Evaluating exponential GARCH models

In this paper, a unified framework for testing the adequancy of an estimated EGARCH model is presented. The tests are Lagrange multiplier or Lagrange multiplier type tests and include testing an EGARCH model against a higher-order one and testing parameter constancy. Furthermore, various existing ways of testing the EGARCH model against GARCH one are investigated as another check of model adequacy. This is done by size and power simulations. Small-sample properties of the other tests are also investigated by simulations.evalation of volatility models; modelling volatility; parameter constancy; GARCH

Körintonation - En viktig del av körarbetet

In this Bachelor essay I will discuss my thoughts about choir intonation and especially with an amateur choir, Stämbanden, who has little experience when it comes to work with choir intonation. I describe my thoughts as I am working with Stämbanden. I will discuss a few choir intonation exercises that focus on working with intonation while singing that I have put together from other exercises and made adjustable to fit Stämbandens’ needs. I will later evaluate the process and discuss further ideas and thoughts on how to work with improving any choir’s intonation

Evaluating exponential GARCH models

In this paper, a unified framework for testing the adequancy of an estimated EGARCH model is presented. The tests are Lagrange multiplier or Lagrange multiplier type tests and include testing an EGARCH model against a higher-order one and testing parameter constancy. Furthermore, various existing ways of testing the EGARCH model against GARCH one are investigated as another check of model adequacy. This is done by size and power simulations. Small-sample properties of the other tests are also investigated by simulations

On the Finite Dimensional Laws of Threshold GARCH Processes

In this chapter we establish bounds for the finite dimensional laws of a threshold GARCH process, X, with generating process Z. In this class of models the conditional standard deviation has different reactions according to the sign of past values of the process. So, we firstly find lower and upper bounds for the law of \left ({X}_{1}^{+},-{X}_{1}^{+},\ldots,{X}_{n}^{+},-{X}_{n}^{+}\right), in certain regions of R^{2n}, and use them to find bounds of the law of \left ({X}_{1},\ldots,{X}_{n}\right). Some of these bounds only depend on the parameters of the model and on the distribution function of the independent generating process, Z. An application of these bounds to control charts for time series is presented

Tailoring hierarchical meso- macroporous 3D scaffolds: from nano to macro

Bone tissue regeneration requires the use of 3D scaffolds which mimic the architecture of the natural extracellular matrix, creating an adequate microenvironment for bone cell growth. Such 3D scaffolds need surface properties suitable for biological recognition in the early stage of cell adhesion, necessary to ensure complete cell colonization, retained cell functionality, and subsequently bone regeneration. Herein, hierarchical 3D scaffolds based on new hydroxyapatite/mesoporous glass nanocomposite bioceramic (MGHA) exhibiting different scales of porosity have been synthesized. These 3D scaffolds possess: (i) highly ordered mesopores with diameters of 10 nm; (ii) macropores with diameters in the 30-80 mu m range with interconnections of 1-10 mu m; and (iii) large macropores of ca. 500 mu m. To improve their surface properties, 3D scaffolds were modified through direct functionalization with amine propyl groups, which notably improve preosteoblast adhesion, proliferation (2.3 fold), differentiation (4.8 fold) and further cell colonization of these scaffolds. The observed enhancement can be related to these amine groups which favour early adhesion, e. g., based on nonspecific protein adsorption as was demonstrated by ellipsometry. These results suggest that the combination of hierarchical structure design and amine surface modification of hydroxyapatite/mesoporous nanocomposite scaffolds yields a double increase in cell proliferation, as well as a quadruple increase in cell differentiation, demonstrating the potential of these nanocomposite materials for bone tissue regeneration purposes

Blood pressure in free-ranging gray wolves (Canis lupus) immobilized with tiletamine and zolazepam

This study aims to evaluate blood pressure measurements in immobilized free-ranging gray wolves (Canis lupus) in Sweden. Eight immobilized wolves (five adults and three juveniles) were included in this study. All wolves were darted from a helicopter with darts containing 250 milligrams of tiletamine and 250 milligrams of zolazepam. Immobilized wolves that showed signs of arousal, recieved a supplemental intramuscular injection of medetomidine. Systolic and diastolic blood pressure was measured non-invasively with an oscillometric device (Memoprint®, MediVet, Babenhausen, Germany) designed for dogs and cats. Rectal temperature, heart rate and respiratory rate were also measured. The hypothesis is that the wolves develop hypertension as a result of helicopter pursuit and the drug used. Three wolves were normotensive, four wolves had a moderate diastolic hypertenstion at one or more measuring point, and one wolf had a severe diastolic hypertension together with a mild systolic hypertension. None of the wolves had a moderate or a severe systolic hypertension. In conclusion, the effect on blood pressure was not as severe as previously thought. It was also noted that wolves who recieved an injection of medetomidine had a better anesthesia. In addition to this, other reference values for blood pressure and heart rates for free-ranging gray wolves should be used in future studies.Studien avsåg att utvärdera blodtrycket hos immobiliserade frilevande vargar (Canis lupus) i Sverige. Hypotesen är att de sövda vargarna får hypertension av helikopterjakten och tiletamin. Åtta vargar (fem vuxna och tre valpar) ingick i studien. Vargarna sövdes från helikopter med bedövningspilar innehållande 250 mg tiletamin och 250 mg zolazepam, motsvarande 10,6 – 21,3 mg/kg. De vargar som under sövningen uppvisade tecken på att vakna, fick en intramuskulär injektion medetomidin motsvarande doser på 0,016 – 0,0625 mg/kg. Systoliskt och diastoliskt blodtryck mättes icke-invasivt med en oscillometrisk apparat (Memoprint, MedVet, Babenhausen, Tyskland). Rektaltemperatur, hjärtfrekvens och andningsfrekvens mättes var femtonde minut, i direkt anslutning till blodtrycksmätningen. Tre vargar var normotensiva, fyra hade måttlig diastolisk hypertension vid ett eller flera mätningstillfällen, och en varg hade kraftig diastolisk hypertension tillsammans med lindrig systolisk hypertension. Ingen av vargarna hade måttlig eller kraftig systolisk hypertension vid mättillfällena. De vargar som fick medetomidin under anestesin fick en blodtryckssänkning och en lägre andningsfrekvens. Eftersom tidpunkt för första mätning varierade mellan individerna, samt att den aldrig utfördes tidigare än 15 minuter efter pilskott, kan en möjlig initial hypertension ha inträffat. En etablering av referensvärden för blodtryck och hjärtfrekvens hos sövd frilevande varg är nödvändig i framtida studier

Non-Equilibrium in Adsorbed Polymer Layers

High molecular weight polymer solutions have a powerful tendency to deposit adsorbed layers when exposed to even mildly attractive surfaces. The equilibrium properties of these dense interfacial layers have been extensively studied theoretically. A large body of experimental evidence, however, indicates that non-equilibrium effects are dominant whenever monomer-surface sticking energies are somewhat larger than kT, a common case. Polymer relaxation kinetics within the layer are then severely retarded, leading to non-equilibrium layers whose structure and dynamics depend on adsorption kinetics and layer ageing. Here we review experimental and theoretical work exploring these non-equilibrium effects, with emphasis on recent developments. The discussion addresses the structure and dynamics in non-equilibrium polymer layers adsorbed from dilute polymer solutions and from polymer melts and more concentrated solutions. Two distinct classes of behaviour arise, depending on whether physisorption or chemisorption is involved. A given adsorbed chain belonging to the layer has a certain fraction of its monomers bound to the surface, f, and the remainder belonging to loops making bulk excursions. A natural classification scheme for layers adsorbed from solution is the distribution of single chain f values, P(f), which may hold the key to quantifying the degree of irreversibility in adsorbed polymer layers. Here we calculate P(f) for equilibrium layers; we find its form is very different to the theoretical P(f) for non-equilibrium layers which are predicted to have infinitely many statistical classes of chain. Experimental measurements of P(f) are compared to these theoretical predictions.Comment: 29 pages, Submitted to J. Phys.: Condens. Matte

The character and influences of Scandinavian geographic conditions as they occur the world over

Thesis (M.A.)--Boston University, 1938. This item was digitized by the Internet Archive