM/2017/37856
We have studied an SEIR mathematical model, and applied it to malaria transmission. We discussed the existence and stability of the Disease-Free (DFE) and Endemic Equilibria (EE) of both models. The (DFE) was locally asymptotically stable if the reproduction number is less than o...
Open access
Research Article10.9734/ARJOM/2017/37471
In this paper, we introduce a new probability model with a bounded support which possesses an increasing and bathtub failure rate functions. Numerous properties such as the moments, moment generating function, mean deviations, order statistics, moments of order statistics, joint...
Open access
Research Article10.9734/ARJOM/2017/35099
This study is about the impact of students’ socio-economic condition on academic performance in public and national universities. The objectives of the study are to evaluate the factors that influenced the student academic performance and the relationship between the student soci...
Open access
Research Article10.9734/ARJOM/2017/37650