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Parameter Estimation in Stochastic Volatility Models

Parameter Estimation in Stochastic Volatility Models
Parameter Estimation in Stochastic Volatility Models
English | 2022 | ISBN: 3031038606 | 643 Pages | PDF EPUB (True) | 42 MB
This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While there is ample research to document stochastic differential equation models driven by Brownian motion based on discrete observations of the underlying diffusion process, these traditional methods often fail to estimate the unknown parameters in the unobserved volatility processes. This text studies the second order rate of weak convergence to normality to obtain refined inference results like confidence interval, as well as nontraditional continuous time stochastic volatility models driven by fractional Levy processes. By incorporating jumps and long memory into the volatility process, these new methods will help better predict option pricing and stock market crash risk. Some simulation algorithms for numerical experiments are provided.

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Pakistan and the New Nuclear Taboo Regional Deterrence and the International Arms Control Regime (Studies in the History of Re

Pakistan and the New Nuclear Taboo Regional Deterrence and the International Arms Control Regime (Studies in the History of Re
Pakistan and the New Nuclear Taboo: Regional Deterrence and the International Arms Control Regime (Studies in the History of Religious and Political Pluralism) By Abbasi Rizwana
2012 | 355 Pages | ISBN: 303430272X | PDF | 3 MB
This book examines Pakistan's nuclear behaviour from the 1950s onwards against the background of the emerging global non-proliferation system. The author probes the broader questions of the extent to which Pakistan's conduct was factored into the global non-proliferation regime and why that regime failed to constrain Pakistan's choice to go nuclear. The book goes on to argue that in order to fully understand Pakistan's nuclear policy, the Indian case must also be considered. Therefore, this book provides a comprehensive scholarly account of the history of both India's and Pakistan's technological developments leading to their decision to develop nuclear weapons and confront the NPT constraints. The question of nuclear proliferation by Pakistan's most prominent scientist, Dr A. Q. Khan, its nuclear behaviour after the disclosure of this proliferation case, and the recent development of counter-proliferation measures at a global level are all analysed in this volume. The security of Pakistan's nuclear weapons and the question of the state's reliability within the ranks of the global community remain hotly debated issues. Pakistan and the New Nuclear Taboo offers the compelling argument that a new nuclear taboo against proliferation has emerged to prevent nuclear risks regionally and globally: since 2004, it is argued, Pakistan has played a key role in helping to establish this new nuclear taboo against the proliferation of nuclear weapons. The 'three models' approach adopted here provides the most comprehensive and up-to-date theoretical perspective on Pakistan's nuclear behaviour and helps illuminate nuclear policy dynamics and the role of international institutions in regulating the conduct of states in other regions as well.

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Pacific - Atlantic Mollusc Migration Pliocene Inter-Ocean Gateway Archives on Tjörnes, North Iceland

Pacific - Atlantic Mollusc Migration Pliocene Inter-Ocean Gateway Archives on Tjörnes, North Iceland
Pacific - Atlantic Mollusc Migration: Pliocene Inter-Ocean Gateway Archives on Tjörnes, North Iceland by Jón Eiríksson
English | EPUB | 2021 | 882 Pages | ISBN : 3030596621 | 223.5 MB
This volume sheds new light on the marine fauna and geological setting of the Tjörnes Sequence, North Iceland, which is a classic site for the Pliocene and Pleistocene stratigraphy of the North Atlantic region. Readers will discover descriptions of new data collected by the editors over a period of over three decades on marine faunal assemblages and sedimentology available for palaeoenvironmental reconstructions, as well as the tectonic and stratigraphical relationships on Tjörnes Peninsula.

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Oxford Textbook of Endocrinology and Diabetes, 3rd Edition

Oxford Textbook of Endocrinology and Diabetes, 3rd Edition
Oxford Textbook of Endocrinology and Diabetes, 3rd Edition
English | 2022 | ISBN: 0198870191 | 2353 Pages | PDF (True) | 111 MB
Now in its third edition, the Oxford Textbook of Endocrinology and Diabetes is an up-to-date, objective and comprehensive text that covers the full scope of endocrinology and diabetes. It contains wide ranging and pragmatic advice on diagnosis and clear guidelines for recommended management, while also covering the scientific principles that underlie the medical practice in this important field.

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Oxford Dictionary of National Biography Volume 1 Aaron-Amory

Oxford Dictionary of National Biography Volume 1 Aaron-Amory
H. C. G. Matthew, Brian Harrison, "Oxford Dictionary of National Biography Volume 1 Aaron-Amory"
English | 2004 | pages: 1011 | ISBN: 0198613512 | PDF | 187,3 mb
The Oxford Dictionary of National Biography is a collection of 50,000 specially written biographies of men and women who have shaped all aspects of the British past, from the earliest times to the end of the year 2000, from the ancient (explorer Pytheas of the 4th Century BC) to the modern (Princess Diana). For this new edition, all 36,000 lives from the first edition have been completely rewritten or revised-with over 13,500 new biographies added representing all historical periods and including 3,000 new entries on women.

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