نتایج جستجو برای: the levy
تعداد نتایج: 16053240 فیلتر نتایج به سال:
This thesis is divided into two chapters. In the first chapter, I analyze Michael Walzer’s account of the moral legitimacy of states. In the second chapter, I analyze his account of the morality of killing in war. I begin the first chapter by contrasting Walzer’s account of state legitimacy and humanitarian intervention with that of David Luban. Next, I develop a Rawlsian account of state legit...
coupling interval, and the "rule of multiples." Saishin-Igaku 15: 1865, 1960 2. Schamroth L, Marriott JHL: Intermittent ventricular parasystole with observations on its relationship to extrasystolic bigeminy. Am J Cardiol 7: 799, 1961 3. Schamroth L, Marriott HJL: Concealed ventricular extrasystoles. Circulation 27: 1043, 1963 4. Schamroth L: The physiological basis of ectopic ventricular rhyth...
In recent studies the truncated Levy process (TLP) has been shown to be very promising for the modeling of financial dynamics. In contrast to the Levy process, the TLP has finite moments and can account for both the previously observed excess kurtosis at short timescales, along with the slow convergence to Gaussian at longer timescales. I further test the truncated Levy paradigm using high freq...
In this paper we analyze asset returns models with diffusion part and jumps in returns with stochastic volatility either from diffusion or pure jump part. We consider different specifications for the pure jump part including compound Poisson, Variance Gamma and Levy α-stable jumps. Monte Carlo Markov chain algorithm is constructed to estimate models with latent Variance Gamma and Levy α−stable ...
Based on the theory of independently scattered random measures, we introduce a natural generalisation Gaussian space-time white noise to Levy-type setting, which call Levy-valued measures. We determine subclass cylindrical Levy processes correspond and describe elements this uniquely by their characteristic function. embed measure, or corresponding process, in space general tempered distributio...
Abstract This paper is a first attempt to provide quantitative evaluation of consumer well-being resulting from the UK Soft Drinks Industry Levy introduced in April 2018. Using model setup that encompasses both normal case and Giffen for sugary drinks consumption, computational exercise performed quantify welfare social loss variety household incomes. The demonstrates introduction soft levy res...
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