Neste trabalho foi analisada a influência de um evento sobre o mercado de ações brasileiro a partir das redes, e suas árvores geradoras mínimas, obtidas de medidas de dependência baseadas nas correlações de Pearson, de Spearman e de Kendall. O evento considerado foi a notícia da noite de 17 de maio de 2017 em que o dono da empresa brasileira JBS, Joesley Batista, gravou o então Presidente da República Michel Temer autorizando a compra do silêncio de um Deputado Federal. O dia seguinte a notícia, 18 de maio de 2017, foi definido como o dia do evento. Foram coletados dados de alta frequência de 58 ações do Ibovespa no período de 11 a 25 de maio de 2017. As alterações nas redes das ações do mercado foram analisadas comparando-se o período anterior e posterior ao evento em duas escalas de tempo: (1) Redes diárias: cinco pregões antes do evento, o dia do evento e, cinco pregões depois do evento, com cotações a cada 15 minutos; (2) Agrupadas em antes e depois: agrupando os dados dos 5 dias antes e dos 5 dias depois do evento. O estudo das redes diárias indicou mudança de tendência nas suas propriedades no decorrer do período que contém o evento, com cotações a cada 15 minutos. Isto sugeriu que análise do efeito médio contido nos dados agrupados antes de depois do evento poderiam tornar mais evidente as mudanças na estrutura de rede das ações. As redes antes e depois do evento apresentaram mudanças significativas nas suas métricas que ficaram mais evidenciadas nas árvores geradoras mínimas. As redes geradas pelas correlações de Kendall e Spearman apresentaram um número maior de agrupamentos antes e depois do evento e, após o evento, as árvores geradoras mínimas apresentaram uma redução do número de agrupamentos de ações para todos os tipos de correlação. As distribuições de grau ponderado após o evento indicam uma probabilidade maior de vértices com graus distante da média. As métricas das árvores geradoras mínimas por correlação de Spearman sofreram a maior variação, seguidas pelas de Kendall e Pearson, e também, indicaram que as redes após o evento ficaram mais robustas, ou seja, mais rígidas. A maior robustez das redes após o evento indica maior conectividade do mercado, tornando-o, como um todo, mais suscetível ao impacto de novos acontecimentos. / In this work the influence of an event on the Brazilian stock market was analyzed from networks and its minimum spanning trees obtained from measures of dependence based on the Pearson, Spearman, and Kendall\'s correlations. The event considered was the news in the evening of May 17, 2017 in which the owner of the Brazilian company JBS, Joesley Batista, recorded the Brazilian President Michel Temer authorizing the purchase of the silence of a congress member. The day just after the news, May 18, 2017, was defined as the event day. High-frequency data from 58 Ibovespa shares were collected from 11 to 25 May 2017. Changes in the stocks networks were analyzed comparing the period before and after the event in two time scales: (1) Daily networks: five trade sections before the event, the day of the event and, five trade sections after the event, with price every 15 minutes; (2) Grouped before and after do evento: grouping data from 5 days before and 5 days after event. The study of the daily networks indicated a change of trend in their properties during the period that contains the event, with quotations every 15 minutes. The study of daily networks indicated a change of trend in their properties during the period containing the event. This suggested that analysis of the mean effect of grouped data before and after the event could highlight the changes in the network structure. The networks before and after the event showed significant changes in their metrics, which became more evident from the minimum spanning trees. After the event, the minimum spanning trees for grouped data got a smaller number of clusters in the networks for all kind of correlations. The networks generated by Kendall and Spearman correlations presented a larger number of clusters before and after the event. The weighted degree distributions after the event suggest a power law decay tail for all the correlations considered and indicates a higher probability of vertices with weighted degrees far away from the mean weighted degree. The minimum spanning tree metrics generated by Spearman correlation suffered the greatest variation, followed by those of Kendall and Pearson; and their values indicates that after the event the networks became more robust, that is, more rigid. The increase in the networks robustness after the event indicates a higher market connectivity, making it as a whole, more susceptible to the impact of new events.

The research is dealing with the problem of choosing right statistical criteria in order to analyze the concrete educological research information and to interpret the received results. The practical value of the research’s results could be described as: 1- the exact evaluation of the real situation, by researching the effectiveness of use of educational computer means at the lessons of mathematics, with the help of hypothesises; 2- the statistical criteria received at the time of the research can be used at the concrete future researches.

The research question addressed by this dissertation is: How is the tourist experience formed and what constitutes the authenticity of the tourist experience for two market segments (motivated and not motivated by learning) of tourists visiting (political) cultural heritage sites in South Africa. The study explores the correlation between three types of authenticity, namely objective, constructed and existential on two independent tourist samples, motivated and not motivated by learning. This research was initiated for three reasons. The first reason forms part of the research problem; South African cultural experiences received the lowest ratings from the international tourists despite the fact that culture and heritage play a role in reimaging South Africa from Big 5 destination into ‘It’s possible’ and ‘Leave ordinary behind’. It was suspected that not all types of cultural heritage products justify such a low ratings, especially not the political cultural heritage sites South Africa is famous for. The second reason emerged from the academic literature on authenticity theories and calls from the influential group of postmodernist scholars to declare the objective authenticity obsolete and replace it with the existential authenticity. The argument that; the hyperreal nature of the postmodern experience and its detachment from reality makes the authenticity of the site redundant, seemed inapt for cultural heritage sites exclusively dependent on their historical and authentic values. The third reason was the inability of the postmodern paradigm to explain the new tourism phenomenon driven by the tourists search for selfdevelopment through authentic experiences. The new emerging paradigm, transmodernity seemed to offer better theoretical framework in explaining the omnivorouessness of tourists’ consumption and the authentic nature of tourist experiences. The correlational character of the research question required a descriptive correlational design and quantitative methodology. The selected research instrument for primary data collection is a self–administered questionnaire. The sampling strategy is a non–probability sampling, and the sampling method is a convenience or accidental sample. The data was collected from November 2010 to February 2011 at the Constitutional Hill National Heritage Site in Johannesburg. The final sample (436) consists of 254 foreign and 182 domestic tourists. The questionnaire was designed to identify the variables pertinent to each type of authenticity of tourists experience and of the resultant tourist experience. The data analysis provided very interesting results. Firstly, the results of crosstabulation proved that more than half (56%) of the tourists expressed strong agreement that the Constitution Hill provided them with authentic experience, hence a proof that political heritage sites are not responsible for the overall low experiential ratings of the country’s culture and heritage. Secondly, the results of the Spearman’s correlation coefficient proved that objective authenticity as an independent variable have strong positive correlation with constructed and existential authenticity hence a proof that objective authenticity cannot be declared obsolete and replaced with existential authenticity. Finally, the results of the t–test proved that motivation for learning and place of birth do not play an important role in how tourist evaluate and experience the authenticity of the site pointing to the omnivorous nature of tourist consumption. In line with the transmodern paradigm, motivation for learning plays a critical role in triggering the transformative, authentic experience distinctive of the existential authenticity. The results of the study also showed that 32% of tourists are in fact the purposeful, New Age, transmodern Cultural Creatives. Proposed theoretical model of authenticity of tourists experience presents a theoretical platform for future research studies. / Thesis (M.A. (Tourism))--North-West University, Potchefstroom Campus, 2012.

The research question addressed by this dissertation is: How is the tourist experience formed and what constitutes the authenticity of the tourist experience for two market segments (motivated and not motivated by learning) of tourists visiting (political) cultural heritage sites in South Africa. The study explores the correlation between three types of authenticity, namely objective, constructed and existential on two independent tourist samples, motivated and not motivated by learning. This research was initiated for three reasons. The first reason forms part of the research problem; South African cultural experiences received the lowest ratings from the international tourists despite the fact that culture and heritage play a role in reimaging South Africa from Big 5 destination into ‘It’s possible’ and ‘Leave ordinary behind’. It was suspected that not all types of cultural heritage products justify such a low ratings, especially not the political cultural heritage sites South Africa is famous for. The second reason emerged from the academic literature on authenticity theories and calls from the influential group of postmodernist scholars to declare the objective authenticity obsolete and replace it with the existential authenticity. The argument that; the hyperreal nature of the postmodern experience and its detachment from reality makes the authenticity of the site redundant, seemed inapt for cultural heritage sites exclusively dependent on their historical and authentic values. The third reason was the inability of the postmodern paradigm to explain the new tourism phenomenon driven by the tourists search for selfdevelopment through authentic experiences. The new emerging paradigm, transmodernity seemed to offer better theoretical framework in explaining the omnivorouessness of tourists’ consumption and the authentic nature of tourist experiences. The correlational character of the research question required a descriptive correlational design and quantitative methodology. The selected research instrument for primary data collection is a self–administered questionnaire. The sampling strategy is a non–probability sampling, and the sampling method is a convenience or accidental sample. The data was collected from November 2010 to February 2011 at the Constitutional Hill National Heritage Site in Johannesburg. The final sample (436) consists of 254 foreign and 182 domestic tourists. The questionnaire was designed to identify the variables pertinent to each type of authenticity of tourists experience and of the resultant tourist experience. The data analysis provided very interesting results. Firstly, the results of crosstabulation proved that more than half (56%) of the tourists expressed strong agreement that the Constitution Hill provided them with authentic experience, hence a proof that political heritage sites are not responsible for the overall low experiential ratings of the country’s culture and heritage. Secondly, the results of the Spearman’s correlation coefficient proved that objective authenticity as an independent variable have strong positive correlation with constructed and existential authenticity hence a proof that objective authenticity cannot be declared obsolete and replaced with existential authenticity. Finally, the results of the t–test proved that motivation for learning and place of birth do not play an important role in how tourist evaluate and experience the authenticity of the site pointing to the omnivorous nature of tourist consumption. In line with the transmodern paradigm, motivation for learning plays a critical role in triggering the transformative, authentic experience distinctive of the existential authenticity. The results of the study also showed that 32% of tourists are in fact the purposeful, New Age, transmodern Cultural Creatives. Proposed theoretical model of authenticity of tourists experience presents a theoretical platform for future research studies. / Thesis (M.A. (Tourism))--North-West University, Potchefstroom Campus, 2012.

Neste trabalho foi analisada a influência de um evento sobre o mercado de ações brasileiro a partir das redes, e suas árvores geradoras mínimas, obtidas de medidas de dependência baseadas nas correlações de Pearson, de Spearman e de Kendall. O evento considerado foi a notícia da noite de 17 de maio de 2017 em que o dono da empresa brasileira JBS, Joesley Batista, gravou o então Presidente da República Michel Temer autorizando a compra do silêncio de um Deputado Federal. O dia seguinte a notícia, 18 de maio de 2017, foi definido como o dia do evento. Foram coletados dados de alta frequência de 58 ações do Ibovespa no período de 11 a 25 de maio de 2017. As alterações nas redes das ações do mercado foram analisadas comparando-se o período anterior e posterior ao evento em duas escalas de tempo: (1) Redes diárias: cinco pregões antes do evento, o dia do evento e, cinco pregões depois do evento, com cotações a cada 15 minutos; (2) Agrupadas em antes e depois: agrupando os dados dos 5 dias antes e dos 5 dias depois do evento. O estudo das redes diárias indicou mudança de tendência nas suas propriedades no decorrer do período que contém o evento, com cotações a cada 15 minutos. Isto sugeriu que análise do efeito médio contido nos dados agrupados antes de depois do evento poderiam tornar mais evidente as mudanças na estrutura de rede das ações. As redes antes e depois do evento apresentaram mudanças significativas nas suas métricas que ficaram mais evidenciadas nas árvores geradoras mínimas. As redes geradas pelas correlações de Kendall e Spearman apresentaram um número maior de agrupamentos antes e depois do evento e, após o evento, as árvores geradoras mínimas apresentaram uma redução do número de agrupamentos de ações para todos os tipos de correlação. As distribuições de grau ponderado após o evento indicam uma probabilidade maior de vértices com graus distante da média. As métricas das árvores geradoras mínimas por correlação de Spearman sofreram a maior variação, seguidas pelas de Kendall e Pearson, e também, indicaram que as redes após o evento ficaram mais robustas, ou seja, mais rígidas. A maior robustez das redes após o evento indica maior conectividade do mercado, tornando-o, como um todo, mais suscetível ao impacto de novos acontecimentos. / In this work the influence of an event on the Brazilian stock market was analyzed from networks and its minimum spanning trees obtained from measures of dependence based on the Pearson, Spearman, and Kendall\'s correlations. The event considered was the news in the evening of May 17, 2017 in which the owner of the Brazilian company JBS, Joesley Batista, recorded the Brazilian President Michel Temer authorizing the purchase of the silence of a congress member. The day just after the news, May 18, 2017, was defined as the event day. High-frequency data from 58 Ibovespa shares were collected from 11 to 25 May 2017. Changes in the stocks networks were analyzed comparing the period before and after the event in two time scales: (1) Daily networks: five trade sections before the event, the day of the event and, five trade sections after the event, with price every 15 minutes; (2) Grouped before and after do evento: grouping data from 5 days before and 5 days after event. The study of the daily networks indicated a change of trend in their properties during the period that contains the event, with quotations every 15 minutes. The study of daily networks indicated a change of trend in their properties during the period containing the event. This suggested that analysis of the mean effect of grouped data before and after the event could highlight the changes in the network structure. The networks before and after the event showed significant changes in their metrics, which became more evident from the minimum spanning trees. After the event, the minimum spanning trees for grouped data got a smaller number of clusters in the networks for all kind of correlations. The networks generated by Kendall and Spearman correlations presented a larger number of clusters before and after the event. The weighted degree distributions after the event suggest a power law decay tail for all the correlations considered and indicates a higher probability of vertices with weighted degrees far away from the mean weighted degree. The minimum spanning tree metrics generated by Spearman correlation suffered the greatest variation, followed by those of Kendall and Pearson; and their values indicates that after the event the networks became more robust, that is, more rigid. The increase in the networks robustness after the event indicates a higher market connectivity, making it as a whole, more susceptible to the impact of new events.

Résumé : Il est bien connu que les lois marginales d'un vecteur aléatoire ne suffisent pas à caractériser sa distribution. Lorsque les lois marginales du vecteur aléatoire sont continues, le théorème de Sklar garantit l'existence et l'unicité d'une fonction appelée copule, caractérisant la dépendance entre les composantes du vecteur. La loi du vecteur aléatoire est parfaitement définie par la donnée des lois marginales et de la copule. Dans ce travail de thèse, nous proposons deux tests non paramétriques de détection de ruptures dans la distribution d’observations multivariées, particulièrement sensibles à des changements dans la copule des observations. Ils améliorent tous deux des propositions récentes et donnent lieu à des tests plus puissants que leurs prédécesseurs pour des classes d’alternatives pertinentes. Des simulations de Monte Carlo illustrent les performances de ces tests sur des échantillons de taille modérée. Le premier test est fondé sur une statistique à la Cramér-von Mises construite à partir du processus de copule empirique séquentiel. Une procédure de rééchantillonnage à base de multiplicateurs est proposée pour la statistique de test ; sa validité asymptotique sous l’hypothèse nulle est démontrée sous des conditions de mélange fort sur les données. Le second test se focalise sur la détection d’un changement dans le rho de Spearman multivarié des observations. Bien que moins général, il présente de meilleurs résultats en terme de puissance que le premier test pour les alternatives caractérisées par un changement dans le rho de Spearman. Deux stratégies de calcul de la valeur p sont comparées théoriquement et empiriquement : l’une utilise un rééchantillonnage de la statistique, l’autre est fondée sur une estimation de la loi limite de la statistique de test. // Abstract : It is very well-known that the marginal distributions of a random vector do not characterize the distribution of the random vector. When the marginal distributions are continuous, the work of Sklar ensures the existence and uniqueness of a function called copula which can be regarded as capturing the dependence between the components of the random vector. The cumulative distribution function of the vector can then be rewritten using only the copula and the marginal cumulative distribution functions. In this work, we propose two non-parametric tests for change-point detection, particularly sensitive to changes in the copula of multivariate time series. They improve on recent propositions and are more powerful for relevant alternatives involving a change in the copula. The finite-sample behavior of these tests is investigated through Monte Carlo experiments. The first test is based on a Cramér-von Mises statistic and on the sequential empirical copula process. A multiplier resampling scheme is suggested and its asymptotic validity under the null hypothesis is demonstrated under strong mixing conditions. The second test focuses on the detection of a change in Spearman’s rho. Monte Carlo simulations reveal that this test is more powerful than the first test for alternatives characterized by a change in Spearman’s rho. Two approaches to compute approximate p-values for the test are studied empirically and theoretically. The first one is based on resampling, the second one consists of estimating the asymptotic null distribution of the test statistic.

Title: Influence of selected conditional factors on performance in white water slalom. Aims: The aim of the study was to investigate the relationship of selected specific movement abilities being examined modified test battery with the performance of athletes in the water slalom. Methods: It was used field measurements where the applied modified test battery. Using GPS module to determine the distance partial tests from batery. For measuring was used manual measurement. To determine the statistical correlation between the modified battery and performance ability of competitors was used two different coefficients of correlation and regression analysis. According to the order of the test and the race was used nonparametric correlation study - Spearman correlation coefficient. Determining the statistical significance of the relationship of measured times in tests and final time in the nomination races have used the Pearson correlation coefficient. Results: For a statistically significant relationship was determined value when r ≥ 0.8. Spearman's correlation coefficient: In the test at 40 m were obtained these correlation coefficients: Nomination races rs = 0,380952, Czech cup rs = 0,595238. In the test at 80 meters they were obtained these correlation coefficients: nomination races rs = 0,857143,...

Il est bien connu que les lois marginales d'un vecteur aléatoire ne susent pas à caractériser sa distribution. Lorsque les lois marginales du vecteur aléatoire sont continues, le théorème de Sklar garantit l'existence et l'unicité d'une fonction appelée copule, caractérisant la dépendance entre les composantes du vecteur. La loi du vecteur aléatoire est parfaitement dénie par la donnée des lois marginales et de la copule. Dans ce travail de thèse, nous proposons deux tests non paramétriques de détection de ruptures dans la distribution d'observations multivariées, particulièrement sensibles à des changements dans la copule des observations. Ils améliorent tous deux des propositions récentes et donnent lieu à des tests plus puissants que leurs prédécesseurs pour des classes d'alternatives pertinentes. Des simulations de Monte Carlo illustrent les performances de ces tests sur des échantillons de taille modérée. Le premier test est fondé sur une statistique à la Cramér-von Mises construite à partir du processus de copule empirique séquentiel. Une procédure de rééchantillonnage à base de multiplicateurs est proposée pour la statistique de test ; sa validité asymptotique sous l'hypothèse nulle est démontrée sous des conditions de mélange fort sur les données. Le second test se focalise sur la détection d'un changement dans le rho de Spearman multivarié des observations. Bien que moins général, il présente de meilleurs résultats en terme de puissance que le premier test pour les alternatives caractérisées par un changement dans le rho de Spearman. Deux stratégies de calcul de la valeur p sont comparées théoriquement et empiriquement : l'une utilise un rééchantillonnage de la statistique, l'autre est fondée sur une estimation de la loi limite de la statistique de test. / It is very well-known that the marginal distributions of a random vector do not characterize the distribution of the random vector. When the marginal distributions are continuous, the work of Sklar ensures the existence and uniqueness of a function called copula which can be regarded as capturing the dependence between the components of the random vector. The cumulative distribution function of the vector can then be rewritten using only the copula and the marginal cumulative distribution functions. In this work, we propose two non-parametric tests for change-point detection, particularly sensitive to changes in the copula of multivariate time series. They improve on recent propositions and are more powerful for relevant alternatives involving a change in the copula. The finite-sample behavior of these tests is investigated through Monte Carlo experiments. The first test is based on a Cramér-von Mises statistic and on the sequential empirical copula process. A multiplier resampling scheme is suggested and its asymptotic validity under the null hypothesis is demonstrated under strong mixing conditions. The second test focuses on the detection of a change in Spearman's rho. Monte Carlo simulations reveal that this test is more powerful than the first test for alternatives characterized by a change in Spearman's rho. Two approaches to compute approximate p-values for the test are studied empirically and theoretically. The first one is based on resampling, the second one consists of estimating the asymptotic null distribution of the test statictic.

El presente trabajo de suficiencia profesional estudia el sector de tiendas por departamento en el mercado peruano durante los años 2009 y 2017. Asimismo, explica cuáles fueron las estrategias y formas de ingreso de las principales tiendas por departamento extranjeras en el Perú y las teorías que se encuentran detrás de su incursión. De la misma forma, el objetivo principal de esta investigación es establecer la relación que existe entre los factores macroeconómicos con la internacionalización de las tiendas por departamento en el mercado peruano durante el periodo 2009 al 2017. Además, se empleó una investigación cuantitativa, de alcance correlacional, diseño longitudinal no experimental de tendencia. También, se usó la técnica estadística no paramétrica bajo el análisis correlacional de Rho Spearman. Mediante el uso de la herramienta estadística informática SPSS se comprobó que si existe correlación entre los factores macroeconómicos y la internacionalización de las tiendas por departamento Saga Falabella, Ripley y Almacenes Paris en el mercado peruano. Para el caso de Saga Falabella, el índice de competitividad es el que presenta mayor incidencia en la internacionalización de la misma en el Perú durante los años 2009 y 2017. En cuanto a Tiendas por departamento Ripley, el PBI es el indicador que se correlaciona con mayor significancia. Sin embargo, es importante mencionar que, debido a la poca información disponible para Almacenes París, se decidió desarrollar un análisis descriptivo evolutivo a través de gráficos donde se visualizó que los indicadores macroeconómicos que se correlacionan con la internacionalización de la empresa durante los años 2013 y 2017 fueron la competitividad, el riesgo país y el ranking Doing Business publicado por el Banco Mundial. / The present work of professional sufficiency studies the sector of the department stores in the Peruvian market during the years 2009 and 2017. In addition, it is explained which were the strategies and income forms of the main foreign department stores and the theories that are behind their incursion.In the same way, the main objective of this research is to establish the relationship that exists between macroeconomic factors with the internationalization of department stores in the Peruvian market during the period 2009 to 2017.Also, the type of research used was quantitative, correlational, non-experimental longitudinal trend design. The statistical technique used was correlational analysis of Rho Spearman. Using the statistical tool SPSS, it is verified whether there is a correlation between macroeconomic factors and the internationalization of department stores Saga Falabella, Ripley and Almacenes París in the Peruvian market. In the case of the Saga Falabella, the competency index is the most important presentation in the internationalization of the same in Peru during the years 2009 and 2017. As for Department Stores Ripley, the GDP is the indicator that correlates with greater significance. However, it is important to mention that, due to the little information available for Almacenes París, an evolutive descriptive analysis can be developed through the graphs showing the macroeconomic indicators that correlate with the internationalization of the company during the years 2013 and 2017. And the results were competitiveness, country risk and ranking Doing Business publishes by the World Bank. / Tesis

本研究的主要目的，在於探討中國大陸的得獎基金之績效持續性是否存在？本研究利用晨星與理柏兩家國際專業評級機構於2004年至2012年所頒發的中國大陸得獎基金為研究樣本（前者的樣本為41檔基金，後者的樣本為53檔基金），資料來源分別為晨星資訊（深圳）有限公司及新浪網。在分別採用累計淨值報酬率、Sharpe指標作為績效衡量指標，並使用Spearman等級相關檢定、績效二分法與迴歸分析，以驗證中國大陸得獎基金在頒發前後不同期間的績效表現是否具有持續性。研究結果發現，前兩種檢定方法皆呈現基金績效在短期（三個月及六個月）具有持續性，而在長期甚至出現績效反轉的現象。而迴歸模型分析的主要發現為，在控制其他變數後，獲得晨星中國基金獎之基金在短期才具持續性，在一年時出現績效反轉。而獲得理柏中國基金奬之基金，在六個月的評估期間就可能出現績效反轉的現象。 / The purpose of this study is to investigate whether the persistence of awarded funds’ performance exist in China. This study employs awarded funds of MorningStar award and Lipper award in China as the sample provided by Morningstar website in China and Sina website. Using accumulated rate of return and Sharpe index as the measurements of awarded funds’ performance and Spearman’s rank correlation coefficient, two-way table constructed by Goetzmann and Ibbotson (1994) and regression analysis as methodologies to analyze this issue in different before-and-after periods, the primary finding of this study is that the former two methodologies show that the performance persistence of awarded funds exist only in three- and six-month periods, and performance reversal appears in the long-run. According to regression analysis, this study suggests that MorningStar awarded funds might have persistent performance in the short-run, but performance reversal after 1-year period. However, Lipper awarded funds do not have persistent performance, but performance reversal after six-month period.