Results 81 to 90 of about 13,601,217 (182)
Dynamic Risk Profile of the US Term Structure by Wavelet MRA [PDF]
A careful examination of interest rate time series from different U.S. Treasury maturities by Wavelet Multiresolution Analysis (MRA) suggests that the first differences of the term structure of interest rate series are periodic or, at least, cyclic, non ...
CORNELIS A. LOS, SUTTHISIT JAMDEE
core
Lo bello, lo pintoresco y lo sublime
Anales del Instituto de Arte Americano e Investigaciones Estéticas "Mario J. Buschiazzo", 2011 El lugar común. Una historia de las figuras del paisaje en el Río de la Plata. Graciela Silvestri, 2011. Buenos Aires: Edhasa. 412 páginas.
openaire +1 more source
Multi-Fractal Spectral Analysis of the 1987 Stock Market Crash [PDF]
The multifractal model of asset returns captures the volatility persistence of many financial time series. Its multifractal spectrum computed from wavelet modulus maxima lines provides the spectrum of irregularities in the distribution of market returns ...
CORNELIS A. LOS, ROSSITSA M. YALAMOVA
core
Revista de Enseñanza de la Física, 2010 Como siempre, incluimos en este número el suplemento Miscelánea que incluye, en sus apartados lecturas y material didáctico sobre diversos temas relacionados con la enseñanza de la física y las ciencias naturales.
Los Editores
doaj +2 more sources
Persistence Characteristics of the Chinese Stock Markets [PDF]
This paper identifies such fundamental characteristics as the lack of ergodicity, stationarity, and independence, and it identifies the degree of initial persistence of the Chinese stock markets when they were more regulated.
Bing Yu, Cornelis A. Los
core
IMPACT OF ADVANCED REPRODUCTIVE BIOTECHNOLOGIES ON ANIMAL HEALTH AND LIVESTOCK PRODUCTION
Revista de la Facultad de Medicina Veterinaria y de Zootecnia, 2009 La producción in vitro de embriones por fertilización in vitro o por procedimientos de transferencia de núcleos es una herramienta poderosa utilizada ampliamente para propósitos científicos, conservacionistas y comerciales. Sin embargo, las alteraciones
M Bertolini
doaj
Revista Facultad Nacional de Agronomía Medellín, 1942 El Cacto Cactus es uno de los géneros de plantas de la familia de las Cacteas Nopaleas que contiene muchas especies y variedades todas de formas extrañas, propias de la América intertropical y que habitan en los climas fríos y templados, en terrenos secos y estériles, desde el norte de Méjico hasta la Patagonia. Algunos cactos se cultivan por sus ...
openaire +3 more sources
Long Memory Options: LM Evidence and Simulations [PDF]
This paper demonstrates the impact of the observed financial market persistence or long term memory on European option valuation by simple simulation. Many empirical researchers have observed the non-Fickian degrees of persistence or long memory in the ...
Cornelis A. Los, Sutthisit Jamdee
core
Multifractal Modeling of the US Treasury Term Structure and Fed Funds Rate [PDF]
This paper identifies the Multifractal Models of Asset Return (MMARs) from the eight nodal term structure series of US Treasury rates as well as the Fed Funds rate and, after proper synthesis, simulates those MMARs.
Cornelis A. Los, Sutthisit Jamdee
core