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- 저자 : Ravi Raja Kumar (검색결과 3 건)
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Submental intubation: alternative short-term airway management in maxillofacial trauma
Ravi Raja Kumar,Suresh Vyloppilli,Shermil Sayd,Annamala Thangavelu,Benny Joseph,Auswaf Ahsan 대한구강악안면외과학회 2016 대한구강악안면외과학회지 Vol.42 No.3
Objectives: To assess submental route intubation as an alternative technique to a tracheostomy in the management of the airway in cranio-maxillofacial trauma, along with an assessment of its morbidity and complications. Materials and Methods: Submental intubation was performed in 17 patients who had maxillofacial panfacial trauma and management was done under general anesthesia during a period of one year from 2013 to 2014 at Departments of Oral and Maxillofacial Surgery and Dentistry, the Malankara Orthodox Syrian Church Medical College, Kochi, India. Results: In all 17 cases, the technique of submental intubation was found to be simple and reliable. Hypertrophic scars were noted in three cases, orocutaneous fistula and mucocele in one case each. All these complications were managed comfortably without significant morbidity to the patient. Conclusion: Submental intubation is a good technique that can be used regularly in the management of the airway in cranio-maxillofacial trauma, but with some manageable complications.
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A Study on Unfolding Asymmetric Volatility: A Case Study of National Stock Exchange in India
Ravi Kumar SAMINENI,Raja Babu PUPPALA,Syamsundar KULAPATHI,Shiva Kumar MADAPATHI 한국유통과학회 2021 The Journal of Asian Finance, Economics and Busine Vol.8 No.4
The study aims to find the asymmetric effect in National Stock Exchange in which the Nifty50 is considered as proxy for NSE. A return can be stated as the change in value of a security over a certain time period. Volatility is the rate of change in security value. It is an arithmetical assessment of the dispersion of yields of security prices. Stock prices are extremely unpredictable and make the investment in equities risky. Predicting volatility and modeling are the most profuse areas to explore. The current study describes the association between two variables, namely, stock yields and volatility in equity market in India. The volatility is measured by employing asymmetric GARCH technique, i.e., the EGARCH (1,1) tool, which was used in building the study. The closing prices of Nifty on day-to-day basis were used for analysis from the period 2011 to 2020 with 2,478 observations in the study. The model arrests the lopsided volatility during the mentioned period. The outcome of asymmetric GARCH model revealed the subsistence of leverage effect in the index and confirms the impact of conditional variance as well. Furthermore, the EGARCH technique was evidenced to be apt in seizure of unsymmetrical volatility.
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Expiration-Day Effects on Index Futures: Evidence from Indian Market
Ravi Kumar SAMINENI,Raja Babu PUPPALA,Ramesh MUTHANGI,Syamsundar KULAPATHI 한국유통과학회 2020 The Journal of Asian Finance, Economics and Busine Vol.7 No.11
Nifty Bank Index has started trading in futures and options (F&O) segment from 13th June 2005 in National Stock Exchange. The purpose of the study is to enhance the literature by examining expiration effect on the price volatility and price reversal of Underlying Index in India. Historical data used for the current study primarily comprise of daily close prices of Nifty Bank which is the only equity sectoral index in India which is traded in derivatives market and its Future contract value is derived from the underlying CNX Bank Index during the period 1st January 2010 till 31st March 2020. To check stationarity of the data, Augmented Dicky Fuller test was used. The study employed ARMA- EGARCH model for analysing the data. The empirical results revealed that there is no effect on the mean returns of underlying Index and EGARCH (1,1) model furthermore shows there is existence of leverage effect in the Bank Index i.e., negative shocks causes more fluctuations in the Index than positive news of similar magnitude. The outcome of the study specifies that there is no effect on volatility on the underlying sectoral index due to expiration days and also observed no price reversal effect once the expiration days are over.
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