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Applications to Financial Series

Christian Gouriéroux and Alain Monfort

in Simulation-based Econometric Methods

Published in print:
1997
Published Online:
November 2003
ISBN:
9780198774754
eISBN:
9780191596339
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/0198774753.003.0006
Subject:
Economics and Finance, Econometrics

Applications to estimation of Stochastic Differential Equations, Stochastic Volatility Models, and Factor Models are considered. The methods used are Indirect Inference, Simulated Moments (based on ... More


James Martin Hollis 1938–1998

Steven Lukes and Quentin Skinner

in Proceedings of the British Academy, Volume 115 Biographical Memoirs of Fellows, I

Published in print:
2003
Published Online:
January 2013
ISBN:
9780197262788
eISBN:
9780191754210
Item type:
chapter
Publisher:
British Academy
DOI:
10.5871/bacad/9780197262788.003.0012
Subject:
History, Historiography

Martin Hollis, a philosopher with an unshakeable belief in the power of reason, was Professor of Philosophy at the University of East Anglia and was elected Fellow of the British Academy in 1990. He ... More


Nonparametric Bayesian Networks *

Katja Ickstadt, Bjöorn Bornkamp, Marco Grzegorczyk, Jakob Wieczorek, Malik R. Sheriff, Hernáan E. Grecco, and Eli Zamir

in Bayesian Statistics 9

Published in print:
2011
Published Online:
January 2012
ISBN:
9780199694587
eISBN:
9780191731921
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199694587.003.0010
Subject:
Mathematics, Probability / Statistics

A convenient way of modelling complex interactions is by employing graphs or networks which correspond to conditional independence structures in an underlying statistical model. One main class of ... More


Exponential Random Graph Models, P* and Actor Oriented Models

Thomas W. Valente

in Social Networks and Health: Models, Methods, and Applications

Published in print:
2010
Published Online:
May 2010
ISBN:
9780195301014
eISBN:
9780199777051
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195301014.003.0009
Subject:
Public Health and Epidemiology, Epidemiology

This chapter describes in non-technical terms how researchers can determine whether empirical networks exhibit certain structural properties (centrality, triadic transitivity, etc.) using a ... More


Accuracy: Components and Processes

Lee Jussim

in Social Perception and Social Reality: Why Accuracy Dominates Bias and Self-Fulfilling Prophecy

Published in print:
2012
Published Online:
September 2012
ISBN:
9780195366600
eISBN:
9780199933044
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195366600.003.0041
Subject:
Psychology, Social Psychology

Social perception in general, and accuracy in particular, can be viewed as being composed of different components. Several different componential approaches to accuracy (Cronbach’s [1955], Kenny’s ... More


Big Ideas in Macroeconomics: A Nontechnical View

Kartik B. Athreya

Published in print:
2013
Published Online:
May 2014
ISBN:
9780262019736
eISBN:
9780262314404
Item type:
book
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262019736.001.0001
Subject:
Economics and Finance, Macro- and Monetary Economics

In the wake of recent events, macroeconomics has come under intense scrutiny, often from non-economists. Yet because macroeconomics is now a highly technical undertaking, it will be very hard for ... More


The coherence of surface and volume scattering

S. R. Cloude

in Polarisation: Applications in Remote Sensing

Published in print:
2009
Published Online:
February 2010
ISBN:
9780199569731
eISBN:
9780191721908
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199569731.003.0007
Subject:
Physics, Particle Physics / Astrophysics / Cosmology, Geophysics, Atmospheric and Environmental Physics

This chapter deals with models for the geometry of the coherence region, and related coherence loci for three important special cases of importance in remote sensing: bare surface scattering, ... More


Particle Learning for Sequential Bayesian Computation *

Hedibert F. Lopes, Michael S. Johannes, Carlos M. Carvalho, and Nicholas G. Polson

in Bayesian Statistics 9

Published in print:
2011
Published Online:
January 2012
ISBN:
9780199694587
eISBN:
9780191731921
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199694587.003.0011
Subject:
Mathematics, Probability / Statistics

Particle learning provides a simulation‐based approach to sequential Bayesian computation. To sample from a posterior distribution of interest we use an essential state vector together with a ... More


Bayesian Models for Variable Selection that Incorporate Biological Information *

Marina Vannucci and Francesco C. Stingo

in Bayesian Statistics 9

Published in print:
2011
Published Online:
January 2012
ISBN:
9780199694587
eISBN:
9780191731921
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199694587.003.0022
Subject:
Mathematics, Probability / Statistics

Variable selection has been the focus of much research in recent years. Bayesian methods have found many successful applications, particularly in situations where the amount of measured variables can ... More


Dynamic Stock Selection Strategies: A Structured Factor Model Framework *

Carlos M. Carvalho, Hedibert F. Lopes, and Omar Aguilar

in Bayesian Statistics 9

Published in print:
2011
Published Online:
January 2012
ISBN:
9780199694587
eISBN:
9780191731921
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199694587.003.0002
Subject:
Mathematics, Probability / Statistics

We propose a novel framework for estimating the time‐varying covariation among stocks. Our work is inspired by asset pricing theory and associated developments in Financial Index Models. We work with ... More


Monte Carlo Models

GÜNTHER DISSERTORI, IAN G. KNOWLES, and MICHAEL SCHMELLING

in Quantum Chromodynamics: High Energy Experiments and Theory

Published in print:
2009
Published Online:
January 2010
ISBN:
9780199566419
eISBN:
9780191708060
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199566419.003.0004
Subject:
Physics, Particle Physics / Astrophysics / Cosmology

This chapter presents a brief introduction to the modelling of exclusive final states from high-energy collisions between elementary particles. It starts with the matrix element models for the ... More


Continuum Mechanics of Solids

Lallit Anand and Sanjay Govindjee

Published in print:
2020
Published Online:
September 2020
ISBN:
9780198864721
eISBN:
9780191896767
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198864721.001.0001
Subject:
Physics, Condensed Matter Physics / Materials

Continuum mechanics of Solids presents a unified treatment of the major concepts in Solid Mechanics for beginning graduate students in the many branches of engineering. The fundamental topics of ... More


Conclusions and Implications

Rebecca Treiman

in Beginning to Spell: A Study of First-Grade Children

Published in print:
1993
Published Online:
November 2020
ISBN:
9780195062199
eISBN:
9780197560143
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780195062199.003.0014
Subject:
Education, Early Childhood and Elementary Education

Traditionally, spelling errors have been classified orthographically, by reference to the correct spelling of the word (see Spache, 1940). For example, the child who ... More


Testing the Unified Theory of Colleague Valuation in the U.S. House of Representatives

Kristin Kanthak and George A. Krause

in The Diversity Paradox: Parties, Legislatures, and the Organizational Foundations of Representation in America

Published in print:
2012
Published Online:
May 2012
ISBN:
9780199891726
eISBN:
9780199933433
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199891726.003.0004
Subject:
Political Science, American Politics

This chapter provides an empirical test of the formal model derived in the previous chapter, drawing on methods from the Empirical Implications of Theoretical Models (EITM) tradition. The dependent ... More


Harlem’s Natural Soul”: Selling Black Beauty to the Diaspora in the Early 1960s

Tanisha C. Ford

in Liberated Threads: Black Women, Style, and the Global Politics of Soul

Published in print:
2015
Published Online:
May 2016
ISBN:
9781469625157
eISBN:
9781469625171
Item type:
chapter
Publisher:
University of North Carolina Press
DOI:
10.5149/northcarolina/9781469625157.003.0003
Subject:
History, African-American History

This chapter centers on Harlem in the early 1960s to demonstrate how young Black Nationalists helped make soul style cool for everyday black women. Focusing on the African Jazz Art Society (AJAS) and ... More


Polysemy

John R Taylor

in The Mental Corpus: How language is represented in the mind

Published in print:
2012
Published Online:
September 2012
ISBN:
9780199290802
eISBN:
9780191741388
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199290802.003.0010
Subject:
Linguistics, Psycholinguistics / Neurolinguistics / Cognitive Linguistics

Critically examines the standard definition of polysemy as the association of two or more related meanings with a single linguistic form. Each of the terms of definition turns out to be problematic. ... More


Introduction

Nayan B. Ruparelia

in Cloud Computing

Published in print:
2016
Published Online:
September 2016
ISBN:
9780262529099
eISBN:
9780262334129
Item type:
chapter
Publisher:
The MIT Press
DOI:
10.7551/mitpress/9780262529099.003.0001
Subject:
Computer Science, Programming Languages

What is the optimum investment required to provide computational resources? Since demand for computing varies, businesses face a dilemma: if they under-invest, then business suffers; if they ... More


Conclusion: the Federal Spirit in Theory and Practice

Michael Burgess

in In Search of the Federal Spirit: New Comparative Empirical and Theoretical Perspectives

Published in print:
2012
Published Online:
January 2013
ISBN:
9780199606238
eISBN:
9780191752476
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199606238.003.0011
Subject:
Political Science, Political Theory, Comparative Politics

The chapter concludes the book by returning to the concept of the federal spirit and assesses its significance as a conceptual lens designed to assist toward an explanation of how and why the new ... More


The Structure of Software Design

Harold Salzman and Stephen R. Rosenthal

in Software by Design: Shaping Technology and the Workplace

Published in print:
1994
Published Online:
November 2020
ISBN:
9780195083408
eISBN:
9780197560471
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780195083408.003.0008
Subject:
Computer Science, Human-Computer Interaction

The software industry really came of age in the 1970s and 1980s. This was a time of technological transformation in the workplace. The computer expanded ... More


Simulation of Sediment and Plutonium Dynamics

William L. Graf

in Plutonium and the Rio Grande: Environmental Change and Contamination in the Nuclear Age

Published in print:
1995
Published Online:
November 2020
ISBN:
9780195089332
eISBN:
9780197560570
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780195089332.003.0016
Subject:
Earth Sciences and Geography, Limnology (Freshwater)

The empirical data reviewed in the previous chapters indicate that low levels of plutonium can be found in sediments of the Rio Grande system. It is not readily ... More


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