DYNAMICS OF PERSONALITY IN THE CHARACTER OF AMY DUNNE IN DAVID FINCHER’S MOVIE GONE GIRL

Gone Girl is a movie about murder directed by David Fincher. The purpose of this essay is to analyze the main character's personality through her behavior by discussing intrinsic and extrinsic aspects in this movie. The focus of this essay is Amy Dunne's dynamics. In order to figure this out, the writer uses psychoanalysis approach by using Sigmund Freud's theory on the dynamics of personality. From this analysis, it can be concluded that Amy Dunne's dynamics is leaning on her id which makes her personality unstable

Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection

Both practitioners and academicians demand a linkage model across financial markets, particularly among regional capital markets, for both risk management and portfolio selection purposes. Researchers frequently use co-integration and causality analysis in investigating the dependence or co-movement of three or more stock markets in different countries. However, they conducted the causality in mean tests but not the causality in variance tests. This study assesses the co-integration and causal relations among seven developed Asian markets, i.e Tokyo, Hongkong, Korea, Taiwan, Shanghai, Singapore, and Kuala Lumpur stock exchanges, using more frequent time series data. It employs the recently developed techniques for investigating unit roots, co-integration, time-varying volatility, and causality in variance. For estimating portfolio market risk, this study employs Value-at-Risk with delta-normal approach. The results show whether fund managers would be able to diversify their portfolio in these developed stock markets either in long run or short run

Carok Vs Hukum Pidana Indonesia (Proses Transformasi Budaya Madura Kedalam Sistem Hukum Indonesia)

Erie Hariyanto (penulis adalah pengampu matakuliah Hukum Pidana jurusan Syariah STAIN Pamekasan, Alumni Magister Hukum Universitas Islam Malang) Abstrak: Carok berada dipersimpangan jalan antara tradisi yang harus dilakukan demi membela harga diri dan carok sebagai suatu bentuk kejahatan dengan kekerasan yang sangat meresahkan masyarakat, sekaligus tindakan yang tidak akan dibenarkan oleh negara karena tergolong tindakan main hakim sendiri (eigenrichting). Apabila terjadi pertentangan antara hukum negara (State Law) dengan hukum yang ada dalam suatu masyarakat (Folk Law), selama kebudayaan (Tradisi) tidak bertentangan dengan hukum positif Indonesia maka maka pelaksanaannya bisa diteruskan dan dilestarikan. Bagaimana dengan Carok, dalam tulisan ini akan diungkap kaitannya dengan sosiologi hokum dan perkembangan masyarakat madura dewasa ini

Volatility Model for Financial Market Risk Management : An Analysis on JSX Index Return Covariance Matrix

In measuring risk, practitioners have practiced one of the two extreme approaches for so long, i.e. historical simulation or risk metrics. Meanwhile, academicians tend to apply methods based on the latest development in financial econometrics. In this study, we try to assess one of important issues in financial econometric development that focuses on market risk measurement and management employing asset-based models, i.e. models that apply dimensional covariance matrix, which is relevant to practice world. We compare covariance matrix model with Exponential Smoothing Model and GARCH Derivation and the Associated Derivation Models, using JSX Stock price Index data in 2000-2005. The result of this study shows how applicable the observed financial econometric instrument in Financial Market Risk Management practice.Risk Management, Volatility Model

Liquidity Measurement Based on Bid-Ask Spread, Trading Frequency, and Liquidity Ratio: The Use of GARCH Model on Jakarta Stock Exchange (JSX)

This paper attempts to investigate and clarify previous studies on market liquidity measurement, which involve Bid-Ask Spread, Trading Frequency, and Liquidity Ratio variables. To strengthen our findings, we employ Volatility Models of ARCH and GARCH, as well as JSX daily, weekly, and monthly time series data. Our findings reveal that the observed variables are able to explain volatility magnitude of JSX in terms of liquidity. Volatility model incorporating Trading Frequency variable with monthly data is found the most suitable model for measuring liquidity of JSX.Bid-Ask Spread, Trading Frequency, Liquidity Ratio, and ARCH/GARCH

Volatility Forecasting Models and Market Co-Integration: A Study on South-East Asian Markets

Volatility forecasting is an imperative research field in financial markets and crucial component in most financial decisions. Nevertheless, which model should be used to assess volatility remains a complex issue as different volatility models result in different volatility approximations. The concern becomes more complicated when one tries to use the forecasting for asset distribution and risk management purposes in the linked regional markets. This paper aims at observing the effectiveness of the contending models of statistical and econometric volatility forecasting in the three South-east Asian prominent capital markets, i.e. STI, KLSE, and JKSE. In this paper, we evaluate eleven different models based on two classes of evaluation measures, i.e. symmetric and asymmetric error statistics, following Kumar’s (2006) framework. We employ 10-year data as in sample and 6-month data as out of sample to construct and test the models, consecutively. The resulting superior methods, which are selected based on the out of sample forecasts and some evaluation measures in the respective markets, are then used to assess the markets cointegration. We find that the best volatility forecasting models for JKSE, KLSE, and STI are GARCH (2,1), GARCH(3,1), and GARCH (1,1), respectively. We also find that international portfolio investors cannot benefit from diversification among these three equity markets as they are cointegrated.Volatility Forecasting, Capital Market, Risk Management

Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection

Both practitioners and academicians demand a linkage model across financial markets, particularly among regional capital markets, for both risk management and portfolio selection purposes. Researchers frequently use co-integration and causality analysis in investigating the dependence or co-movement of three or more stock markets in different countries. However, they conducted the causality in mean tests but not the causality in variance tests. This study assesses the co-integration and causal relations among seven developed Asian markets, i.e Tokyo, Hongkong, Korea, Taiwan, Shanghai, Singapore, and Kuala Lumpur stock exchanges, using more frequent time series data. It employs the recently developed techniques for investigating unit roots, co-integration, time-varying volatility, and causality in variance. For estimating portfolio market risk, this study employs Value-at-Risk with delta-normal approach. The results show whether fund managers would be able to diversify their portfolio in these developed stock markets either in long run or short run.Risk Management, Causality, Co-integration, Asian Stock Markets

Co-integration and Causality Analysis on Developed Asian Markets For Risk Management & Portfolio Selection

Both practitioners and academicians demand a linkage model across financial markets, particularly among regional capital markets, for both risk management and portfolio selection purposes. Researchers frequently use co-integration and causality analysis in investigating the dependence or co-movement of three or more stock markets in different countries. However, they conducted the causality in mean tests but not the causality in variance tests. This study assesses the co-integration and causal relations among seven developed Asian markets, i.e Tokyo, Hongkong, Korea, Taiwan, Shanghai, Singapore, and Kuala Lumpur stock exchanges, using more frequent time series data. It employs the recently developed techniques for investigating unit roots, co-integration, time-varying volatility, and causality in variance. For estimating portfolio market risk, this study employs Value-at-Risk with delta-normal approach. The results show whether fund managers would be able to diversify their portfolio in these developed stock markets either in long run or short run.Risk Management, Causality, Co-integration, Asian Stock Markets

A Profile of Third-Grade Proficiency in Erie County

Produced by the United Way of Buffalo and Erie County, this report details information about why it is important for third graders in Erie County to be proficient in reading and math. Children below grade-level proficiency in third grade are much less likely to graduate from high school.Without mastering early reading and math skills, a child will fall further and further behind their peers. Without a high school degree, our children will face a future in which they are less likely to be able to support themselves through employment, and are more likely to live in poverty

Women in Elected Office: Challenges & Opportunities in Erie County

This report offers a snapshot of the political landscape in Erie County with a focus on women in elected office. Women comprise 52% of Erie County\u27s total population , 49.5% of its labor force, and 53% of the county\u27s registered voters. Women current comprise nearly 33% of elected government officials with men comprising nearly 68%