OALib Journal期刊

ISSN: 2333-9721




2019 ( 12 )

2018 ( 121 )

2017 ( 109 )

2016 ( 251 )


匹配条件: “Dilip Kumar Kalita” ,找到相关结果约21297条。
Diversity and distribution of spiders from Gibbon Wildlife Sanctuary, Assam, India
Phalgun Chetia,Dilip Kumar Kalita
Asian Journal of Conservation Biology , 2012,
Abstract: The study describes the identification of the spider assemblages with respect to their diversity and distribution in the semi evergreen forest, Gibbon Wildlife Sanctuary, Assam, India. The paper aims to introduce this neglected Order- Araneae which is primarily unknown to Science particularly in Northeast India. A total of 95 species of spiders belonging to 56 genera and 18 families were recorded during the study from June-August and October-December, 2011. The species were identified using keys for Indian spiders from (Tikader, 1987; Platnick , 2011). Methodology included active searching at all layers from ground level to tree canopy layer accessible easily for hand collecting and visual surveys. This is the first attempt to report the spider assemblages and their microhabitat preferences from Assam, India. Such surveys are vital for conservation of these creatures and building a biodiversity database of this mega diverse group from a fragmented semi-evergreen forest ecosystem in Assam, India. This study is focused on the neglected diversity of spider fauna representing this semi evergreen forest.
A New Algorithm of Self Organization in Wireless Sensor Network  [PDF]
Hemanta Kumar KALITA, Avijit KAR
Wireless Sensor Network (WSN) , 2010, DOI: 10.4236/wsn.2010.21006
Abstract: Self organization is one of the most important characteristics in an Ad-hoc Sensor Network. Thousands of Sensors are deployed in a geographical area randomly without considering the location factor. After deployment, sensors are to self organize themselves to form a network of their own. How well the network is formed determines the life of the whole network as well as the quality of data transmission. Self organization based on clustering has proven to be very useful in this regard. Since hierarchical clustering reduces energy consumption by routing data from one node to another. In this paper, we discuss a new algorithm for self organization of sensors deployed in a geographical area. The algorithm forms clusters of sensors by ordering them using a unique triangulation method. This algorithm not only considers all sensors but also groups them so that their inherent clustering property is preserved.
Testing the Long-Memory Features in Return and Volatility of NSE Index  [PDF]
Naseem Ahamed, Mamoni Kalita, Aviral Kumar Tiwari
Theoretical Economics Letters (TEL) , 2015, DOI: 10.4236/tel.2015.53050
Abstract: Long-term memory of stock markets is a topic that has not received its due attention from academics. Posting the assertion made by Fama, 1970 [1] about markets being efficient, no one can consistently outrun it for a longer duration. Handful of papers checked the efficiency in emerging markets to see if the efficiency proposition held true. Furthering the literature in this study we test for the long-term memory of National Stock Exchange (NSE) index, Nifty and NSE_500 which are a collection of 50 and 500 listed firms respectively in India. The duration of the data for study is roughly eight years over the period from 2006-06-29 to 2012-09-13, a total of 1545 observations. We observe that long-term memory does exist in the context of Indian stock market index.
A Novel Energy-Efficient Multihop Communication Protocol (EEMCP) for Clustered Heterogeneous Wireless Sensor Networks
Dilip Kumar
Journal of Global Research in Computer Science , 2010,
Abstract: Research on heterogeneous Wireless Sensor Networks (WSNs) has been studied and employed in many new applications viz., medical monitoring, automotive safety, agriculture precision and many more. In this paper, a novel energy efficient multihop communication protocol (EEMCP) for clustered heterogeneous WSNs has proposed to analyze the network lifetime and stability. EEMCP consider heterogeneous nodes with different initial energy levels and adopt multihop communication approach for data communication from cluster heads to the base station. Simulation results show that EEMCP extends the network lifetime and stability by balancing energy consumption of the network.
On Detecting Sudden Changes in the Unconditional Volatility of a Time Series  [PDF]
Dilip Kumar
Theoretical Economics Letters (TEL) , 2016, DOI: 10.4236/tel.2016.62028
Abstract: The present study highlights the drawback of using Sanso, Arago and Carrion’s (2004) AIT-ICSS algorithm in detecting sudden changes in the unconditional volatility when long memory is present in volatility. Simulation experiments show that the AIT-ICSS test is severely oversized and exhibits low power when long memory is present in volatility.
Weighted Bootstrap Approach for the Variance Ratio Tests: A Test of Market Efficiency  [PDF]
Dilip Kumar
Theoretical Economics Letters (TEL) , 2016, DOI: 10.4236/tel.2016.63048
Abstract: By means of Monte Carlo experiments using the weighted bootstrap, we evaluate the size and power properties in small samples of Chow and Denning’s [1] multiple variance ratio test and the automatic variance ratio test of Choi [2]. Our results indicate that the weighted bootstrap tests exhibit desirable size properties and substantially higher power than corresponding conventional tests.
On Volatility Transmission from Crude Oil to Agricultural Commodities  [PDF]
Dilip Kumar
Theoretical Economics Letters (TEL) , 2017, DOI: 10.4236/tel.2017.72009
Abstract: The paper examines volatility transmission from crude oil market to agricultural commodities like wheat, corn, cotton and soybeans. We find that the volatility transmission from crude oil to agricultural commodities exhibits sudden changes over a study period. We also examine whether the sudden changes in volatility influence the observed sudden changes in volatility transmission from crude oil to agricultural commodities. Our results indicate the observed sudden change in volatility transmission mechanism is not influenced by sudden changes in volatility series.
Factors Impacting the Interest Rate Derivatives Usage in Indian Commercial Banks  [PDF]
Dilip Kumar
Theoretical Economics Letters (TEL) , 2017, DOI: 10.4236/tel.2017.73045
Abstract: In this paper, we examine the impact of interest rate risk factors on the interest rate derivatives (IRD) usage by commercial banks in India. We focus our analysis during the period 2008-2010. We have taken this period to highlight that during and after global financial crisis, what were the main factors that influence the interest rate derivatives usage by Indian commercial banks. We have used simulation analysis and regression analysis to identify the interest rate risk factors. Using Tobit fixed effect analysis, we are able to provide empirical evidence that interest rate risk drives the derivatives usages by Indian commercial banks. Our results indicate that asset size, the impact of interest rate shock on equity capital are positively related to use of derivatives for hedging as well as trading and interest rate sensitivity factor is negatively related to the use of derivatives for hedging and trading. New generation private banks have relatively large exposure to derivatives for trading purpose.
Volatility Prediction: A Study with Structural Breaks  [PDF]
Dilip Kumar
Theoretical Economics Letters (TEL) , 2018, DOI: 10.4236/tel.2018.86080
Abstract: We incorporate the impact of structural breaks in the unbiased unconditional volatility as proposed by Kumar and Maheswaran with a conditional autoregressive range (CARR) model. The findings of the proposed framework are compared with the findings based on the volatility forecasts of the GARCH model with and without structural breaks in volatility. Our findings based on the analysis on S&P 500, FTSE 100, SZSE Composite and FBMKLCI indices indicate that the proposed framework effectively captures the dynamics of conditional volatility and provides better out-of-sample forecasts relative to GARCH models with and without structural breaks in volatility.
Market Efficiency in Indian Exchange Rates: Adaptive Market Hypothesis  [PDF]
Dilip Kumar
Theoretical Economics Letters (TEL) , 2018, DOI: 10.4236/tel.2018.89101
Abstract: This paper utilizes the automatic variance ratio test and Belaire-Franch and Contreras (2004) rank-based tests to examine the adaptive market hypothesis in Indian exchange rates relative to US dollar (USD), Great British pound (GBP), Euro and Japanese yen (Yen). We use overlapping and non-overlapping moving subsample approach to examine the sensitivity of the results to a particular sample period. Our findings provide evidence in support of violation of the martingale hypothesis of Indian exchange rates relative to the US dollar and Japanese yen for whole sample period. Our findings also provide evidence that the predictability of returns of Indian exchange rates occurs from time to time and depends on occurrence of major macroeconomic events. These findings are consistent with the validity of adaptive market hypothesis in Indian exchange rates.

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