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A coupled component DCS-EGARCH model for intraday and overnight volatility
We propose a semi-parametric coupled component exponential GARCH model for intraday and overnight returns that allows the two series to have different dynamical properties. We adopt a dynamic conditional score model with...
Do Consumption-Based Asset Pricing Models Explain Serial Dependence in Stock Returns?
We show that the Bansal-Yaron, Campbell-Cochrane and Cecchetti-Lam-Mark models of asset prices cannot explain the serial correlation structure of stock returns. We show this by estimating these models and deriving expected...
Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends
We consider a model with both a parametric global trend and a nonparametric local trend. This model may be of interest in a number of applications in economics, finance, ecology, and geology. We first propose two hypothesis...
Inference on a Semiparametric Model with Global Power Law and Local Nonparametric Trends
We consider a model with both a parametric global trend and a nonparametric local trend. This model may be of interest in a number of applications in economics, finance, ecology, and geology. We first propose two hypothesis...
Oliver Cromwell and the People of God
DL Smith
Jul 01, 2019
On 21 April 1657, in one of the speeches to Parliament’s representatives in which he meditated on their offer of the kingship, Oliver Cromwell offered these words of praise for those who had framed the Humble Petition and...
Problem formulation for theorizing at the frontier
Ostensibly, the evolving science of strategic management is geared towards addressing vexing
managerial problems. In practice, however, scholars in the field have a marked tendency to formulate problems to fit existing...
managerial problems. In practice, however, scholars in the field have a marked tendency to formulate problems to fit existing...
Problem formulation for theorizing at the frontier
Ostensibly, the evolving science of strategic management is geared towards addressing vexing
managerial problems. In practice, however, scholars in the field have a marked tendency to formulate problems to fit existing...
managerial problems. In practice, however, scholars in the field have a marked tendency to formulate problems to fit existing...
Non-invasive technical investigation of english portrait miniatures attributed to Nicholas Hilliard and Isaac Oliver
This study presents the results of the technical investigation carried out on several English portrait miniatures painted in the 16th and 17th century by Nicholas Hilliard and Isaac Oliver, two of the most famous limners...
Highest Harm Crime “Recruiters” in a London Borough
Abstract
Research Question
Can criminal recruiters be identified and ranked by crime harm levels in a London borough, and if so...
Random Assignment with a Smile
Abstract
Objectives
This note describes a free online portal (
A ReMeDI for Microstructure Noise
We introduce the Realized moMents of Disjoint Increments (ReMeDI) paradigm to measure microstructure noise (the deviation of the observed asset prices from the fundamental values caused by market imperfections). We...
Highest Harm Crime “Recruiters” in a London Borough
Abstract: Research Question: Can criminal recruiters be identified and ranked by crime harm levels in a London borough, and if so, how long is the predictive window of opportunity for targeting them with crime prevention...
Taking Responsibility for the Future
Although K–12 online education is becoming more common in the United States, there is still much we do not know about how K–12 online teachers are being prepared. Given that few teacher education programs include online pedagogy...
Published by: IGI Global Scientific Publishing
High dimensional semiparametric moment restriction models
We consider nonlinear moment restriction semiparametric models where both the dimension of
the parameter vector and the number of restrictions are divergent with sample size and an unknown
smooth function is involved. We...
Highest Harm Crime “Recruiters” in a London Borough
Abstract: Research Question: Can criminal recruiters be identified and ranked by crime harm levels in a London borough, and if so, how long is the predictive window of opportunity for targeting them with crime prevention...
Highest Harm Crime “Recruiters” in a London Borough
Abstract: Research Question: Can criminal recruiters be identified and ranked by crime harm levels in a London borough, and if so, how long is the predictive window of opportunity for targeting them with crime prevention...
The Ursinus Weekly, November 7, 1921
"Old timers" hold initial luncheon Collegiate journalists meet at Bucknell Interscholastic Debating League's second meeting Team goes to F. & M. Saturday P.M.C. victorious in hard fought game New Englander addresses the...
Ursinus College Collegeville Pennsylvania newspaper Football debate team Henry H. Crane Alvin Hunsicker Robert Blackburn Soccer YMCA YWCA Schaff literary society Zwinglian literary society cultural history Higher Education Liberal Studies Social History United States History
Published by: Ursinus College
Crystalline Interlayers for Reducing the Effective Thermal Boundary Resistance in GaN-on-Diamond.
Daniel E Field, Jerome A Cuenca, Matthew Smith, Simon M Fairclough, Fabien C-P Massabuau, James W Pomeroy, Oliver Williams, Rachel A Oliver, Iain Thayne, Martin Kuball
Nov 25, 2020
Integrating diamond with GaN high electron mobility transistors (HEMTs) improves thermal management, ultimately increasing the reliability and performance of high-power high-frequency radio frequency amplifiers. Conventionally...
Whole Genome Sequencing of Giant Schnauzer Dogs with Progressive Retinal Atrophy Establishes NECAP1 as a Novel Candidate Gene for Retinal Degeneration.
Rebekkah J Hitti, James AC Oliver, Ellen C Schofield, Anina Bauer, Maria Kaukonen, Oliver P Forman, Tosso Leeb, Hannes Lohi, Louise M Burmeister, David Sargan, Cathryn S Mellersh
Aug 21, 2019
Canine progressive retinal atrophies (PRA) are genetically heterogeneous diseases characterized by retinal degeneration and subsequent blindness. PRAs are untreatable and affect multiple dog breeds, significantly impacting...
The Grizzly, February 17, 2011
Katie Callahan, Allison Nichols, Katie Haldeman, Jessica Long, Lisa Jobe, Briana Brukilacchio, Sarah Bollert, Colin Hart, Jessica Orbon, Kyu Chul Shin, Sara Hourwitz, Shane Eachus, Nick Pane
Jan 01, 0001
Over 45 Businesses Visit Career Fair Alcohol Incidents on Campus Raise Concern for Administration Dance Organizations Promise Exciting Spring Performances UITA to Bring W. J. T. Mitchell to Campus Today Urbano Cheers and...
Ursinus College Collegeville Pennsylvania newspaper career planning Alcohol dance W.J.T. Mitchell Marisa Urbano Jordan Oliver To Write Love on Her Arms baseball lacrosse cultural history Higher Education Liberal Studies Social History United States History
Published by: Ursinus College
The Ursinus Weekly, March 15, 1926
Debaters take two from Temple University New student list growing Court season comes to successful close Rev. Oliver Russell delivers two valuable addresses Baseball candidates await fit weather 1926 "different Ruby"...
Ursinus College Collegeville Pennsylvania newspaper Willard Rosenberger Basketball YMCA YWCA Zwinglian literary society Schaff literary society baseball debate team cultural history Higher Education Liberal Studies Social History United States History
Published by: Ursinus College
Thick, Adherent Diamond Films on AlN with Low Thermal Barrier Resistance.
Soumen Mandal, Chao Yuan, Fabien Massabuau, James W Pomeroy, Jerome Cuenca, Henry Bland, Evan Thomas, David Wallis, Tim Batten, David Morgan, Rachel Oliver, Martin Kuball, Oliver A Williams
Aug 26, 2021
The growth of >100-μm-thick diamond layers adherent on aluminum nitride with low thermal boundary resistance between diamond and AlN is presented in this work. The thermal barrier resistance was found to be in the range of 16...
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