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Performance of Stochastic Volatility and GARCH Models in Different Market Regimes

Reliable methods for estimating financial return volatility are crucial in many areas of trading and investing. Two such frameworks, the GARCH and SV, have been of particular interest to academics and practitioners alike. The GARCH model describes the variance of the current innovation as a function of the actual sizes of the previous innovations. In contrast, the stochastic volatility model descr

Understanding communicative intentions and semiotic vehicles by children and chimpanzees

Developmental and comparative studies of the ability to understand communicative intentions using object-choice tasks raise questions concerning the semiotic properties of the communicative signals, and the roles of rearing histories, language and familiarity. We adapted a study by Tomasello, Call, and Gluckman (1997), in which a “helper” indicated the location of a hidden reward to children of th

Deeply virtual Compton scattering and its beam charge asymmetry in e(+/-)p collisions at HERA

A measurement of elastic deeply virtual Compton scattering gamma*p --> gamma p using e(+) p and e(-) p collision data recorded with the HI detector at HERA is presented. The analysed data sample corresponds to an integrated luminosity of 306 pb(-1), almost equally shared between both beam charges. The cross section is measured as a function of the virtuality Q(2) of the exchanged photon and the ce

High maternal body mass index increases the risk of neonatal early onset group B streptococcal disease

Objective: The aim of this study was to analyse the occurrence of neonatal early onset group B streptococcal (EOGBS) disease relative to maternal body mass index (BMI). Method: A cohort of Swedish parturients with an early pregnancy BMI registered was investigated. Data were retrieved from population-based registers during 1997-2001, (n = 344 127, elective caesarean section excluded). Medical reco

Rapid ecosystem response to abrupt climate changes during the last glacial period in western Europe, 40-16 ka

We present a high-resolution and independently dated multiproxy lake sediment record from the paleolake at Les Echets in southeastern France that displays synchronous changes in independent limnic and terrestrial ecosystem proxies, in concert with millennial-scale climate oscillations during the last glacial period. Distinct lake-level fluctuations, low lake organic productivity, and open, treeles

Air-Boreal Forest Transfer and Processing of Polychlorinated Biphenyls

The exchange of persistent organic pollutants (POPS) between different compartments of a typical mature boreal forest was investigated. The study focused on fluxes of polychlorinated biphenyls (PCBs) between the atmosphere, vegetation and soil, and within the soil to assess whether this type of forest acts as a final sink-or temporary repository for POPs. The study, at a Swedish site, suggested to

Optical Diagnostics of Hcci and Low-Temperature Diesel Using Simultaneous 2-D Plif of Oh and Formaldehyde

Simultaneous OH- and formaldehyde planar-LIF measurements have been performed in an optical engine using two laser sources working on 283 and 355 nm, respectively. The engine used for the measurements was a car diesel engine converted to single-cylinder operation and modified for optical access. The fuel, n-heptane, was injected by a direct injection common-rail system and the engine was also fitt

Efficacy of dietary interventions in irritable bowel syndrome : a systematic review and network meta-analysis

Background: Patients with irritable bowel syndrome (IBS) are often interested in dietary interventions as a means of managing their symptoms. However, the relative efficacy of available diets for the management of IBS is unclear. We aimed to examine the relative efficacy of various dietary interventions in IBS. Methods: For this systematic review and network meta-analysis we searched MEDLINE, EMBA

Weimarrepubliken 1918-1933 En metodologisk individualistisk studie om demokratins kollaps

The purpose of this essay was to analyze the collapse of democracy in the Weimar Republic. This was done by analyzing some of the most turbulent crises in its history like the communists attempt to take power in 1919, the kapp-putsch of 1920, hyperinflation 1923 and the economic depression 1929-1933. The method that I used in this essay is called methodological individualism. It was an analytical

KBT behandling i grupp för vuxna med ADHD

The purpose of the present study was to examine the potential effectiveness of a group cognitive-behavioral therapy (CBT) for adults with attention-deficit hyperactivity disorder (ADHD) with residual significant clinical symptoms after being stabilized on medication. All adult patients with ADHD in an outpatient psychiatric clinic who had been stabilized on medication but still showed clinical sig

Kinesisk nationalism: på vilka sätt använder Kinas kommunistiska parti nationalistisk retorik i uttalanden om Spratlyöarna som kan främja legitimiteten i deras anspråk på fortsatt maktinnehav i Kina?

Den här uppsatsen syftar till att utreda hur den kinesiska nationalismen används som ett maktverktyg för den icke-demokratiska regimen i Kina i syfte att legitimera sin makt hos den kinesiska befolkningen. Studien utreder Kinas inblandning i konflikten om Spratlyöarna och hur den kinesiska retoriken i konflikten används för att skapa sammanhållning och legitimitet för det Kinesiska kommunistiska pThe purpose of this paper is to investigate how the Chinese nationalism is used as a power tool for the non-democratic regime in China to legitimize its power within the Chinese people. The study investigate Chinas involvement in the conflict of the Spratly Islands and how the Chinese rhetoric is used to create cohesion and legitimacy for the Chinese communist party (CCP), and not the global impac

Albinsjuksköterskans omvårdnadsåtgärder på akutmottagningen

Långa väntetider på akutmottagningen kan öka risken för komplikationer såsom förvirring, fall, intorkning och trycksår. Omhändertagandet på akutmottagningar är ofta inte anpassat för den äldre patienten. Syftet var att undersöka Albinsjuksköterskors prevention av fall och trycksår samt bedömning och behandling av smärta, vid omhändertagande av äldre på Akutmottagningen i Lund. En observationsstudi