Scaling, clustering and dynamics of volatility in financial

Scaling, clustering and dynamics of volatility in financial time series

... Modeling of Volatility Clustering 1.3.1 What is the underlying mechanism of volatility clustering? Although there have been considerable eﬀorts in exploring statistical models of volatility clustering, ... The time series of a ﬁnancial asset can be generated in higher rate of sampling-frequency of time unit in minutes, resulting in “high-frequency” data, or...

Ngày tải lên : 16/09/2015, 08:31

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Circuit theory of finance and the role of incentives in financial sector reform

... illustrates the main structural, theoretical and incentive-related policy implications of circuit theory of finance Section I.2 discusses the special role of the financial system as the core of the circuit ... profitability is declining The internalization of information within the same institution may thus enhance intra -circuit and inter -circuit st...

Ngày tải lên : 24/10/2012, 09:33

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Tài liệu Báo cáo khoa học: "Beefmoves: Dissemination, Diversity, and Dynamics of English Borrowings in a German" ppt

... change, and language relationship: An introduction to historical and comparative linguistics Berlin, New York: Mouton de Gruyter Andrew Kachites McCallum 2002 Mallet: A machine learning for language ... mixed-lingual data with an application to parsing Ph.D thesis, Institute for Communicating and Collaborative Systems, School of Informatics, University of Edinburgh Eduardo G Altma...

Ngày tải lên : 19/02/2014, 19:20

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Báo cáo khoa học: Eukaryotic class 1 translation termination factor eRF1 ) the NMR structure and dynamics of the middle domain involved in triggering ribosome-dependent peptidyl-tRNA hydrolysis pptx

... structure / w 16 1 ± )4 8 ± )2 0 16 0 )4 8 14 )4 0 ± 11 )9 0 ± 21 )6 4 )4 3 )6 0 13 12 8 ± 12 )6 3 ± 30 )7 0 13 0 )6 0 17 48 ± 68 )1 2 8 ± 93 )1 2 0 45 18 0 51 )4 ± 13 90 58 )2 2 ± 46 )6 2 ± 10 5 )6 3 )4 0 )6 0 10 4 )1 3 5 ... )1 3 5 ± 73 )8 7 )1 7 0 44 )2 3 ± 16 )6 3 )3 5 23 13 5 ± )1 1 0 ± 17 )7 5 1...

Ngày tải lên : 07/03/2014, 05:20

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Báo cáo khoa học: Intermodule cooperativity in the structure and dynamics of consecutive complement control modules in human C1r Structural biology docx

... Overlay of HSQC spectra collected at 300 K of single CCP1 and CCP2 and of pair of modules at neutral and acidic pH Doc S1 Intermodule cooperativity in the structure and dynamics of consecutive complement ... (CCP1single) and second complement control protein module of C1r (CCP2single) for the single CCP modules, and CCP1CCP2 and CCP1CCP2 fo...

Ngày tải lên : 15/03/2014, 23:20

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báo cáo khoa học: "Real-time imaging and analysis of differences in cadmium dynamics in rice cultivars (Oryza sativa) using positron-emitting 107Cd tracer" ppsx

... Real-time imaging and analysis of differences in cadmium dynamics in rice cultivars (Oryza sativa) using positron-emitting 107Cd tracer Satoru Ishikawa1*§, Nobuo ... to grains in typical rice cultivars that differed in grain Cd concentrations We used positron-emitting 107Cd tracer and an innovative imaging technique, the positron-emitting tr...

Ngày tải lên : 11/08/2014, 11:21

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Atomistic modeling of energetics and dynamics of diffusive and frictional phenomena in c60 graphene based systems

... barriers into account, to predict the diffusion coefficient as a function of temperature and hydrogen coverage Our findings provide insights into the understanding of the diffusive and frictional phenomena ... regimes of surface diffusion in C60/ graphene system according to the effect of temperature and rotational degrees of freedom (DOFs) of the admolecule In...

Ngày tải lên : 08/09/2015, 17:49

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Study of pharmacokinetics of prenylflavonoids and dynamics of estrogen action in sera following ingestion of epimedium using validated, ultra sensitive cell based bioassays

... analytes, containing 1, and 10 nM of icariin, icaritin and desmethylicaritin; 5, 30 and 60 nM of icariside I and 71 icariside II, respectively and internal standard in pooled rat sera, were placed ... using lipofectamine Sixteen hours posttransfection, the cells were washed, trypsinized and split at ratio of in 10, in 100 and in 1000 into selective cell cultur...

Ngày tải lên : 10/09/2015, 15:48

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Study of pharmacokinetics of prenylflavonoids and dynamics of estrogen action in sera following ingestion of epimedium using validated, ultra sensitive cell based bioassays 2

... bioactivity of androgenic compounds in sera (Fig 26 F) 120 Figure 26 : Estrogenicity in serum following ingestion of estradiol valerate or Epimedium decoction Following baseline blood sampling (—▲—), ... (1.00-1. 12) 0.043 E2V 21 16 1.67 (1.58-1.77)

Ngày tải lên : 10/09/2015, 15:54

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Study of pharmacokinetics of prenylflavonoids and dynamics of estrogen action in sera following ingestion of epimedium using validated, ultra sensitive cell based bioassays 4

... that of genistein and kaempferol (Maggiolini et al., 20 04; Leung et al., 20 04) The presence of serum reduced ERα binding of quercetin in MCF-7 cells, with relative binding affinities for genistein, ... effectiveness in sera of the decoction when administered orally Ingestion of a defined Epimedium decoction resulted in a 6% increase in ERα AUC effect over baseline...

Ngày tải lên : 10/09/2015, 15:54

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Study of pharmacokinetics of prenylflavonoids and dynamics of estrogen action in sera following ingestion of epimedium using validated, ultra sensitive cell based bioassays 5

... ascertain whether the ingestion of estrogenic prenylflavonoids from Epimedium for the purpose of maintaining bone health can increase risk of ERα-positive breast cancer Interestingly, icaritin, ... and sulfatase Non-linear pharmacokinetics and prolonged effects for up to 72 h following administration of a single dose of Epimedium extract were also observed Coupled pr...

Ngày tải lên : 10/09/2015, 15:54

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Study of pharmacokinetics of prenylflavonoids and dynamics of estrogen action in sera following ingestion of epimedium using validated, ultra sensitive cell based bioassays 6

... P., Lee, L., Li, J and Yong, E.L 2009 Pharmacokinetics of prenylflavonoids and correlations with the dynamics of estrogen action in sera following ingestion of a standardized Epimedium extract ... Pharmacokinetics of the citrus flavanone aglycones hesperetin and naringenin after single oral administration in human subjects Eur J Clin Nutr 61 (4):472-7 Kl...

Ngày tải lên : 10/09/2015, 15:54

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Báo cáo y học: "Maternal use of Loratadine during pregnancy and risk of hypospadias in offspring"

... maternal use of loratadine and second- or third-degree hypospadias was demonstrated [22] Similarly, in an Israeli study [20], no increased risk of hypospadias was demonstrated in the loratadine group ... Swedish Birth Registry, the database we used is one of the largest in the world for studying the safety of drugs used in pregnancy and previous studies have...

Ngày tải lên : 02/11/2012, 10:09

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Textile and Apparel Barriers and Rules of Origin in a Post-ATC World

... Textile and Apparel Barriers and Rules of Origin in a Post-ATC World Alan Fox U.S International Trade Commission, Washington, DC William Powers U.S International Trade Commission, Washington, ... Trade Agreement.” Journal of World Trade 34 (1): 141–166 Estevadeordal, Antoni and Kati Suominen 2006 “Mapping and Measuring Rules of Origin Around the World. ”...

Ngày tải lên : 12/04/2013, 16:17

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A study on the aspects of syntax and semantics of negation in english and the contrastive analysis in vietnamese

... aspects of syntax and semantics of negation in English and the contrastive analysis with their Vietnamese equivalents Then, applying to investigate the negation in the text of President Barack Obamas ... Syntactic and semantic features of negation of the text of President Barack Obamas inaugural address After having a careful analysis on...

Ngày tải lên : 11/12/2013, 23:53

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