de matos and fernandes-testing the markov property with ultra-high frequency financial data

... for citation purposes) Child and Adolescent Psychiatry and Mental Health Open Access Research Does switching from oral extended-release methylphenidate to the methylphenidate transdermal system ... Abstract Background: To evaluate health-related quality of life (HRQL) and medication satisfaction after switching from a stable dose of oral extended-r...

Ngày tải lên: 25/10/2012, 10:06

... that form (b) of the Markov property is stronger then (3.2); the Markov property requires that for any function h , e IE hS k+1 jF k  is a function of S k . Equation (3.2) is the case of hx=x . Consider ... phuS k +qhdS k : This shows the stock price is Markov. Indeed, if we condition both sides of the above equation on S k  and use the tower property on t...

Ngày tải lên: 18/10/2013, 03:20

... Exchange-Value of Money 123 (II) Fluctuations in the Objective Exchange-Value of Money evoked by Changes in the Ratio between the Supply of Money and the Demand for it Đ 6 The Quantity Theory 124 Đ 7 The Stock of Money and the Demand for Money 13 1 Đ 8 The Consequences of an Increase in the Quantity of Money while the Demand for ... 3 THE...

Ngày tải lên: 16/02/2014, 03:20

... questions. Respondents were asked about negotiation within their current relationship - whether husbands and boyfriends – on issues such as drinking, sexual intercourse, and use of condoms and ... work, and savings among TRY participants and controls, by time of survey 16 Table 6 Household assets, earnings from paid work, and savings among TRY participants and controls,...

Ngày tải lên: 16/02/2014, 03:20

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Ngày tải lên: 17/02/2014, 08:20

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Ngày tải lên: 18/02/2014, 06:20

... Regulation of the nucleotide binding state of TAP (Eur. J. Biochem. 270) 4541 The distinct nucleotide binding states of the transporter associated with antigen processing (TAP) are regulated by the nonhomologous C-terminal ... NBD2 with the C-terminal segment of TAP1 confers the nucleotide binding behaviour of wild-type TAP...

Ngày tải lên: 20/02/2014, 02:21

... role in the conservation of natural resources in the United States. But, as with the analyses of outdoor recreation, most of the studies of visitors and residents and the impact on their ... Philadelphia, Pa. The Economics Associated with Outdoor Recreation, Natural Resources Conservation and Historic Preservation in the Un...

Ngày tải lên: 21/02/2014, 01:20

... sense, the computer is the mother of all general circuits, and you can finesse the connection between input and output further in software. You can get far in physical computing with the most ... computing might seem at odds with the word physical. ” One of the main strengths of computer technology is transcending the time and space of the physical world. Ye...

Ngày tải lên: 03/06/2014, 01:24

... appeared upon acceptance. Fully formatted PDF and full text (HTML) versions will be made available soon. On generalized weakly directional contractions and approximate fixed point property with applications Fixed ... work is properly cited. On generalized weakly directional contractions and approximate fixed point property with applications Wei-Sh...

Ngày tải lên: 20/06/2014, 20:20

... exponentially for 2 ≤ i ≤ N, and u i t → X ∗ , where X ∗ is a certain solution of a logistic equation. Teng 8 and Ahmad and Stamova 9 also studied the coexistence on a nonautonomous Lotka-Volterra ... conditions on the coefficients are given to guarantee that all the species are permanent. It is shown that these conditions are weaker than those of Liao et al. 2...

Ngày tải lên: 21/06/2014, 11:20

... doi:10.1155/2009/390634 (2009) 24 On generalized weakly directional contractions and approximate fixed point property with applications Wei-Shih Du Department of Mathematics, National Kaohsiung Normal University, Kaohsiung ... corresponds to the article as it appeared upon acceptance. Fully formatted PDF and full text (HTML) versions will be made available soon. On ge...

Ngày tải lên: 21/06/2014, 17:20

... et al.: Paliperidone ER and oral risperidone in patients with schizophrenia: a comparative database analysis. BMC Psychiatry 2011 11:21. Submit your next manuscript to BioMed Central and take ... comparison, placebo-adjusted AEs more com- mon with paliperidone ER than risperidone were sinus tachycardia and tachycardia; placebo-adjusted AEs more common with...

Ngày tải lên: 11/08/2014, 16:23

... that deal with the conditional independence between iid random variables, we derive tests under mixing conditions so as to deal with the time series dependence associ- ated with the Markov property. ... TESTING THE MARKOV PROPERTY WITH ULTRA-HIGH FREQUENCY FINANCIAL DATA ∗ Jo ˜ ao Amaro de Matos Marcelo Fernandes Faculdade de Economia Graduate School of Ec...

Ngày tải lên: 31/10/2014, 11:49