7 research outputs found
Winona Daily News
https://openriver.winona.edu/winonadailynews/1712/thumbnail.jp
Pricing SPX and DIX by HAR models
Previous studies have documented that, with use of high-frequency data, the Heteroskedasticity AR (HAR-RV) model performs better than other models in fitting financial return volatility measurement and has a more accurate forecasting ability. However, to our knowledge, no previous studies have investigated whether HAR-RV model can improve option pricing performance in financial markets. This study compares HAR-RV model and EGARCH model in terms of option pricing performance. As expected, the results of this study demonstrate that HAR-RV model is more accurate than EGARCH model in terms of S&P500 Index options (SPX) and Dow Jones Index options (DIX)
Developments in Catholic churchbuilding in the British Isles 1945-1980.
The period covered by this study has been one of the most intensive in the history of churchbuilding in the three Catholic territories of England and Wales, Scotland, and Ireland. The developments which have occurred have been many and varied, reflecting changes both inside and outside the Church.
Many factors have caused and affected the changes and developments, but none have been more significant than those to be identified with the wider dissemination of Modernist thought and practice in the fields of art and architecture in the British Isles; and with the implementation of the magisterium of the Second Vatican Council which took place half way through the period.
So this study takes a close look at what it considers to be the salient features of these developments, and at their causes and agents, before it surveys the actual developments in churchbuilding themselves.
In the first of the three Sections the nature of church building is considered within a discussion of the nature of 'cultus', and of Catholic worship in the twentieth century. In particular, the repristination of Catholic liturgy by the Liturgical Movement is looked at, with reference to some of its pre- and post-Conciliar effects.
In the second Section the character and purpose of post-war churchbuilding is seen as being very much affected by radical issues arising from cultural, social and ecumenical factors. To assist an assessment of design rationales which took account of these issues, the discussion examines certain influential commentaries and cases.
In the third and final Section a brief consideration of developments in Catholic churchbuilding taking place in the 1930s precedes a closer consideration of those during the period from the end of World. War II upto the Second Vatican Council. A consideration of developments during the period upto the end of the 1960s then precedes a look at what has been happening during the 1970s and early 1980s.
All together, some five hundred examples of Catholic churchbuilding in the British Isles are referred to in varying degrees of detail in order to examine, and form a profile of, post-war developments. These examples are augmented by a much longer list of building projects in the Appendix, together with a list of architectural practises and other information
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