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This study provides empirical evidence for long memory in the volatility process of VIX futures returns and investigates the practical importance of modelling it when calculating Value-at-Risk (VaR) for VIX futures and pricing VIX options. The analysis is performed using the GARCH, APARCH, FIGARCH and FIAPARCH models with the normal and skewed Student-t distributions. The VaR analysis shows that t
An important goal for the building sector is to produce buildings with a minimum of environmental impact. Recycling can considerably reduce these impacts. An aim is therefore to produce new buildings with a minimum of environmental impact during their lifetime and with a high recycling potential. This paper presents a suggestion for assessing the recycling potential. The recycling potential can be
The purpose of this paper is to defend G. E. Moore's open question argument, understood as an argument directed against analytic reductionism, the view that moral properties are analytically reducible to non-moral properties. In the first section I revise Moore's argument in order to make it as plausible and resistant against objections as possible. In the following two sections I develop the argu
In Sweden and elsewhere in the world the construction industry has encountered criticism due to its lower productivity gains in comparison to other industries. This is why continual improvement of processes and forms of cooperation are important, as is utilisation of technologies giving greater efficiencies. The focus in Sweden has mainly been on the construction of multifamily buildings, both bec
Formålet med denne artikel er at bidrage til en dybere forståelse af fænomenet integreret rapporte-ring (
The VIVE lighthouse system is evaluated for indoor positioning of micro unmanned aerialcvehicles (MUAVs). A detailed mathematical analysis is provided, including a Cramer-Raocbound derivation and performance analysis of the MUAV state estimate. The lighthousecmeasurements are fused with inertial measurements in a multiplicative extended Kalmanfilter (MEKF). We consider two implementations, one wit
The laminate consisted of several polymer layers, aluminium, and one cellulose-based layer containing the active enzymatic system (e.g., glucose oxidase, catalase, glucose, and CaCO3). During the industrial lamination process, the enzyme layer was exposed to three temperature spikes up to 325degreesC without significant enzyme inactivation. Ninety-seven percent of the glucose oxidase activity stil
This master thesis is written at the request of Kockums AB to solve the need for flexible fire barriers on submarines, particularly for the future submarine class A26. The report uses event tree analysis to demonstrate that a lower fire resistance classification for decks and bulkheads, compared to the prescriptive rules, is sufficient to obtain a satisfactory level of safety. The thesis also incl
Monoamine theories associate depression with reduced brain monoamine levels. These theories achieved broad popularity in the mid-1960s. The present article reviews the historical development of monoamine theories and their subsequent impact on biomedical research. Alleged divisions between West European and U.S. researchers over competing versions of the theories are investigated using bibliometri
The purpose of this essay is to investigate what implications a naturalized account of metaethics could have for our understanding of ethics and to advance a type of ethical naturalism that is non-reductionist. During the course of the study several different approaches to metaethics are investigated and critically evaluated, before a positive account of ethical naturalism is delivered. It is argu
The construction of the Öresund Bridge in 2000 and the opening of City Tunnel in the end of 2010 brought the new opportunities for trade and communication and has positioned the area as the regional hub in the Baltic Sea. This paper is related to the continuing discussion on the potential of the Öresund Region. The goal of this paper is to identify potential pros of a cross-border coalition of the
A measure of the Swedish money stock is identified in this paper using an empirical approach. Correlation coefficients between quarterly changos in a number of monetary assets and economic activity are calculated for leading, concurrent and lagging observations. Coins and notes exhibit close simultaneous covariation with economic activity. Commercial bank, savings bank and Post Office Bank deposit
