Realised Higher Moments

Realised Higher Moments
Author: Jing Chen
Publisher:
Total Pages: 33
Release: 2017
Genre:
ISBN:

This paper examines incorporation of higher moments in portfolio selection problems utilizing high frequency data. Our approach combines innovations from the realized volatility literature with a portfolio selection methodology utilising higher moments. We provide an empirical study of the measurement of higher moments from tick by tick data and implement the model for a selection of stocks from the DOW 30 over the time period 2005 to 2011. We demonstrate a novel estimator for moments and co-moments in the presence of microstructure noise.

Kingdom Building - Realising Vision and Developing Leaders

Kingdom Building - Realising Vision and Developing Leaders
Author: Catherine Brown
Publisher: Catherine Brown
Total Pages: 187
Release: 2014-12-15
Genre: Religion
ISBN: 1909805149

This book seeks to envision emerging leaders and also equips existing leaders to step out in bold Kingdom ventures. It is a must read for all established visionary leaders and for those who are emerging as aspiring leaders. Catherine draws from her own ministry experience in leading global vision and does so in a transparent and straightforward fashion. The topics in the books include how to recognise your season in the Lord, how to conceive, consolidate and build foundations for vision. How to be prepared to carry vision, how to implement, share and lead vision to completion. Advice on partnership, vision, values, balance in leadership, investing in team, setting goals, dealing with enemy opposition and obtaining counter strategy and much, much more. “This is a wonderfully practical book that melds together Godly values with our best efforts to bring forth Kingdom strategy. It challenges us to lay a true foundation for realizing vision by nurturing the right heart attitude with God and our fellow ministry partners. Then it builds on that solid foundation with straightforward and accessible principles and guidelines. May visions be realized; May leaders be developed; May God’s Kingdom Come.” Rev. Wesley Zinn, Wellspring Church

Explanatory Power of Realized Moments

Explanatory Power of Realized Moments
Author: Seema Rehman
Publisher:
Total Pages: 0
Release: 2022
Genre:
ISBN:

This study decomposes realized moments into high and low components and examines if the high minus low realized moment factors are helpful in explaining future stock returns. Tick by tick data is used to generate five minute returns for computing daily estimates of realized moments. Daily measures of realized moments are averaged for each firm to obtain weekly values resulting in 157,000 firm week observations. Realized moments' factors are incorporated as extensions to basic asset pricing models. Evidence from this paper suggests the role of realized moments in enhancing the step wise model development. To the best of authors' knowledge, this is the first study to analyze the role of realized moments in explaining stock returns, using high frequency data in the emerging stock market of Pakistan. This study may help investors and fund managers to employ best strategies to gain maximum return on their investment.

Mindfulness & Wide-Awakeness in Higher Education

Mindfulness & Wide-Awakeness in Higher Education
Author: Sarah E. Montgomery
Publisher: IAP
Total Pages: 150
Release: 2023-01-01
Genre: Education
ISBN:

How can we support our college students cultivating wide-awakeness, or a way of paying attention and being fully present to oneself and the world? How might we use mindfulness practices to help ourselves and our students become more wide awake, realize our interconnectedness, see what is possible, and transform our lives and the world around us? Educational philosopher Maxine Greene called for the need to intentionally promote wide-awakeness, which includes deepening our awareness, asking critical questions, recognizing that alternatives exist, and finding the agency to make changes personally and collectively. Mindfulness & Wide-Awakeness in Higher Education draws upon Greene’s work to explore the voices and experiences of college students who engaged in mindfulness practices during every class session in a cohort over an academic year and others who participated in a mindfulness group that met weekly for a year. The book explores how students used mindfulness to support their academic success, create a culture of connectedness, promote increased empathy, and fuel their sense of agency regarding social interactions and teaching the practices to others. In particular, the voices of students of color who chose to participate in the weekly mindfulness group are elevated and honored. A culminating chapter provides numerous examples of the mindfulness practices taught throughout the two-year study, serving as an accessible guide for higher education professionals interested in doing this work who would like ideas for where to begin or how to further develop their teaching and student support services. Overall, the book provides rich insights and practical approaches for how higher education faculty and staff can work together with students so we can all become more wide-awake to what is possible in our hearts, in our classrooms, on our campuses, and beyond. ENDORSEMENTS: "Mindfulness & Wide-Awakeness in Higher Education came into my life at the right time. The privileging of the voices of students of color and the collection of accessible mindfulness practices makes this a great tool for teacher educators across the country. If you are looking for a way to support your students’ mental health, academics, empathy, and agency, you will find all that and more in this book." — Denisha Jones, Sarah Lawrence College "This book contributes to mindfulness and contemplative practices in higher education with transformative learning and democratic education frameworks. It is an invitation to bring our whole authentic selves as faculty and students into the classrooms to be “wide awake” and see each other as human beings, not merely as our roles." — Bengü Ergüner-Tekinalp, Drake University "If you care deeply about the tangible outcomes of higher education for students and the degree to which those experiences awaken their curiosity about people, place, and planet, Mindfulness and Wide-Awakeness in Higher Education should be a must on your reading list. Sarah Montgomery provides an excellent framework to illustrate the power of teaching mindfulness and what is possible when we make time and space for woke teaching and learning." — Paulette Patterson Dilworth, The University of Alabama at Birmingham

Jasper Mauduit

Jasper Mauduit
Author: Jasper Mauduit
Publisher:
Total Pages: 954
Release: 1918
Genre: Massachusetts
ISBN:

"Letters addressed to Jasper Mauduit, when agent in London for the Province of the Massachusetts-Bay"--Page v.

Poems

Poems
Author: William Wordsworth
Publisher:
Total Pages: 652
Release: 1898
Genre:
ISBN:

High-Dimensional Probability

High-Dimensional Probability
Author: Roman Vershynin
Publisher: Cambridge University Press
Total Pages: 299
Release: 2018-09-27
Genre: Business & Economics
ISBN: 1108415199

An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.