Volatility Persistence in Palestine Exchange Bulls and Bears: An Econometric Analysis of Time Series Data
Bibliographic record
Abstract
This study aims at investigating volatility persistent in Palestine Exchange (PEX) bulls and bears. It also attempts to explore whether or not stock market volatility present a different behavior during PEX bulls and bears, which is likely to provide investors with a background information for more feasible investment in the PEX. Toward that end, the study employs Rescaled Range (R/S) to calculate the values of difference to find evidence of long memory behavior for the daily data observations from August, 1997 to December, 2014. The study finds that volatility isn¡¯t persistent in the PEX bear markets. Co-integration results show that there is an existence of cointegration, which indicates a long run equilibrium association between PEX bull and bear markets. The ECM results reveal that the speed of adjustment toward long run equilibrium is very low for PEX bull markets while the speed of adjustment toward long run equilibrium is unlikely to be attained for PEX bear markets. Further, the PEX bears markets are longer than PEX bulls markets, so that prudent investors should take volatility in PEX bulls and bears into account.
Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.
How this classification was reachedexpand
Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.002 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.001 |
| Open science | 0.001 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one teacher head, not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".