In his seminal 1982 paper, Robert F. Engle described a time series model with a time-varying volatility. Engle showed that this model, which he called ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. Nowadays ARCH has been replaced by more general and more sophisticated models, such as GARCH (generalized autoregressive heteroscedastic). This monograph concentrates on mathematical statistical problems associated with fitting conditionally heteroscedastic time series models to data. This includes the classical statistical issues of consistency and limiting distribution of estimators. Particular attention is addressed to (quasi) maximum likelihood estimation and misspecified models, along to phenomena due to heavy-tailed innovations. The used methods are based on techniques applied to the analysis of stochastic recurrence equations. Proofs and arguments are given wherever possible in full mathematical rigour. Moreover, the theory is illustrated by examples and simulation studies.
This book is all about events, discoveries and ideas which may have seemed small and insignificant at the time but later changed the world. DDT and LSD, Frick & Frack, the Basel Mission and the Zionist World Congress, Tadeus Reichstein and Friedrich Nietzsche, the first printed edition of the Koran and much else provide the stuff of which exciting stories are made in Basel, the hub of the universe.
Popular sovereignty - the doctrine that the public powers of state originate in a concessive grant of power from "the people" - is the cardinal doctrine of modern constitutional theory, placing full constitutional authority in the people at large, rather than in the hands of judges, kings, or a political elite. This book explores the intellectual origins of this influential doctrine and investigates its chief source in late medieval and early modern thought - the legal science of Roman law. Long regarded the principal source for modern legal reasoning, Roman law had a profound impact on the major architects of popular sovereignty such as François Hotman, Jean Bodin, and Hugo Grotius. Adopting the juridical language of obligations, property, and personality as well as the classical model of the Roman constitution, these jurists crafted a uniform theory that located the right of sovereignty in the people at large as the legal owners of state authority. In recovering the origins of popular sovereignty, the book demonstrates the importance of the Roman law as a chief source of modern constitutional thought.
Written by experts within their fields, the handbook provides up-to-date, practical advice on the management of common conditions for trainees and specialists in gastroenterology and hepatology. It covers approaches to clinical problems, including infectious disease and gastrointestinal problems in developing countries.
Sovereignty is the vital organizing principle of modern international law. This book examines the origins of that principle in the legal and political thought of its most influential theorist, Jean Bodin (1529/30-1596). As the author argues in this study, Bodin's most lasting theoretical contribution was his thesis that sovereignty must be conceptualized as an indivisible bundle of legal rights constitutive of statehood. While these uniform 'rights of sovereignty' licensed all states to exercise numerous exclusive powers, including the absolute power to 'absolve' and release its citizens from legal duties, they were ultimately derived from, and therefore limited by, the law of nations. The book explores Bodin's creative synthesis of classical sources in philosophy, history, and the medieval legal science of Roman and canon law in crafting the rules governing state-centric politics. The Right of Sovereignty is the first book in English on Bodin's legal and political theory to be published in nearly a half-century and surveys themes overlooked in modern Bodin scholarship: empire, war, conquest, slavery, citizenship, commerce, territory, refugees, and treaty obligations. It will interest specialists in political theory and the history of modern political thought, as well as legal history, the philosophy of law, and international law.
Inflammatory Bowel Diseases: A Clinician’s Guide provides practical guidance for the diagnosis and management of those suspected or known to have one of the forms of these complex diseases. It is perfect both for gastroenterology trainees learning to care for these patients and the experienced physician as a concise and practical resource for day to day use. Written by the experts, Inflammatory Bowel Diseases: A Clinician’s Guide is an essential tool for all gastroenterologists managing patients with inflammatory bowel disease.
Throughout his life, the apartheid activist, Nelson Mandela (Madiba), maintained, 'In the darkest moment there is always hope. We must never give up'. Hope as a mode of the courage to be (Paul Tillich), points to what the Sociologist Peter Berger calls: signals of transcendence. Wholeness in Hope Care explores the rich tradition of hope in wisdom, philosophy and Christian theology. It connects non-hope/un-hope (Gabriel Marcel: inespoir) to a theology of compassion in soul care (cura animarum). Resurrection hope (theologia resurrectionis) points to the healing of life (cura vitae) and the preservation of land (cura terrae). In order to describe the helping and healing dimension in pastoral caregiving, the term 'promissiotherapy' has been coined. Daniel Johannes Louw was Dean of the faculty of theology at the University of Stellenbosch (2001-2005), President of the International Academy of Practical Theology (IAPT) (2003-2005) and President of the International Council for Pastoral Care and Counselling (ICPPC) (2011-2015). (Series: Pastoral Care and Spiritual Healing) (Series: Pastoral Care and Spiritual Healing - Vol. 3) [Subject: Pastoral Studies, Religious Studies, Christianity]
This book combines the complexities of neuro-ophthalmologic and neuro-otologic disorders into one concise guidebook. It focuses on the basics of these two challenging subspecialties, encountered by the neurologist, ophthalmologist, otolaryngologist, neurosurgeon, emergency medicine provider, and others. Comprehensive and succinct, the book contains chapters examining representative case vignettes that highlight typical historical elements and exam findings that aid in diagnosing a specific disease, disorder, or syndrome. Before each heading, chapters offer a brief review of relevant anatomy, physiology, and examination techniques. Additionally, symptom-based tables guide the practitioner to a focused history and examination for rapid real-time triage and diagnosis. Practical and case-based, Neuro-Ophthalmology and Neuro-Otology is an invaluable resource for practitioners, trainees, and residents in various fields.
Modern physics is characterized by two great theories, which make it fundamentally different from its predecessor: quantum theory and theory of relativity. In this book we want to bring to the reader's attention several solutions to problems connected to the quantum-relativistic interaction of particles. Remarkably, such solutions furnished rigorous and pertinent explanations of a large set of phenomena, both in microscopic world and galactic universe.
The author – a leading theoretical cosmologist – expands on his widely acclaimed lecture notes in this self-contained textbook, suitable for the advanced undergraduate or starting graduate level. Presenting the key theoretical foundations of cosmology and describing the observations that have turned the subject into a precision science, the author keeps the student in mind on every page by explaining concepts step-by-step, in an approachable manner. After describing the dynamics of the homogeneous universe, the book traces the evolution of small density fluctuations, which were created quantum-mechanically during inflation and are today observed in the cosmic microwave background and the large-scale structure of the universe. The book is ideally suited as a course companion or for self-study. With all necessary background material covered, students have everything they need to establish an unrivalled understanding of the subject. Complete with many worked examples, figures, and homework problems, this textbook is a definitive resource for advanced students in physics, astronomy and applied mathematics.
The fifth edition of the Manual of Allergy and Immunology is designed to serve health care professionals in the diagnosis and management of allergic and other immunological disorders. The manual presents the basic and essential material and provides specific information to assist in clinical decision-making and treatment planning. The specialist will find this manual a convenient reference handbook, while the generalist will be able to use the Manual as a helpful guide in formulating a diagnostic and therapeutic approach to patients suspected of having an allergic or immunologic disorder. Students, house officers, and other health care professionals will find the Manual a useful guide to the clinical practice of allergy and immunology. New for this edition: • Additional tables provide extensive data for basic and clinical understanding • Increased use of algorithms to help provide quick diagnosis • References include both published literature and authoritative Internet resources for more extensive discussion of each subject • Therapeutic recommendations are consistent with current evidence-based guidelines to provide the latest information • Uses the familiar Lippincott Manual outline format to organize information and save time in looking up information
Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value extraction through trading more difficult. These facts make it very easy for modeling efforts to run into serious problems, as many models are very sensitive to noise and hence can easily fail in practice. Modeling and Valuation of Energy Structures is a comprehensive guide to quantitative and statistical approaches that have been successfully employed in support of trading operations, reflecting the author's 17 years of experience as a front-office 'quant'. The major theme of the book is that simpler is usually better, a message that is drawn out through the reality of incomplete markets, small samples, and informational constraints. The necessary mathematical tools for understanding these issues are thoroughly developed, with many techniques (analytical, econometric, and numerical) collected in a single volume for the first time. A particular emphasis is placed on the central role that the underlying market resolution plays in valuation. Examples are provided to illustrate that robust, approximate valuations are to be preferred to overly ambitious attempts at detailed qualitative modeling.
This textbook gradually introduces the reader to several topics related to black hole physics with a didactic approach. It starts with the most basic black hole solution, the Schwarzschild metric, and discusses the basic classical properties of black hole solutions as seen by different probes. Then it reviews various theorems about black hole properties as solutions to Einstein gravity coupled to matter fields, conserved charges associated with black holes, and laws of black hole thermodynamics. Next, it elucidates semiclassical and quantum aspects of black holes, which are relevant in ongoing and future research. The book is enriched with many exercises and solutions to assist in the learning. The textbook is designed for physics graduate students who want to start their research career in the field of black holes; postdocs who recently changed their research focus towards black holes and want to get up-to-date on recent and current research topics; advanced researchers intending to teach (or learn) basic and advanced aspects of black hole physics and the associated mathematical tools. Besides general relativity, the reader needs to be familiar with standard undergraduate physics, like thermodynamics, quantum mechanics, and statistical mechanics. Moreover, familiarity with basic quantum field theory in Minkowski space is assumed. The book covers the rest of the needed background material in the main text or the appendices.
Continuing a Gold Medallion Award-winning legacy, the completely revised Expositor's Bible Commentary puts world-class biblical scholarship in your hands. A staple for students, teachers, and pastors worldwide, The Expositor's Bible Commentary (EBC) offers comprehensive yet succinct commentary from scholars committed to the authority of the Holy Scriptures. The EBC uses the New International Version of the Bible, but the contributors work from the original Hebrew and Greek languages and refer to other translations when useful. Each section of the commentary includes: An introduction: background information, a short bibliography, and an outline An overview of Scripture to illuminate the big picture The complete NIV text Extensive commentary Notes on textual questions, key words, and concepts Reflections to give expanded thoughts on important issues The series features 56 contributors, who: Believe in the divine inspiration, complete trustworthiness, and full authority of the Bible Have demonstrated proficiency in the biblical book that is their specialty Are committed to the church and the pastoral dimension of biblical interpretation Represent geographical and denominational diversity Use a balanced and respectful approach toward marked differences of opinion Write from an evangelical viewpoint For insightful exposition, thoughtful discussion, and ease of use—look no further than The Expositor's Bible Commentary.
Inside the 3rd edition of this esteemed masterwork, hundreds of the most distinguished authorities from around the world provide today's best answers to every question that arises in your practice. They deliver in-depth guidance on new diagnostic approaches, operative technique, and treatment option, as well as cogent explanations of every new scientific concept and its clinical importance. With its new streamlined, more user-friendly, full-color format, this 3rd edition makes reference much faster, easier, and more versatile. More than ever, it's the source you need to efficiently and confidently overcome any clinical challenge you may face. Comprehensive, authoritative, and richly illustrated coverage of every scientific and clinical principle in ophthalmology ensures that you will always be able to find the guidance you need to diagnose and manage your patients' ocular problems and meet today's standards of care. Updates include completely new sections on "Refractive Surgery" and "Ethics and Professionalism"... an updated and expanded "Geneitcs" section... an updated "Retina" section featuring OCT imaging and new drug therapies for macular degeneration... and many other important new developments that affect your patient care. A streamlined format and a new, more user-friendly full-color design - with many at-a-glance summary tables, algorithms, boxes, diagrams, and thousands of phenomenal color illustrations - allows you to locate the assistance you need more rapidly than ever.
In his seminal 1982 paper, Robert F. Engle described a time series model with a time-varying volatility. Engle showed that this model, which he called ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. Nowadays ARCH has been replaced by more general and more sophisticated models, such as GARCH (generalized autoregressive heteroscedastic). This monograph concentrates on mathematical statistical problems associated with fitting conditionally heteroscedastic time series models to data. This includes the classical statistical issues of consistency and limiting distribution of estimators. Particular attention is addressed to (quasi) maximum likelihood estimation and misspecified models, along to phenomena due to heavy-tailed innovations. The used methods are based on techniques applied to the analysis of stochastic recurrence equations. Proofs and arguments are given wherever possible in full mathematical rigour. Moreover, the theory is illustrated by examples and simulation studies.
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