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Search Results: 1 - 10 of 547 matches for " Phadke Dilip "
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Pictorial essay: Distal colostography
Rahalkar Mukund,Rahalkar Anand,Phadke Dilip
Indian Journal of Radiology and Imaging , 2010,
Abstract: Distal colostography (DC), also called distal colography or loopography, is an important step in the reparative management of anorectal malformations (ARMs) with imperforate anus, Hirschsprung′s disease (occasionally) and colonic atresia (rarely) in children and obstructive disorders of the distal colon (colitis with stricture, carcinoma or complicated diverticulosis) in adults. It serves to identify/confirm the type of ARM, presence/absence of fistulae, leakage from anastomoses, or patency of the distal colon. We present a pictorial essay of DC in a variety of cases.
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.
Modelling and Forecasting Unbiased Extreme Value Volatility Estimator: A Study Based on EUR/USD Exchange Rate  [PDF]
Dilip Kumar
Theoretical Economics Letters (TEL) , 2018, DOI: 10.4236/tel.2018.89102
Abstract: The paper provides a framework to model and forecast volatility of EUR/USD exchange rate based on the unbiased AddRS estimator as proposed by Kumar and Maheswaran [1]. The framework is based on the heterogeneous auto-regressive (HAR) model to capture the heterogeneity in a market and to ac-count for long memory in data. The results indicate that the framework based on the unbiased extreme value volatility estimator generates more accurate forecasts of daily volatility in comparison to alternative volatility models.
Causal Linkages among Advanced Emerging European and Asian Economies  [PDF]
Dilip Kumar
Theoretical Economics Letters (TEL) , 2019, DOI: 10.4236/tel.2019.91012
Abstract:

This study analyzes the causal interlinkages in the stock markets of advanced emerging European and Asian economies using Hong’s [1] causality tests. Our empirical results provide evidence that direct and contemporaneous casual linkages among markets are weak. However, when we examine the indirect causal linkages, we find a significant return spillover effect in some cases.

A new autosomal recessive disorder of bilateral frontotemporal pachygyria without microcephaly: Report of a case and review of literature
Phadke Shubha,Girisha K,Phadke Rajendra
Neurology India , 2007,
Abstract: Pachygyria is a disorder of neuronal migration. We report an Indian family with four siblings with developmental delay, infrequent seizures, normal head size and mild to moderate mental retardation. Two of them had bilaterally symmetrical frontotemporal pachygyria. Dysmorphism and neurological signs were absent in the affected subjects. Affected male and female siblings with normal parents suggests autosomal recessive mode of inheritance. We believe these cases represent a new autosomal recessive disorder of neuronal migration. Other similar cases of lissencephaly are reviewed.
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