We employ the static and dynamic copula models to investigate whether technical indicators provide information on volatility in the next trading day, where the volatility is measured by daily realized volatility. Our empirical results, based on long samples of 8 well-known stock indexes, suggest that a significant and asymmetric tail dependence between the technical indicators based on moving average and the next day volatility. The level of dependence change over time in a persistent manner. And the dependence structure presents some distinct differences between emerging market indexes and developed market indexes. These results indicate that the technical indicators can provide information on the next day volatility at extremes, and are less informative at normal market.

The authors consider the multilinear Riesz potential operator defined by. . , f m , m, n the nonnegative integers with n ≥ 2, m ≥ 1, 0 < α < mn, and μ is a nonnegative n-dimensional Borel measure. In this paper, the boundedness for the operator I α,m on the product of homogeneous Morrey-Herz spaces in nonhomogeneous setting is found.

For 0 < α < mn and nonnegative integers n ≥ 2, m ≥ 1, the multilinear fractional integral is defined bym ). In this note, the oneweighted and two-weighted boundedness on L p (R n ) space for multilinear fractional integral operator I (m) α and the fractional multi-sublinear maximal operator M (m) α are established respectively. The authors also obtain two-weighted weak type estimate for the operator M (m) α .

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Abstract. In this paper the boundedness for a large class of multisublinear operators is established on product generalized Morrey spaces with non-doubling measures. As special cases, the corresponding results for multilinear Calderón-Zygmund operators, multilinear fractional integrals and multi-sublinear maximal operators will be obtained.