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MEHR ERFAHREN

VroniPlag Wiki
Statistics of Multivariate Extremes with Applications in Risk Management

von Dr. Rodrigo Herrera

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Statistik und Sichtungsnachweis dieser Seite findet sich am Artikelende

[1.] Rh/Fragment 072 01 - Diskussion
Zuletzt bearbeitet: 2012-08-11 14:01:18 Hindemith
Fragment, Gesichtet, Iwatsubo und Inagaki 2006, Rh, SMWFragment, Schutzlevel sysop, Verschleierung

Typus
Verschleierung
Bearbeiter
Graf Isolan
Gesichtet
Yes
Untersuchte Arbeit:
Seite: 72, Zeilen: 1-4
Quelle: Iwatsubo und Inagaki 2006
Seite(n): 5, Zeilen: 22-25
[Second, contagion effects defined] as an increment in the functional tail dependence are stronger from the U.S.A market to Asian markets than from Japan, indicating that U.S. market plays a major role in the transmissions of information to foreign markets. Third, the intensity of contagion is significantly greater during the Asian financial crisis than after the crisis. Second, contagion effects are greater from U.S. market to Asian markets than in the reverse direction, indicating that the U.S. market plays a major role in the transmission of information to foreign markets. Third, the intensity of contagion was significantly greater during the Asian financial crisis than after the crisis.
Anmerkungen

Ohne Kennzeichnung werden die Schlussfolgerungen einer anderen Arbeit wortwörtlich übernommen (selbst wenn die dortige Untersuchung sich von der von Rh unterscheidet); die Quelle bleibt ungenannt.

Sichter
(Graf Isolan), Hindemith


[2.] Rh/Fragment 072 05 - Diskussion
Zuletzt bearbeitet: 2012-08-01 16:30:41 WiseWoman
Fragment, Gesichtet, Rh, SMWFragment, Schutzlevel sysop, Verschleierung, Worthington et al. 2004

Typus
Verschleierung
Bearbeiter
Graf Isolan, Hindemith
Gesichtet
Yes
Untersuchte Arbeit:
Seite: 72, Zeilen: 5-12
Quelle: Worthington et al. 2004
Seite(n): 12, 13, Zeilen: 12: 20-23, 26-29; 13: 7-8
All of these results appear sensible in terms of the relative importance of these markets in the Asian region. One of the most interesting findings concerns the change in the most influential markets, as measured by the functional tail dependence, in the post-crisis period compared to the pre-crisis period. Once again, this is largely consistent with the notion of "contagion effects" following the onset of the Asian crises and the greater degree of market interdependence in the post-crisis regional economy. Overall, these findings are comparable to most other works in this area. The results obtained in this chapter complement this work in quantifying the interdependencies among Asian equity markets. All of these results appear sensible in terms of the relative importance of these markets in the Asian region. One of the most interesting findings concerns the change in the most influential markets, as measured by causal links, in the post-crisis period as compared to the pre-crisis period. [...] Once again, this is largely consistent with the notion of ‘contagion effects’ following the onset of the Asian crises and the greater degree of market interdependence in the post-crisis regional economy.

Overall, these findings are comparable to most other work in this area. [...]

[...] The results obtained in this paper complement this work in quantifying the interdependencies among Asian equity markets.

Anmerkungen

Keine Kennzeichnung der Übernahme, keine Angabe der Quelle.

Man beachte die Ersetzung: "The results obtained in this paper" in der Quelle wird zu "The results obtained in this chapter" in der untersuchten Dissertation.

Sichter
(Graf Isolan), WiseWoman


[3.] Rh/Fragment 072 27 - Diskussion
Zuletzt bearbeitet: 2012-07-30 23:13:14 Hindemith
Fragment, Gesichtet, Rh, Rodriguez 2003, SMWFragment, Schutzlevel sysop, Verschleierung

Typus
Verschleierung
Bearbeiter
Graf Isolan
Gesichtet
Yes
Untersuchte Arbeit:
Seite: 72, Zeilen: 27
Quelle: Rodriguez 2003
Seite(n): 5, Zeilen: 18-19
There is evidence of changing dependence structures during periods of financial turmoil. [...] I find evidence of changing dependence structures during periods of financial turmoil.
Anmerkungen

Vor den abschließenden langen Abschnitt aus Worthington et al. (2004) wird noch ein Satz aus Rodriguez (2003) gepresst. Damit besteht der gesamte interpretative Teil des Schlussabschnitt "Conclusions" des Kapitels 3 von Rh mit Ausnahme des ersten Satzes und der abschließenden adverbialen Bestimmung im letzten Satz (der mehrheitlich auch von Rodriguez stammt) ungekennzeichnet aus Fremdmaterial.

Sichter
(Graf Isolan), KnallErbse


[4.] Rh/Fragment 072 28 - Diskussion
Zuletzt bearbeitet: 2012-08-01 16:25:50 WiseWoman
Fragment, Gesichtet, Rh, SMWFragment, Schutzlevel sysop, Verschleierung, Worthington et al. 2004

Typus
Verschleierung
Bearbeiter
Graf Isolan
Gesichtet
Yes
Untersuchte Arbeit:
Seite: 72, Zeilen: 28-30, 33-42
Quelle: Worthington et al. 2004
Seite(n): 13, Zeilen: 16-19, 20-30
Possible reasons include long-standing trends in trade and investment interaction, the more recent convergence in monetary policies and the almost universal process of microeconomic reform flowing from the crises themselves. [...] This suggests that at least some markets have become more isolated following these macroeconomic shocks. The findings obtained in this chapter have obvious implications, amongst other things, for the purported benefits of international portfolio diversification among the several Asian equity markets. As a result, the strong linkages among the national markets would indicate that the returns from such a strategy have diminished markedly. However, the results also suggest that opportunities for diversification may still exist, especially in some of the smaller markets. In the pre-crisis period most Asian equity markets were relatively isolated from each other or were subject to only a few direct extreme events. One of the most interesting findings concerns the change in the most influential markets, as measured by the functional tail dependence, in the [post-crisis period as compared to the pre-crisis period.] Possible reasons include long-standing trends in trade and investment interaction, the more recent convergence in monetary policies and the almost universal process of microeconomic reform flowing from the crises themselves. [...] This suggests that at least some markets have become more isolated following these macroeconomic shocks.

The findings obtained in this paper have obvious implications, amongst other things, for the purported benefits of international portfolio diversification among the several Asian equity markets. In effect, the strong linkages among the national markets would indicate that the returns from such a strategy have diminished markedly. However, the results also suggest that opportunities for diversification may still exist, especially in some of the smaller markets. In the pre-crisis period most Asian equity markets were relatively isolated from each other or were subject to only a few direct causal links. One of the most interesting findings concerns the change in the most influential markets, as measured by causal links, in the post-crisis period as compared to the pre-crisis period.

Anmerkungen

Keine Kennzeichnung als Zitat, trotz fast vollständiger Übereinstimmung, keine Quellenangabe.

Die Passage dient Rh als wesentlicher abschließender Bestandteil seiner "Conclusions" zu den Ergebnissen des Kapitels 3 seiner Dissertation. Umgekehrt stellen sie die "Conclusions" der Quelle dar.

Sichter
(Graf Isolan), WiseWoman



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