### Table 3 Multivariate GARCH Model: Across Stock Indexes

"... In PAGE 11: ...orrelation is roughly similar with estimates ranging from 0.8347 to 0.9425. Table3 (4) reports the results of fitting M-GARCH models to pairs of stock index (futures) price change series. For each pair, the series modeled in equation one ( P ) is listed 1,t first, with the second series modeled in equation two ( P ).... In PAGE 11: ... Below each coefficient estimate are 2,t t-statistics using robust standard errors. With the exception of the NYSE Composite and Toronto 35 stock index pair in Table3 which is modeled as an M-GARCH (2,1), the M-GARCH (1,1) provides the best fit for the index and futures price changes for all stock index or futures pairs. The coefficient estimates indicate that, in most cases, the lagged conditional variances and past innovations have significant effects on the conditional variances.... ..."

### Table 1: Statistic Results for Stock Index Time Series in Five Markets

2001

Cited by 1

### Table 6 Multivariate model-fitting results for anxiety, neuroticism, somatic anxiety and depression (two series of analyses for 1997 data: with BDI and with YASR depression)

"... In PAGE 7: ...different genes influenced anxiety and depression in males and females. These results for the genetic architecture of anxiety, depression and neuroticism are very similar to results obtained in Australian3 and American twin studies4,53 Goodness-of-fit chi-squared statistics for the multi- variate genetic analyses of the twin data on anxiety, neuroticism, somatic-anxiety and depression col- lected in 1991, 1993 and 1997 are summarised in Table6 (for the 1997 data two series of analyses were carried out: once with YASR-depression and once with BDI-depression scales). These analyses showed very stable results across time: significant sex differ- ences in parameter estimates and no contribution of common family environment to resemblance of family members.... In PAGE 10: ... The genetic covariance between measures was due to one com- mon genetic factor. The largest part of the heritability in all anxious depression indices could be attributed to this common genetic factor ( Table6 ). These multivariate analyses confirmed the large overlap in the genes conveying susceptibility to anxiety, neu- roticism, somatic anxiety and depression, as pre- viously reported by others.... ..."

### Table 1 in the Appendix lists (skJ} for

1987

### Table 5. Multivariate contrasts

2007

"... In PAGE 19: ...Table5 shows the obtained results for the main and interaction effects of each component on understandability time and efficiency when applying multivariate contrast indicators (using a cutting edge of 0.05).... In PAGE 19: ...As we can see in Table5 , with respect to the time, all the components and their combinations (except the SSF component) were significant. As an example, the relationship between the components SSF and AWS is described in Figure 3.... ..."

### Table 2 Multivariate analysis

1791

"... In PAGE 3: ...01) or dichotomous variables (Table 2). Patients with a low CRS or a high FGA also had a longer disease-free survival, although the association of CRS and FGA with disease-free survival did not reach statistical significance in the multivariate analysis ( Table2 ). The median survival time in patients with a low CRS and a high FGA was 38 months (mean, 47) compared with 18 months (mean, 20) for low CRS and a low FGA (P = 0.... ..."

### Table 1 Statistics of reconstructed and original aa index annual average time series

"... In PAGE 5: ... In some ocassions high deviations are observed. In Table1 the statistics of both time series is presented, average, standard deviation and relative deviation (100* stan- Fig. 4.... ..."

### Table 1. Summary statistics for principal component times series: SP500 index options. Daily Proportion Mean Correlation

"... In PAGE 9: ...8% of the overall variance. Table1 gives summary statistics for the time series of the first three principal component processes. Each of them is highly autocorrelated and mean-reverting with a mean rever- sion time close to a month: figures 9 and 12 illustrate the sam- ple paths.... ..."

### Table 5. Dimensionality reduction techniques that can be used with E-Index to index time series. Key: {} the introducing paper, [] extensions and follow up work.

2001

Cited by 2

### Table 5. Dimensionality reduction techniques that can be used with E-Index to index time series. Key: {} the introducing paper, [] extensions and follow up work.

2001

Cited by 2