355 research outputs found
ARCH-Prozesse und ihre Erweiterungen - Eine empirische Untersuchung fĂŒr Finanzmarktzeitreihen -
Das in Finanzmarktdaten zu beobachtende volatility-clustering impliziert, daĂ groĂe Renditeschocks bei der Preisbildung die Wahrscheinlichkeit einer hohen zukĂŒnftigen VolatilitĂ€t steigern. Ausgehend von den von Engle (1982) vorgeschlagenen ARCH-Modellen hat sich eine ganze Reihe von Modellvarianten zur Modellierung und Prognose bedingter Varianzen entwickelt. In dieser Analyse werden ARCH-Modelle und ausgewĂ€hlte Erweiterungen hinsichtlich ihrer Eignung zur Modellierung und Prognose bedingter Varianzen im DAX miteinander verglichen.The volatility clustering observed in financial market data implies that large net yield shocks increase the probability of a higher future volatility during the price formation. Starting from the ARCH models which were suggested by Engle (1982), a range of models for conditional variances have been developed. In this analysis ARCH models and selected extensions are compared with each other regarding their suitability for the modelling and prognosis of conditional variances in the DAX-index
Size and burden of mental disorders: A population based perspective
Die klinische Forschung zu HĂ€ufigkeit und Krankheitslast psychischer Störungen ist meist in mehrerer Hinsicht nicht reprĂ€sentativ. Insbesondere die Tatsache, dass die untersuchten Patienten sich von sich aus in Behandlung begeben, bedeutet eine gewisse Selektion (z.B. ĂŒberdurchschnittlich motivierte). Mit wie vielen FĂ€llen haben wir es aber zu tun, wenn man auch diejenigen berĂŒcksichtigt, die kein aktives Hilfesuch-Verhalten zeigen? Und wie hoch ist die in klinischen Stichproben offensichtliche individuelle Krankheitslast psychischer Störungen auf einer gesellschaftlichen Ebene â auch im Vergleich mit körperlichen Erkrankungen â einzuschĂ€tzen? AnsĂ€tze fĂŒr solche Hochrechnungen und die AbschĂ€tzung von HĂ€ufigkeit, Störungskosten und Behandlungsbedarf psychischer Störungen mĂŒssen epidemiologisch anhand von Daten aus der Allgemeinbevölkerung geklĂ€rt werden. Die vorliegende Habilitationsschrift basiert auf Publikationen, die in meiner Arbeitsgruppe âEpidemiologie und Versorgungsforschungâ am Lehrstuhl fĂŒr Klinische Psychologie und Psychotherapie zwischen 2001 und 2006 entstanden sind. Die entsprechenden Befunde und Implikationen wurden und werden nicht nur in der Klinischen Psychologie, sondern auch in Nachbardisziplinen (z.B. Psychiatrie, Epidemiologie, Occupational Health Psychology, Gesundheitsökonomie, Versorgungsforschung) sowie in der nicht-wissenschaftlichen Ăffentlichkeit (z.B. Gesundheitsberichterstattung, Versorgungsplanung) zur Kenntnis genommen und zitiert. In den vorgestellten Arbeiten habe ich zunĂ€chst â erstmals fĂŒr Deutschland â auf der Grundlage bevölkerungsbezogener Daten bundesreprĂ€sentative Befunde zur Verbreitung psychischer Störungen herausgestellt (z.B. Jacobi, Wittchen et al., 2004; Jacobi, Hoyer & Wittchen, 2004; Jacobi, Klose & Wittchen, 2004). Zum zweiten beschĂ€ftigte ich mich mit der internationalen Befundlage, indem ich mich an der Koordination eines internationalen und multidisziplinĂ€ren Forscher-Netzwerkes beteiligte, das eine umfassende AbschĂ€tzung der GröĂenordnung im Sinne von Verbreitung und Kosten fĂŒr die EU vorgenommen hat (Wittchen & Jacobi, 2005). Vor diesem Hintergrund habe ich zum dritten ausgewĂ€hlte Fragestellungen zum Zusammenhang zwischen psychischen Störungen und körperlichen Erkrankungen bzw. zur StĂ€rke und zu Konsequenzen solcher KomorbiditĂ€t verfolgt (z.B. Goodwin, Jacobi & Thefeld, 2003; Sareen, Jacobi et al., 2006). Die Habilitationsschrift verdeutlicht nicht nur die eminente GröĂenordnung und Krankheitslast psychischer Störungen (z.B. reduzierte LebensqualitĂ€t, BeeintrĂ€chtigungen, Krankheitskosten, Verschlechterung des gesundheitlichen Outcomes bei körperlichen Erkrankungen). Sie eröffnet auch neue wissenschaftliche Perspektiven ihrer Erforschung, z.B. im Hinblick auf PrĂ€vention und Behandlungsbedarf, oder hinsichtlich der VerschrĂ€nkungen mit Prozessen körperlicher MorbiditĂ€t.This Habilitation-Thesis, based on 10 peer-reviewed publications (2001-2006), presents findings on size and burden of mental disorders in the community. First, following an introductory discussion of methodological aspects in epidemiological studies, an overview of the prevalence of mental disorders in Germany and Europe is given (Part A). As Examples for socio-economic determinants of mental disorders, some analyses on gender differences and a comparison between West and East Germany are presented (Part B). Further, it is shown that mental disorders are costly (in terms of disability adjusted life years as well as in terms of direct and indirect monetary burden) (Part C). This refers also to the interplay between mental disorders and somatic conditions: comorbid cases show significantly poorer outcomes (reduced health related quality of life, work loss and disability, help-seeking behaviour) (Part D)
Informationskriterien und Volatility Clustering
Ein wichtiges Problem in der statistischen Analyse ist die Auswahl eines passenden Mo-dells. Im Kontext linearer ARIMA-Modelle kann gezeigt werden, dass - die GĂŒltigkeit bestimmter RegularitĂ€tsbedingungen vorausgesetzt - die Minimierung des Schwarz-Kriteriums zu einer konsistenten Wahl der Anzahl der Parameter in einem Modell fĂŒhrt, wohingegen die SchĂ€tzung der Parameterzahl mit Hilfe des Akaike-Kriteriums tendenziell zu groĂe Modelle liefert. Ziel dieser Analyse ist es, mit Hilfe von Monte-Carlo-Experimenten die Eigenschaften des Akaike- und des Schwarz-Informationskriteriums zu untersuchen, wenn der datengenerierende Prozess GARCH-Störungen aufweist. -- An important problem in statistical practise is the selection of a suitable statistical model. In the context of linear ARIMA-models it can be shown that - the validity of certain regu-larity conditions presupposed - the minimization from Black-criterion leads to a consistent choice of the parameters in a model whereas the estimation of the parameter number with the Akaike-criterion tendentious leads to too large models. Goal of this analysis is to examine with Monte Carlo experiments the characteristics of the Akaike- and of the Black-criterion if the data generating process exhibits GARCH-effects.
Size and burden of mental disorders in Europe - a critical review and appraisal of 27 studies
Epidemiological data on a wide range of mental disorders from community studies conducted in European countries are presented to determine the availability and consistency of prevalence, disability and treatment findings for the EU. Using a stepwise multimethod approach, 27 eligible studies with quite variable designs and methods including over 150,000 subjects from 16 European countries were identified. Prevalence: On the basis of meta-analytic techniques as well as on reanalyses of selected data sets, it is estimated that about 27% (equals 82.7 million; 95% CI: 78.5â87.1) of the adult EU population, 18â65 of age, is or has been affected by at least one mental disorder in the past 12 months. Taking into account the considerable degree of comorbidity (about one third had more than one disorder), the most frequent disorders are anxiety disorders, depressive, somatoform and substance dependence disorders. When taking into account design, sampling and other methodological differences between studies, little evidence seems to exist for considerable cultural or country variation. Disability and treatment: despite very divergent and fairly crude assessment strategies, the available data consistently demonstrate (a) an association of all mental disorders with a considerable disability burden in terms of number of work days lost (WLD) and (b) generally low utilization and treatment rates. Only 26% of all cases had any consultation with professional health care services, a finding suggesting a considerable degree of unmet need. The paper highlights considerable future research needs for coordinated EU studies across all disorders and age groups. As prevalence estimates could not simply be equated with defined treatment needs, such studies should determine the degree of met and unmet needs for services by taking into account severity, disability and comorbidity. These needs are most pronounced for the new EU member states as well as more generally for adolescent and older populations
Vegetarian diet and mental disorders: results from a representative community survey
Abstract Background The present study investigated associations between vegetarian diet and mental disorders. Methods Participants were drawn from the representative sample of the German Health Interview and Examination Survey and its Mental Health Supplement (GHS-MHS). Completely vegetarian (Nâ=â54) and predominantly vegetarian (Nâ=â190) participants were compared with non-vegetarian participants (Nâ=â3872) and with a non-vegetarian socio-demographically matched subsample (Nâ=â242). Results Vegetarians displayed elevated prevalence rates for depressive disorders, anxiety disorders and somatoform disorders. Due to the matching procedure, the findings cannot be explained by socio-demographic characteristics of vegetarians (e.g. higher rates of females, predominant residency in urban areas, high proportion of singles). The analysis of the respective ages at adoption of a vegetarian diet and onset of a mental disorder showed that the adoption of the vegetarian diet tends to follow the onset of mental disorders. Conclusions Vegetarian diet is associated with an elevated risk of mental disorders. However, there was no evidence for a causal role of vegetarian diet in the etiology of mental disorders.</p
Eigenvalue Bounds for Perturbations of Schrodinger Operators and Jacobi Matrices With Regular Ground States
We prove general comparison theorems for eigenvalues of perturbed Schrodinger
operators that allow proof of Lieb--Thirring bounds for suitable non-free
Schrodinger operators and Jacobi matrices.Comment: 11 page
Singular Isothermal Disks: II. Nonaxisymmetric Bifurcations and Equilibria
We review the difficulties of the classical fission and fragmentation
hypotheses for the formation of binary and multiple stars. A crucial missing
ingredient in previous theoretical studies is the inclusion of dynamically
important levels of magnetic fields. As a minimal model for a candidate
presursor to the formation of binary and multiple stars, we therefore formulate
and solve the problem of the equilibria of isopedically magnetized, singular
isothermal disks, without the assumption of axial symmetry. Considerable
analytical progress can be made if we restrict our attention to models that are
scale-free, i.e., that have surface densities that vary inversely with distance
from the rotation axis of the system. In agreement with earlier analysis by
Syer and Tremaine, we find that lopsided (M=1) configurations exist at any
dimensionless rotation rate, including zero. Multiple-lobed (M = 2, 3, 4, ...)
configurations bifurcate from an underlying axisymmetric sequence at
progressively higher dimensionless rates of rotation, but such nonaxisymmetric
sequences always terminate in shockwaves before they have a chance to fission
into M=2, 3, 4, ... separate bodies. On the basis of our experience in this
paper, and the preceding Paper I, we advance the hypothesis that binary and
multiple star-formation from smooth (i.e., not highly turbulent) starting
states that are supercritical but in unstable mechanical balance requires the
rapid (i.e., dynamical) loss of magnetic flux at some stage of the ensuing
gravitational collapse.Comment: 49 pages, 11 figures, LaTeX, needs aaspp4.sty. The Astrophysical
Journal, in pres
Cell-based Approaches to Joint Surface Repair : A Research Perspective
The authors are grateful for support to their research from Arthritis Research UK (grants 19271, 19429, 19667, 20050). None of the authors received any funding related to the writing of this manuscript, and the funding bodies did not play any role in the writing of the manuscript or decision to submit the manuscript for publication.Peer reviewedPublisher PD
Diagnostic hysteroscopy and saline infusion sonography in the diagnosis of intrauterine abnormalities: an assessment of patient preference
This study was conducted to assess whether women would prefer to undergo saline infusion sonography (SIS) or office hysteroscopy for the investigation of the uterine cavity. In a randomised controlled trial, 100 patients underwent SIS or office hysteroscopy for assessing patients' pain scores. After the investigation, 92 of them were asked to fill out an anonymous questionnaire addressing their preference regarding the method of evaluation and treatment of the uterine cavity. A control group, consisting of 50 women who never underwent SIS or office hysteroscopy, was also asked to complete an identical questionnaire. The questionnaire was completed by 113 women (83.7%). Twenty-four (21.2%) women would opt for SIS, whereas 52 (46.0%) would opt for office hysteroscopy, and 37 (32.7%) had no preference. If therapy would be necessary, 48.7% of the women would opt for an outpatient treatment, whereas 33.0% of the women would prefer treatment under general anaesthesia. Despite the fact that SIS is less painful, the majority of the women prefer office hysteroscopy. Additionally, therapy in an outpatient setting is preferred to a day case setting
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