Joint Discussion Paper Series in Economics

Essays in Financial Economics

Essays in Financial Economics Sze Wah Sam Cheung The first chapter of this dissertation examines continuous-time one-factor and twofactor stochastic volatility models incorporating jumps in returns and volatility using jointly the time-series of returns and option prices on S&P 500 from 1986 to 2006. The goal of the paper is to examine the time-series of option prices. The second paper, joint w...

The Economics of eHealth One of a series of discussion papers published by the mHealth Alliance

Optimal Robust Control for a Series Elastic Actuator assisting Knee Joint

Rehabilitation and assistive systems such as rotary series elastic actuators (RSEA) should provide the desired torque precisely. In this paper, to improve the life quality of those who suffer from weak knees, the control problem of a rotary series elastic actuator (RSEA) has been studied in order to generate soft human walking motion. These actuators produce the require torque, but the nonlinea...

The Economics of GM Food Labels: An Evaluation of Mandatory Labeling Proposals in India

The International Food Policy Research Institute (IFPRI) was established in 1975. IFPRI is one of 15 agricultural research centers that receive principal funding from governments, private foundations, and international and regional organizations, most of which are members of the Consultative Group on International Agricultural Research. 1 Effective January 2007, the Discussion Paper series with...

Ophi Research in Progress Series 2008

This paper is part of the Oxford Poverty and Human Development Initiative's Research in Progress (RP) series. These are preliminary documents posted online to stimulate discussion and critical comment. The series number and letter identify each version (i.e. paper RP1a after revision will be posted as RP1b) for citation. Please cite these papers as Author Last name, First name, " Title " (Year)...

a Comparison Study Between the Joint Probability Approach and Time Series Rainfall Modelling in Coastal Detention Pond Analysis (RESEARCH NOTE)

In tidally affected coastal catchments detention pond should be provided to store flood surface water. A comparison between the full simulation approach based on the joint probability method and time series rainfall modeling via the annual maximum of pond level was undertaken to investigate the assumptions of independence between variables that are necessary in the joint probability method. The...