Modeling Financial Volatility: Extreme Observations, Nonlinearities and Nonstationarities

This paper presents a selective survey of volatility topics, with emphasis on the measurement of volatility and a discussion of some of the most important time series models commonly employed in its modelling. In particular, the paper details the long memory characteristics of volatility, and discusses its possible origins and impact on option pricing. To conclude, the paper discusses statistical tools that discriminate between nonlinearity and nonstationarity.long memory; nonstationarity; nonlinearity; option pricing, volatility

q-Deformed Kink Solutions

The q-deformed kink of the $\lambda\phi^4-$model is obtained via the normalisable ground state eigenfunction of a fluctuation operator associated with the q-deformed hyperbolic functions. From such a bosonic zero-mode the q-deformed potential in 1+1 dimensions is found, and we show that the q-deformed kink solution is a kink displaced away from the origin.Comment: REvtex, 11 pages, 2 figures. Preprint CBPF-NF-005/03, site at http://www.cbpf.br. Revised version to appear in International Journal of Modern Physics

Exportações de manga produzida no Submédio do Vale do São Francisco no período de 2003-2012.

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Ethnicity, 'Race' and Place: experiences and issues of identity and belonging in rural minority ethnic households

This thesis seeks to make visible the presence and voices of minority ethnic households in rural communities by addressing the ‘place blindness’ in research on ethnicity / ‘race’, and the ethnicity / ‘race’ blindness in rural literature. The overall aim of this thesis is to develop an understanding of the lived experiences and perspectives of minority ethnic households and individuals in parts of rural Scotland, and the Highlands and Islands in particular. The emphasis is on exploring the contingent, flexible and changing interaction between ethnicity / ‘race’ and rurality. This is achieved by drawing on four separately commissioned studies which were undertaken between 1998 and 2004, and were re-analysed for the purposes of this thesis. Within the context of these studies, the thesis examines the ways in which the social and spatial demography of rural minority ethnic households, and particular conceptualisations of rural have been mobilised to shape ideas and practices about belonging in parts of rural Scotland. In particular, the studies explore the ways in which minority ethnic households, parents/carers and young people across the four studies have felt they have been ‘invisible’ in relation to policy and service delivery issues, and developed strategies to overcome their marginalisation. The thesis concludes that the relationships, experiences and practices based on ethnicity / ‘race’ have to be understood as being grounded in specific spatial, national, local, historical and material contexts which are dynamic. It stresses the need to move away from binary accounts portraying minority ethnic groups as always ‘passive victims’, and the ‘host’ communities as invariably ‘perpetrators’ of racism, by recognising the importance of taking into account the cross-cutting nature of individual identities and experiences, deconstructing ‘white’ and recognising the countervailing forces of constraints and agency within this context