Econometric Modelling of Stock Market Intraday Activity

Econometric Modelling of Stock Market Intraday Activity
Author: Luc Bauwens
Publisher: Springer Science & Business Media
Total Pages: 192
Release: 2013-11-11
Genre: Business & Economics
ISBN: 147573381X

Over the past 25 years, applied econometrics has undergone tremen dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and simulation based methods. Time series analysis has been an active field of research since the seminal work by Box and Jenkins (1976), who introduced a gen eral framework in which time series can be analyzed. In the world of financial econometrics and the application of time series techniques, the ARCH model of Engle (1982) has shifted the focus from the modelling of the process in itself to the modelling of the volatility of the process. In less than 15 years, it has become one of the most successful fields of 1 applied econometric research with hundreds of published papers. As an alternative to the ARCH modelling of the volatility, Taylor (1986) intro duced the stochastic volatility model, whose features are quite similar to the ARCH specification but which involves an unobserved or latent component for the volatility. While being more difficult to estimate than usual GARCH models, stochastic volatility models have found numerous applications in the modelling of volatility and more particularly in the econometric part of option pricing formulas. Although modelling volatil ity is one of the best known examples of applied financial econometrics, other topics (factor models, present value relationships, term structure 2 models) were also successfully tackled.

Urban Foreign Policy and Domestic Dilemmas

Urban Foreign Policy and Domestic Dilemmas
Author: Nico van der Heiden
Publisher: ECPR Press
Total Pages: 145
Release: 2024-10-31
Genre: Political Science
ISBN: 178552089X

City-regions have gained economic and political power in the process of globalisation. Many of them use this power to develop their own international activities. This book investigates why city-regions go global and the consequences of their newly gained self-confidence on the international scale. The book analyses Swiss and EU city-regions' international activities with seven in-depth case studies. The book shows that the local economic setting, and the political response in developing international activities, are closely linked. Not only has urban politics changed due to its international dimension, but also the interplay between the core city, the agglomeration communities, the regional, the national, and EU levels. Understanding the role of the EU in city-regions' international activities is crucial for comprehending recent trends in urban governance.

U.S. Army Special Forces Language Visual Training Materials - FRENCH - Plus Web-Based Program and Chapter Audio Downloads

U.S. Army Special Forces Language Visual Training Materials - FRENCH - Plus Web-Based Program and Chapter Audio Downloads
Author:
Publisher: Jeffrey Frank Jones
Total Pages: 3776
Release:
Genre:
ISBN:

Now included at the end of the book is a link for a web-based program, PDFs and MP3 sound files for each chapter. Over 3,700 pages ... Developed by I Corps Foreign Language Training Center Fort Lewis, WA For the Special Operations Forces Language Office United States Special Operations Command LANGUAGE TRAINING The ability to speak a foreign language is a core unconventional warfare skill and is being incorporated throughout all phases of the qualification course. The students will receive their language assignment after the selection phase where they will receive a language starter kit that allows them to begin language training while waiting to return to Fort Bragg for Phase II. The 3rd Bn, 1st SWTG (A) is responsible for all language training at the USAJFKSWCS. The Special Operations Language Training (SOLT) is primarily a performance-oriented language course. Students are trained in one of ten core languages with enduring regional application and must show proficiency in speaking, listening and reading. A student receives language training throughout the Pipeline. In Phase IV, students attend an 8 or 14 week language blitz depending upon the language they are slotted in. The general purpose of the course is to provide each student with the ability to communicate in a foreign language. For successful completion of the course, the student must achieve at least a 1/1/1 or higher on the Defense Language Proficiency Test in two of the three graded areas; speaking, listening and reading. Table of Contents Introduction Introduction Lesson 1 People and Geography Lesson 2 Living and Working Lesson 3 Numbers, Dates, and Time Lesson 4 Daily Activities Lesson 5 Meeting the Family Lesson 6 Around Town Lesson 7 Shopping Lesson 8 Eating Out Lesson 9 Customs, and Courtesies in the Home Lesson 10 Around the House Lesson 11 Weather and Climate Lesson 12 Personal Appearance Lesson 13 Transportation Lesson 14 Travel Lesson 15 At School Lesson 16 Recreation and Leisure Lesson 17 Health and the Human Body Lesson 18 Political and International Topics in the News Lesson 19 The Military Lesson 20 Holidays and Traditions

Domestic Space in France and Belgium

Domestic Space in France and Belgium
Author: Claire Moran
Publisher: Bloomsbury Publishing USA
Total Pages: 385
Release: 2022-01-13
Genre: Architecture
ISBN: 1501341707

Domestic Space in France and Belgium offers a new addition to the growing body of work in Interior Studies. Focused on late 19th and early 20th-century France and Belgium, it addresses an overlooked area of modernity: the domestic sphere and its conception and representation in art, literature and material culture. Scholars from the US, UK, France, Italy, Canada and Belgium offer fresh and exciting interpretations of artworks, texts and modern homes. Comparative and interdisciplinary, it shows through a series of case-studies in literature, art and architecture, how modernity was expressed through domestic life at the turn of the century in France and Belgium.

ICA Health Summary

ICA Health Summary
Author: United States. International Cooperation Administration
Publisher:
Total Pages: 1142
Release: 1955-08
Genre: Public health
ISBN:

Current Catalog

Current Catalog
Author: National Library of Medicine (U.S.)
Publisher:
Total Pages: 438
Release:
Genre: Medicine
ISBN:

First multi-year cumulation covers six years: 1965-70.