منابع مشابه
Modeling tick-by-tick realized correlations
We propose a tree-structured heterogeneous autoregressive (tree-HAR) process as a simple and parsimonious model for the estimation and prediction of tick-by-tick realized correlations. The model can account for different time and other relevant predictors’ dependent regime shifts in the conditional mean dynamics of the realized correlation series. Testing the model on S&P 500 and 30-year treasu...
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A central limit theorem for the realized volatility estimator of the integrated volatility based on a specific random sampling scheme is proved. The estimator is shown to be also robust to market microstructure noise induced by price discreteness and bid-ask spreads.
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Recent papers have brought to light again the problems associated with species concepts and speciation modes. Such issues are highly relevant for our understanding of biodiversity. However, it appears that many kinds of organisms are poorly taken into account (if at all) in these works. Even if microorganisms seem recently to have attracted more attention, parasitic organisms, despite their bio...
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Ticks are small blood feeding ectoparasites with a global distribution. They are important vectors of disease pathogens including rickettsiae, spirochaetes, and viruses. Prevention of tick attachment and rapid removal reduce the risk of contracting tickborne diseases, and there are many recommendations on how to achieve this. This article aims to review the evidence base for tick bite preventio...
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Three experiments on the production of time expressions are reported. In each experiment, speakers produced time expressions to analog clock faces while their eye movements were recorded with a headband-mounted eye tracker. Previous work has shown that speakers can apprehend the visualconceptual information in a clock display very quickly, and that this is followed by relatively slow, increment...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2007
ISSN: 1556-5068
DOI: 10.2139/ssrn.957997