... blends semimartingale theory and applications to finance in an impressive manner Other interesting and inspiring sources are the papers by Eberlein (2001), Cont (2001), Barndorff-Nielsen and Prause ... prices Finance Stoch 1, 131–140 Eberlein, E and U Keller (1995) Hyperbolic distributions in finance Bernoulli 1, 281–299 ¨ Eberlein, E and F Ozkan (2003) Time consistency of L´e...
Ngày tải lên: 12/11/2015, 01:03
... 1.3 Testing Hypotheses about β In the market model regression β measures the contribution of an asset to the variability of the market index portfolio One hypothesis of interest is to test if the ... so-called F-test The idea behind the F-test is to estimate the model imposing the restrictions specified under the null hypothesis and compare the fit of...
Ngày tải lên: 13/12/2013, 14:53
an introduction to network modeling and simulation for the practicing engineer
... Network Modeling and Simulation for the Practicing Engineer Jack Burbank, William Kasch, Jon Ward AN INTRODUCTION TO NETWORK MODELING AND SIMULATION FOR THE PRACTICING ENGINEER Jack Burbank William ... relatively constant over the transmission of the message From Table 2-3, the IEEE 802.11 b and g channel bandwidth both exceeds and is below the...
Ngày tải lên: 02/04/2014, 15:49
Tài liệu An Introduction to Old English (Edinburgh Textbooks on the English Language)
... Leeds) Anthony Warner (University of York) An Introduction to English Syntax Jim Miller An Introduction to English Phonology April McMahon An Introduction to English ... Page AN INTRODUCTION TO OLD ENGLISH especially in East Anglia Soon after they spread westwards and northwards, and by the seventh century the English (as th...
Ngày tải lên: 19/05/2015, 07:55
Tài liệu An Introduction to Intelligent and Autonomous Control-Chapter 12: Learning in Control pdf
Ngày tải lên: 14/12/2013, 12:15
Tài liệu Understanding Toxic Substances - An Introduction to Chemical Hazards in the Workplace docx
... structure, the extent to which the substance is absorbed by the body, and the body’s ability to detoxify the substance (change it into less toxic substances) and eliminate it from the body The toxicity ... toxic substances used on the job In order to determine the health risks of substances, and to find out how to work with them safely, you need to obta...
Ngày tải lên: 14/02/2014, 03:20
an introduction to stochastic processes in physics - d. lemons
... An Introduction to Stochastic Processes in Physics An Introduction to Stochastic Processes in Physics Containing “On the Theory of Brownian Motion” by Paul Langevin, translated by Anthony ... introduction to stochastic processes in physics / by Don S Lemons p cm Includes bibliographical references and index ISBN 0-8 01 8-6 86 6-1 (alk paper) – I...
Ngày tải lên: 17/03/2014, 14:59