Tabla de Contenidos: “…2.4.3 Forecasting the Future Value of an MA(q) Process -- 2.4.4 Evaluating the Accuracy of a Forecast Function -- References -- Appendix 2.A -- 3 Vector Autoregressive Moving Average (VARMA) Models -- 3.1 Foundations of Multivariate Time Series Analysis -- 3.1.1 Weak Stationarity of Multivariate Time Series -- 3.1.2 Cross-Covariance and Cross-Correlation Matrices -- 3.1.3 Sample Cross-Covariance and Cross-Correlation Matrices -- 3.1.4 Multivariate Portmanteau Tests -- 3.1.5 Multivariate White Noise Process -- 3.2 Introduction to Vector Autoregressive Analysis -- 3.2.1 From Structural to Reduced-Form Vector Autoregressive Models -- 3.2.2 Stationarity Conditions and the Population Moments of a VAR(1) Process -- 3.2.3 Generalization to a VAR(p) Model -- 3.2.4 Estimation of a VAR(p) Model -- 3.2.5 Specification of a Vector Autoregressive Model and Hypothesis Testing -- 3.2.6 Forecasting With a Vector Autoregressive Model -- 3.3 Structural Analysis With Vector Autoregressive Models -- 3.3.1 Impulse Response Functions -- 3.3.2 Variance Decompositions -- 3.3.3 Granger Causality -- 3.4 Vector Moving Average and Vector Autoregressive Moving Average Models -- 3.4.1 Vector Moving Average Models -- 3.4.2 Vector Autoregressive Moving Average Models -- References -- 4 Unit Roots and Cointegration -- 4.1 Defining Unit Root Processes -- 4.1.1 What Happens If One Incorrectly Detrends a Unit Root Series? …”

Tabla de Contenidos:

“…The book is relevant for researchers and history and archeology students working in such areas as legal and religious history, administrative jurisdictions, and state-formation processes, as well as local historians and other readers interested in cultural history Når og hvorfor oppstod det norrøne rettssystemet og hvor var tingstedene lokalisert? Dette er tema som lenge har vært ubesvart i norsk og nord-europeisk historie. …”

“…Den raske utviklingen på feltet tyder på at droner om kort tid vil være en integrert del av vår nye hverdag. Hvordan vil det påvirke transport, næringsliv, natur, overvåkning, personvern, kriminalitet, krigføring og kommunikasjon?…”

“…Behovet for høyt utdannet arbeidskraft var like sterkt til stede, og parallelt kom økte krav til kunnskapsutvikling og samarbeid med regionalt næringsliv og offentlige institusjoner. …”

“…Utgangspunktet for dette nummeret av Skriftkultur er at det no er 150 år sidan Ivar Aasen lanserte landsmålet, som den gongen var utan valfridom i form- og bøyingsverket, og at dette skriftspråket av bestemte historiske årsaker har utvikla seg til eit nynorsk skriftspråk som er kjenneteikna av stor valfridom jamført med dei aller fleste andre offisielle skriftspråk i verda. …”

Tabla de Contenidos: “…5.1.1 Term Structure -- 5.2 Option Pricing and Hedging -- 5.3 Time-varying Correlations and Betas -- 5.3.1 Time-varying Betas -- 5.4 Minimum Variance Portfolios -- 5.5 Prediction -- Exercises -- References -- 6: High Frequency Financial Data -- 6.1 Nonsynchronous Trading -- 6.2 Bid-ask Spread of Trading Prices -- 6.3 Empirical Characteristics of Trading Data -- 6.4 Models for Price Changes -- 6.4.1 Ordered Probit Model -- 6.4.2 a Decomposition Model -- 6.5 Duration Models -- 6.5.1 Diurnal Component -- 6.5.2 The ACD Model -- 6.5.3 Estimation -- 6.6 Realized Volatility -- 6.6.1 Handling Microstructure Noises -- 6.6.2 Discussion -- Appendix A: Some Probability Distributions -- Appendix B: Hazard Function -- Exercises -- References -- 7: Value at Risk -- 7.1 Risk Measure and Coherence -- 7.1.1 Value at Risk (VaR) -- 7.1.2 Expected Shortfall -- 7.2 Remarks on Calculating Risk Measures -- 7.3 Riskmetrics -- 7.3.1 Discussion -- 7.3.2 Multiple Positions -- 7.4 an Econometric Approach -- 7.4.1 Multiple Periods -- 7.5 Quantile Estimation -- 7.5.1 Quantile and Order Statistics -- 7.5.2 Quantile Regression -- 7.6 Extreme Value Theory -- 7.6.1 Review of Extreme Value Theory -- 7.6.2 Empirical Estimation -- 7.6.3 Application to Stock Returns -- 7.7 an Extreme Value Approach to Var -- 7.7.1 Discussion -- 7.7.2 Multiperiod Var -- 7.7.3 Return Level -- 7.8 Peaks over Thresholds -- 7.8.1 Statistical Theory -- 7.8.2 Mean Excess Function -- 7.8.3 Estimation -- 7.8.4 An Alternative Parameterization -- 7.9 The Stationary Loss Processes -- Exercises -- References -- Index…”

Tabla de Contenidos: “…JUNTISMO, FIDELIDAD Y AUTONOMISMO1825-1832, CRISIS Y DISOLUCIÓN DE LA UNIÓN COLOMBIANA; EL INSOMNIO DE BOLíVAR. DEFINICIÓN Y TIPOLOGíA DE LAS INDEPENDENCIAS LATINOAMERICANAS, 1780-1903; FISCALIDAD Y ESTADO EN EL ESPACIO ATLáNTICO (1787-1860): TRES CASOS DE ANáLISIS1; PARTICIPACION POPULAR EN EL LEVANTAMIENTO DE 1810 EN LA NUEVA ESPAÑA; LA PARTICIPACIÓN POPULAR EN LAS JUNTAS DE GOBIERNO PERUANAS DE HUáNUCO (1812) Y CUZCO (1814); HAITí EN LAS REVOLUCIONES AMERICANAS; EL CARIBE HISPANO DURANTE LA INDEPENDENCIA DE AMÉRICA LATINA (1790-1830): EL CASO CUBANO…”

Tabla de Contenidos: “…Forecasting Indian Macroeconomic Variables Using Medium-Scale VAR Models; 3. Comparing Proportions: A Modern Solution to a Classical Problem; 4. …”

Tabla de Contenidos: “…Baseline-Modell ohne Vermögenspreise; 2. Erweiterung der VAR-Analyse um Vermögenspreise; IV. Robustheitsprüfung; D. …”

Tabla de Contenidos: “…5.6 Appendix B: Risks Embedded with Some Classical Alternative Strategies 5.6.1 Pure Short Selling; 5.6.2 Long/Short Equity; 5.6.3 Convertible Arbitrage; 5.6.4 Fixed Income Arbitrage; 5.6.5 Risk Arbitrage; 5.7 Appendix C: Other Common Hedge Funds Risks; 5.7.1 Leverage Risk; 5.7.2 Liquidity Risk; 5.7.3 Counter-Party Risk; 5.7.4 Specific Event Risk; PART II STYLE VALUE-AT-RISK; 6 The Original Style VaR Revisited; 6.1 The Multi-Index Model; 6.1.1 The Sharpe (1988) Model; 6.1.2 Application to Hedge Funds; 6.1.3 Hedge Funds Indices as Risk Factors; 6.2 The Style Value-at-Risk…”

Tabla de Contenidos: “…Empirical Results -- 5.1 Empirics of Linkage Effects -- 5.1.1 Empirics of the New Economic Geography -- 5.1.2 Linkage Effects in South Africa -- 5.2 Testing for Linkage Effects-A SVAR, Approach -- 5.2.1 Structural VARs -- 5.2.2 Linkages and Sectoral Development -- 6 Industrial Policy Revisited -- 6.1 Developmental States -- 6.1.1 Economic and Political Schools -- 6.1.2 Social Actors and the Accumulation Regime -- 6.1.3 A South African Developmental State -- 6.2 Industrial Policy in a Developmental Regime -- 6.2.1 Industrial Policy after 1994 -- 6.2.2 National Industrial Policy Framework -- 6.2.3 Capacity and Coherence -- 6.2.4 Competing Visions -- 7 Conclusion -- Bibliography -- Appendix…”

“…The other parts of the book discusses a variety of subjects such as net present value, internal rate of return, risk, portfolio theory, CAPM, VaR, project valuation, asset valuation, firm valuation, loan, leasing, stocks, bonds, options, simulation, sensitivity analysis, etc…”

Tabla de Contenidos: “….] -- Tools for investigating mechanisms of antigenic variation : new extensions to varDB / C. N. Hayes ... [et al.] -- Localized suffix array and its application to genome mapping problems for paired-end short reads / K. …”

“…Men fortsatt blir demokratiet utfordret av opposisjon i ytringsformer som til tider vekker bekymring for stabiliteten i vår politiske kultur."…”