This paper builds on the ARCH approach for modeling distributions with time-varying conditional variance by using the generalized Student t distribution. The distribution offers flexibility in modeling both leptokurtosis and asymmetry (characteristics seen in high-frequency financial time series data), nests the standard normal and Student t distributions, and is related to the Gram Charlier and mixture distributions. An empirical ARCH model based on this distribution is formulated and estimated using hourly exchange rate returns for four currencies. The generalized Student t is found to better model the empirical conditional and unconditional distributions than other distributional specifications.
Econometrics is the combined study of economics and statistics and is an 'applied' unit. It is increasingly becoming a core element in finance degrees at upper levels. This first local adaptation of Wooldridge's text offers a version of Introductory Econometrics with a structural redesign that will better suit the market along with Asia-Pacific examples and data. Two new chapters at the start of the book have been developed from material originally in Wooldridge's appendix section to serve as a clear introduction to the subject and as a revision tool that bridges students' transition from basic statistics into econometrics. This adaptation includes data sets from Australian and New Zealand, as well as from the Asia-Pacific region to suit the significant portion of finance students who are from Asia and the likelihood that many graduates will find employment overseas.
From the shores of Kyoshi Island to the crowded streets of Ba Sing Se, this official cookbook collects signature dishes from all four nations, like vegetarian plates of the Air Nomads, fiery entrees from the Fire Nation, seafood from the North and South Poles, and delectable cuisine from the Earth Kingdom"--Provided by publisher.
From the acclaimed author of Ruin Falls and Cover of Snow comes a breathless new novel of psychological suspense about a dark, twisted turn of events that could shatter a family—a read perfect for fans of Gillian Flynn, Chris Bohjalian, and Nancy Pickard. Sandy Tremont has always tried to give her family everything. But, as the sky darkens over the Adirondacks and a heavy snowfall looms, an escaped murderer with the power to take it all away draws close. In her isolated home in the shadowy woods, Sandy prepares dinner after a fight with her daughter, Ivy. Upstairs, the fifteen-year-old—smart, brave, and with every reason to be angry tonight—keeps her distance from her mother. Sandy’s husband, Ben, a wilderness guide, arrives late to find a home simmering with unease. Nearby, two desperate men on the run make their way through the fading light, bloodstained and determined to leave no loose ends or witnesses. After almost twenty years as prison cellmates, they have become a deadly team: Harlan the muscle, Nick the mind and will. As they approach a secluded house and look through its windows to see a cozy domestic scene, Nick knows that here he will find what he’s looking for . . . before he disappears forever. Opening the door to the Tremont home, Nick brings not only a legacy of terror but a secret that threatens to drag Sandy with him into the darkness. Praise for As Night Falls “Electric . . . Jenny Milchman mixes psychological thrills with adventure . . . to shoot her readers with an extreme jolt of adrenaline. . . . Milchman’s talent for building atmosphere will have readers wondering if they’re shivering from the story’s excitement or northern New York’s winter cold.”—Shelf Awareness (starred review) “Great psychological thrillers work on two levels: as action-based mysteries and as emotionally resonant personal stories. Jenny Milchman balances both . . . with equal intensity. . . . You may not be able to finish [As Night Falls] in one sitting, but you’ll want to.”—BookPage “Gripping . . . a fast-paced tale that should keep readers eagerly turning pages.”—Publishers Weekly
This paper builds on the ARCH approach for modeling distributions with time-varying conditional variance by using the generalized Student t distribution. The distribution offers flexibility in modeling both leptokurtosis and asymmetry (characteristics seen in high-frequency financial time series data), nests the standard normal and Student t distributions, and is related to the Gram Charlier and mixture distributions. An empirical ARCH model based on this distribution is formulated and estimated using hourly exchange rate returns for four currencies. The generalized Student t is found to better model the empirical conditional and unconditional distributions than other distributional specifications.
Carole Jenny's Child Abuse and Neglect: Diagnosis, Treatment and Evidence focuses attention on the clinical evidence of child abuse to help you correctly diagnose and treat such cases in your own practice. In print and online, this unique, well-illustrated clinical reference provides new insights into the presentation and differential diagnosis of physical abuse and looks at shaken baby syndrome, sex offenders, and abuse in religious organizations, information on the biomechanics of injury, and other factors. Identify an abusive injury and treat it effectively by reviewing evidence and critical analyses from leading authorities in the field. Recognize the signs of shaken baby syndrome, sex offenders, and abuse in religious organizations. Understand the biomechanics of injury to determine whether abuse was truly the cause of a child's injury. View illustrations that show first-hand examples of child abuse or neglect. Search the complete contents online and download the illustrations at www.expertconsult.com.
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