... short-term kurtosis of asset returns, a SV model with fatter-tailed noise or jump component may have better explanatory power Keywords: Stochastic Volatility, Efficient Method of Moments (EMM), ... Efficient Method of Moments (EMM) by Gallant and Tauchen (1996) While the stochastic volatility generalization has been shown to improve over the Black-Scholes model in terms of the explanatory power ... asymptotic efficiency of likelihoodbased methods In addition, the method provides information for the diagnostics of the underlying model specification The second objective of this paper is to examine...
Ngày tải lên: 21/12/2013, 01:20
Báo cáo " Method of dissolving-separating to absolute recovery nickel from wastes of nickel galvanization industrial " ppt
... phan tfch dugc trinh bay bang Bdng 1: Khoang dao dgng phin cita mdt so nguyen to chfnh ba thai Goshi [2] Nguyen to Frgng lugng, % Ni 10-20 C - 15 Fe 3-6 Cr 3-20 Si 2-4 Ca 2-5 S -3 Na -2 Ket qua ... Hang Agilent model 7500a tai Trung tam phan tfch thugc Vien cdng nghe xa hilm Ham lugng cac nguyen to dung djch thu hdi theo thir tu boa tich lap lai, mg/lit TTthuc nghiem Tdng lugng Ni thu hdi, ... thudng Dilu cd thi giai thich ring dugc dun ndng, niken 766 hydroxyt dugc hoa tan trudc tien va hoan toan khiln ndng ion Ni'* tang cao, vdi mirc dii ldn de lie c h i su hoa tan cac hgp chit oxyhydroxyt...
Ngày tải lên: 11/03/2014, 16:20
Topic 3: The Generalized Method of Moments
... of instruments is equal to the number of coefficients we want to estimate Size of Z is the same as the size of IV What happens if the number of instruments is greater than the number of ... estimator of the covariance matrix of the parameter estimates be calculated The resulting standard error estimates are consistent in the presence of any pattern of heteroskedasticity and autocorrelation ... twostep specifies that the two-step estimator is to be calculated instead of the one-step ngoac la nhung bien ko b noi sinh ivstyle() specifies a set of variables to serve as standard instruments, with...
Ngày tải lên: 17/12/2015, 22:28
the method of investment appraisal which may be applied to evaluated and rank potential investment opportunities and their relative merits and limitations
... There are methods to takeover a company: cash offers, share-for-share offers, mixed bids and security package • Cash offers Public offering of security issue to every interested investor, with ... effects of a takeover ‘Takeover’ is referring to transfer of control of a firm from one group of shareholders to another group of shareholders It is a change in the controlling interest of corporation, ... contrast, a right issue is offered only to the current stockholders General cash offer is the most common method of selling debt (bond) and equity (stock) issues According to the SEC Rule 415 (1982),...
Ngày tải lên: 17/02/2014, 13:02
Báo cáo lâm nghiệp:" How to relate the standing tree shape to internal wood characteristics: Proposal of an experimental method applied to poplar trees" pptx
... The objective of this paper is to present the method developed in our laboratory to measure the geometry of a standing mature tree and to relate it to the occurrence of reaction wood, even though ... measurement of targets attached to the trunk and located by a triangulation method from three fixed posts Thomas [15] developed a quick photogrammetric method to characterise trunk shape up to meters ... reports the results of measurements of ten poplar trees and the internal wood characteristics of one individual tree to illustrate the method and to assess its accuracy MATERIALS AND METHODS 2.1 Plant...
Ngày tải lên: 08/08/2014, 01:21
A Study on the Optimum Backwashing Method applied to Activated Carbon Process in Waterworks
... 50% of KMnO4 consumption, 43% of UV254, 40% of TOC, 27% of THMFP and virgin carbon has, in removal rate, 45% of KMnO4 consumption, 33% of UV254, 39% of TOC, 25% of THMFP; the removal rate of reactivated ... turbidity of discharged water (NTU) Increase and 8-min, of air wash 12-min of air and 18-min of wash and 20-min decrease water wash of water wash Division 4days of back wash 6days of back wash 8days of ... analysis of filtered outflow water was based on the official test methods of water pollution4), Standard Methods5), and the Japanese waterworks test methods6; each-item analysis equipment and test methods...
Ngày tải lên: 05/09/2013, 08:40
Use of an extension of the park's transformation to determine control laws applied to a non sinusoidal permanent magnet synchronous motor
... thus the zero-sequence current io does not take part to the generation of the torque, but Contributes to copper losses This kind of motor is then often star connected, so ia+ib+ic=O => io* Using ... variations vs the position of tlie rotor 'fie scheme of a torque control is shown on figure 4a 35 losses Square wave currents are not the best shape of currents for this kind of motor > I& L-e+*, \~ ... vector control 'Tested "dq" vector control includes compensations of backelectromotive forces but not take into account the coupling of d and q phases Figure 5b: "abc" frame vector control: torque...
Ngày tải lên: 03/01/2014, 19:50
03 analysis of mechanical systems using interval computations applied to finite element methods o dessombz
... method of Rump ([9]) relies on the fixed point theorem, and had to be adapted to avoid the problems of overestimation due to the loss of dependence in interval arithmetic As the basic method of ... associated to a particular difficulty, for instance the number of parameters, or the development of the matrices into a sum with interval parameters put into factor Interval Computations Applied to FEM ... thickness of plates These uncertain parameters are generally identified to random variables, and introduced in a stochastic approach of the problems Different methods can be used to solve these stochastic...
Ngày tải lên: 12/01/2014, 21:45
Tài liệu engineering geology applied to the design and operation of ungerground coal mines ppt
Ngày tải lên: 21/02/2014, 08:20
Báo cáo khoa học: " Thumbs Up or Thumbs Down? Semantic Orientation Applied to Unsupervised Classification of Reviews" doc
... of five stars Table A summary of the corpus of reviews Domain of Review Number of Reviews Automobiles Honda Accord Volkswagen Jetta Banks Bank of America Washington Mutual Movies The Matrix Pearl ... p(word2) is thus a measure of the degree of statistical dependence between the words The log of this ratio is the amount of information that we acquire about the presence of one of the words when we ... accuracy of the Cancun reviews: good beaches not necessarily add up to a good vacation On the other hand, good automotive parts usually add up to a good automobile and good banking services add up to...
Ngày tải lên: 08/03/2014, 07:20
principles of quantum mechanics, as applied to chemistry and chemical physics
... Pennsylvania, rising to the rank of Professor of Chemistry In Penn's School of Arts and Sciences, Professor Fitts also served as Acting Dean for one year and as Associate Dean and Director of the Graduate ... monochromatic beam of light consists of a stream of individual photons, then each photon presumably must pass through either slit A or slit B To test this assertion, detectors are placed directly ... of the outer limits predicted by the classical theory Thus, the beam of silver atoms splits into two distinct components, one corresponding to ố 08, the other to ố 1808 There are no trajectories...
Ngày tải lên: 24/04/2014, 17:11
NEUBER'S RULE APPLIED TO FATIGUE OF NOTCHED SPECIMENS
... Fracture Research Laboratories of the Department of Theoretical and Applied Mechanics, University of Illinois, in cooperation with the Aeronautical Structures Laboratory of the NavE Air Engineering ... procedures, i.e., cnter the number of pages containing informatton, If the report has been furnished to the Office cf Technical Services, Department of Commerce, for sale to the public, indicate this ... Neuber's rule is used to convert the smooth specimen data for a given metal into a master life pl3t which can , used to estimate the fatigue life of any notched member made of that particular metal...
Ngày tải lên: 24/05/2014, 20:28
báo cáo hóa học:" Validation of a HLA-A2 tetramer flow cytometric method, IFNgamma real time RT-PCR, and IFNgamma ELISPOT for detection of immunologic response to gp100 and MelanA/MART-1 in melanoma patients" doc
... due to an insufficient number of cells Accuracy The accuracy of an analytical method describes the closeness of mean test results (detected) obtained by the method to the true value (expected) of ... studies to further assess assay performance characteristics Regulatory agencies and published white papers provide guidance on validation of analytical methods and immunogenicity methods to monitor ... field to validate these and other similar assays for assessment of patient T cell response These methods can be applied not only to cancer vaccines but to other therapeutic proteins as part of immunogenicity...
Ngày tải lên: 18/06/2014, 15:20
báo cáo hóa học: " Psychometric properties of the Child Health Assessment Questionnaire (CHAQ) applied to children and adolescents with cerebral palsy" ppt
... proportion of "not applicable" items, because this type of answer suggests inadequacy of the question which is not due only to the influence of the age factor but also to the motor limitation of the ... reliability of the childhood health assessment questionnaire The Journal of Rheumatology 1994, 21:2349-2352 Ruperto N, Ravelli A, Pistorio A, Malattia C, Cavuto S, Gado-West L, Tortorelli A, Landgraf ... original elaboration of CHAQ; therefore some items were not applied to some younger age groups The higher scores correspond to the highest degree of incapacity The average of the scores of the domains...
Ngày tải lên: 18/06/2014, 19:20
Báo cáo hóa học: " Bias analysis applied to Agricultural Health Study publications to estimate non-random sources of uncertainty" doc
... person-time To overcome this barrier, I used the method of Rothman and Boice to assess the dose- Bias analysis of the glyphosate paper Identification of important sources of systematic error Table two of ... ever-use of a subset of pesticides in a subsample of 4088 Iowa AHS applicators [14] Agreement was lower (typically 50% to 60%) for measures that involved duration, frequency, or decade of first use of ... appropriate method to assess the dose-response trend [3] To replicate the method, both the number of cases and accrued person-time in each dose group would be required The authors provide the number of...
Ngày tải lên: 20/06/2014, 00:20
Báo cáo hóa học: " Research Article An Effective Numerical Method and Its Utilization to Solution of Fractional Models Used in Bioengineering Applications" docx
... been presented as well It is worth to note that some other methods are also appropriate for solution of such kind of problem, for example predictor-corrector method 19 , Podlubny’s matrix approach ... different numerical methods as for example homotopy perturbation method, variational iteration method, and so on Discussion The proposed numerical method is also known as Euler method which is based ... have the units of sec q to maintain a consistent set of units for the magnetization Numerical solution of Bloch equations 3.7 was obtained by using the relationship 2.22 , which leads to solution...
Ngày tải lên: 21/06/2014, 05:20
Báo cáo hóa học: " Research Article Design and Implementation of a Generic Energy-Harvesting Framework Applied to the Evaluation of a Large-Scale Electronic Shelf-Labeling Wireless Sensor Network" pdf
... R5 to 2.5 V on the input of the ADC (the maximum input voltage of ADC4 of the MSP430) 5.2 Environment Emulator: Software We already know that the capacitance (stated in terms of the amount of ... emulation, we could define a capacitor with initial voltage of V and a harverster which is equal to 0.855 mA (50) and a capacitor of 875 μF On the DUT, the first thing to is to check if there is enough ... dialog semiconductor; (ii) interface connector to the main PCB; (iii) light energy: captured from sunlight or room light via photo sensors, or solar panels; (iii) interface connectors to the 192 segment...
Ngày tải lên: 21/06/2014, 11:20
Báo cáo hóa học: "Research Article Metamodeling Techniques Applied to the Design of Reconfigurable Control Applications" doc
... include the definition of a more formal methodology to develop specific plant model, the development of tools supporting the configuration phase of the model, the study of how to model the scheduling ... can be applied and formal methods can be used to model them (process algebras, automata, etc.) In the fourth step, all the activities to be performed to accomplish the tasks necessary to realize ... (2) milling carburettor plate, making a hole of carburettor plate, and tapping holes of carburettor plate The manifold production system model is composed of as many instances of P2Machine class...
Ngày tải lên: 22/06/2014, 05:20
Báo cáo hóa học: " Research Article Evaluation of Robust Estimators Applied to Fluorescence Assays" doc
... included to further illustrate the effectiveness of the robust estimation in repeated measurements, applied also to the dynamic bacterial data METHODS To be able to select suitable estimators and ... leads to the selection of the methods and the parameters according to the nature of the deviations, for which the influence function offers a suggestive tool Often it is difficult or impossible to exactly ... designates the estimators’ ability to totally nullify the influence of an outlier outside the given distance Asymptotic variance (V (T, F)) describes the efficiency of the estimator, that is, low variance...
Ngày tải lên: 22/06/2014, 19:20