Results 81 to 90 of about 4,091 (207)
Long memory in stock market volatility and the volatility-in-mean effect: the FIEGARCH-M model [PDF]
We extend the fractionally integrated exponential GARCH (FIEGARCH) model for daily stock return data with long memory in return volatility of Bollerslev and Mikkelsen (1996) by introducing a possible volatility-in-mean effect.
Bent Jesper Christensen +2 more
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The tumulus at Charneca das Vinhas (Vila Velha de Rodão, Portugal) [PDF]
, 2011 Em 2000-2001 foi efectuada escavação arqueológica na mamoa da Charneca das Vinhas, por determinação do Instituto Português de Arqueologia, na sequência de um alerta lançado pela Associação de Estudos do Alto Tejo quanto ao risco da sua destruição por ...
Caninas, João Carlos +2 more
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Inventory and assessment of palaeontological sites in the Sousa basin (Paraíba, Brazil): Preliminary study to evaluate the potential of the area to become a geopark [PDF]
, 2016 Published online: 20 November 2015The Rio do Peixe rift basin developed during the Lower Cretaceous (Neocomian) and comprises the Sousa, Uiraúna-Brejo das Freiras, Pombal and Vertentes basins.
Brilha, J. B. +3 more
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Selachian faunas from the earliest Cretaceous Purbeck Group of Dorset, southern England. [PDF]
, 2002 Abundant selachian remains have been recovered from a number of horizons through the Purbeck Group at Durlston Bay, Lulworth Cove and Stair Hole in southern England.
Rees, J., Underwood, Charlie J.
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The long memory of the efficient market
, 2004 For the London Stock Exchange we demonstrate that the signs of orders obey a long-memory process. The autocorrelation function decays roughly as $\tau^{-\alpha}$ with $\alpha \approx 0.6$, corresponding to a Hurst exponent $H \approx 0.7$.
Farmer, J. Doyne, Lillo, Fabrizio
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Química Nova, 2009 The terpenoid composition of seven amber samples from Araripe Basin (Santana Formation, Crato Member) has been analyzed by gas chromatography-mass spectrometry to determine their botanical origin.
Ricardo Pereira +3 more
doaj +1 more source
Long-Range Dependence in Exchange Rates: the case of the European Monetary System [PDF]
In this work we measure the evolution of the long-range dependence phenomenon of returns and volatilities of nominal British exchange rates (British pound against US dollar) futures contracts negotiated on the Chicago Mercantile Exchange from 1986 to ...
Benjamin M. Tabak +2 more
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Anais da Academia Brasileira de CiênciasThe Romualdo Member of the Santana Formation, a lithostatigraphic unit attributed to a marine intrusion, is famous for its preserved fossils in calcareous concretions, which stand out for their diversity and excellent preservation levels. This paper aims
LUÍS C.B. FREITAS +2 more
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ZooKeys, 2011 The fossil orthopteran Brauckmannia groeningae Martins-Neto (Orthoptera, Ensifera) from the Early Cretaceous Crato Formation of Brazil, currently misplaced at both the genus and family level, is transferred to the family Schizodactylidae and assigned to ...
Sam Heads, Léa Leuzinger
doaj +1 more source
PACMAS: A Personalized, Adaptive, and Cooperative MultiAgent System Architecture [PDF]
, 2005 In this paper, a generic architecture, designed to support the implementation of applications aimed at managing information among different and heterogeneous sources, is presented. Information is filtered and organized according to personal interests
ARMANO, GIULIANO +3 more
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