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Essays On Models For Financial Volatility, Mihaela Oana Craioveanu Jan 2008

Essays On Models For Financial Volatility, Mihaela Oana Craioveanu

LSU Doctoral Dissertations

This research is focused on models for volatility. After the introduction of realized volatility as a consistent estimator for daily volatility, time series models without latent variables have been used to model and forecast volatility. The first part of this research provides a critical review of some of the commonly used realized volatility models and addresses the problem of stationarity and lag selection. In the empirical part we apply our methodology to thirty Dow Jones Industrial Average stocks from the NYSE TAQ dataset. We address the lag selection problem for each of the stocks considered. We find that models based …


Biotransformation Of Organic Wood Preservatives By Micro-Organisms, Diana Nasirumbi Obanda Jan 2008

Biotransformation Of Organic Wood Preservatives By Micro-Organisms, Diana Nasirumbi Obanda

LSU Doctoral Dissertations

Wood products are treated with biocides to prevent biodegradation by bacteria, fungi, and insects. Much attention is being directed towards testing of metal-free organic preservative systems. The major disadvantage of organics is that they are biotransformed by micro-organisms in soil and wood. This study explored the biotransformation of the fungicide tebuconazole by a bacteria species (Pseudomonas fluorescens), the mold (Trichoderma harzianum), the white rot fungus (Phanerochaete chrysosporium) and the brown rot (Meruliporia incrassata). After incubation of cultures spiked with tebuconazole, samples were analyzed for chemical remaining and metabolites. M. incrassata, T. harzianum, and the bacterium all cleaved the 1, 2, …


A Performer's Guide To Libby Larsen's: Try Me, Good King : Last Words Of The Wives Of Henry Viii, Angela R. Day Jan 2008

A Performer's Guide To Libby Larsen's: Try Me, Good King : Last Words Of The Wives Of Henry Viii, Angela R. Day

LSU Doctoral Dissertations

American composer Libby Larsen has created works in many musical genres. Larsen’s vocal music recordings have featured well-known performers such as Arleen Augér, for which Larsen won a Grammy as producer. Her vocal music employs texts from various sources including Nursery Rhymes and the Bible, as well as numerous others. Larsen works solely on commission, and in 2000 Larsen was approached by the Marilyn Horne Foundation to compose a group of songs for Metropolitan Opera competition winner, soprano Meaghan Miller. Larsen had always been interested in the wives of Henry VIII and the commission request finally gave her the opportunity …


The Impact Of Natural Disasters On Employee Turnover: The Shocks And After-Shocks Of Hurricane Katrina On It Professionals, James Davis Jan 2008

The Impact Of Natural Disasters On Employee Turnover: The Shocks And After-Shocks Of Hurricane Katrina On It Professionals, James Davis

LSU Doctoral Dissertations

Hurricane Katrina was the most destructive natural disaster in American history and created the need for organizations along the Gulf Coast to employ disaster management and recovery plans. With the ubiquitous nature of computers and technology, IT professionals were critical organizational assets in executing those plans in order to insure the safety and recovery of valuable information. The purpose of this study is to gain a deeper understanding of the impact natural disasters have on IT professionals and their subsequent turnover decisions. The theoretical guide for this study was the Unfolding Model of Turnover (Lee and Mitchell 1994) that identifies …


Administrative Responses To Hurricane-Induced Mobility, Christopher J. Fontenot Jan 2008

Administrative Responses To Hurricane-Induced Mobility, Christopher J. Fontenot

LSU Doctoral Dissertations

Hurricanes Katrina and Rita posed serious challenges to school systems as children displaced by the storms attended schools across Louisiana and in most of the states of the Union. This qualitative case study examined the administrative challenges of one school district that received over 6,800 new students in less than a month. Research questions posed in the study focused on the planning, placement, and support of displaced students, the leadership of the superintendent and principals in integrating displaced students into the district and schools, which problems arose, and whether any policies or procedures were changed as a result hurricane-induced mobility. …


Evidence For Symplectic Symmetry In Ab Initio No-Core Shell Model Results, Tomas Dytrych Jan 2008

Evidence For Symplectic Symmetry In Ab Initio No-Core Shell Model Results, Tomas Dytrych

LSU Doctoral Dissertations

Advances in the construction of realistic internucleon interactions together with the advent of massively parallel computers have resulted in a successful utilization of the ab initio approaches to the investigation of properties of light nuclei. The no-core shell model is a prominent ab initio method that yields a good description of the low-lying states in few-nucleon systems as well as in more complex p-shell nuclei. Nevertheless, its applicability is limited by the rapid growth of the many-body basis with larger model spaces and increasing number of nucleons. To extend the scope of the ab initio no-core shell model to heavier …


The Diet Of Saltmarsh Consumers, Kari Ann Galvan Jan 2008

The Diet Of Saltmarsh Consumers, Kari Ann Galvan

LSU Doctoral Dissertations

Salt marshes are areas of high primary production that in turn support high secondary production. Macrophytes, phytoplankton and a variety of benthic algae all contribute to the high primary productivity. Each has the potential to contribute to the saltmarsh food web making it difficult to determine organic matter resources important to secondary production in salt marshes. Furthermore, our understanding of saltmarsh food webs is complicated by anthropogenic effects such as nutrient inputs and exploitation of key predators. I utilized a combination of natural abundance stable isotopes, isotope tracer additions, gut content analysis and manipulative experiments to determine the diets of …


A Multilevel Discrete - Time Hazard Model Of Retention Data In Higher Education, Christopher W. Guillory Jan 2008

A Multilevel Discrete - Time Hazard Model Of Retention Data In Higher Education, Christopher W. Guillory

LSU Doctoral Dissertations

College student retention rates are often used as a measure of institutional accountability, institutional success, and are used more frequently as a means of determining resource allocation. Understanding what factors impact the retention of college students has become critical to institutions of higher education. The study of the factors that impact student retention has been plagued with methodological concerns, especially the longitudinal and hierarchical nature of retention data. The purpose of this study was to investigate college student retention using a multilevel discrete-time hazard model. A multilevel discrete-time hazard model deals with many of the concerns associated with analyzing college …


Neonatal Respiratory Virus Infection Shapes Pulmonary Function In Adult Mice, Dahui You Jan 2008

Neonatal Respiratory Virus Infection Shapes Pulmonary Function In Adult Mice, Dahui You

LSU Doctoral Dissertations

Respiratory syncytial virus (RSV) and influenza are the two most common causes of acute lower respiratory tract infections in infants. Epidemiological data suggest that both severe RSV and influenza infections during infancy are associated with long-term pulmonary function abnormalities. Despite of the severe burdens of RSV and influenza infections in infants, no efficacious vaccines are available for RSV and the current vaccine strategy for influenza is inconvenient due to the fact that vaccines are made annually based on the prediction of circulating strains in the next season. New strategies in vaccine development have been slow to arrive partly due to …


Development Of New Stimuli-Responsive Vesicles Using A Novel Surfactant, Yuming Yang Jan 2008

Development Of New Stimuli-Responsive Vesicles Using A Novel Surfactant, Yuming Yang

LSU Doctoral Dissertations

Many amphiphilic molecules (surfactants) possess the ability to aggregate in aqueous solution to form thermodynamically stable aggregates that have potential for use as molecule containers and delivery systems in analytical or pharmaceutical applications. However, it is difficult to release the encapsulated molecules from these aggregates under a controllable manner, and this problem has dramatically limited the application of these aggregated systems. This study addresses this problem through fundamental structure modification by development of a novel redox stimuli-responsive amphiphile capable of forming vesicle aggregates. Aggregate structure can be adjusted through redox stimulation. The release of agents from the core of the …


A 5000-Year History Of Caribbean Environmental Change And Hurricane Activity Reconstructed From Coastal Lake Sediments Of The West Indies, Jason Thomas Knowles Jan 2008

A 5000-Year History Of Caribbean Environmental Change And Hurricane Activity Reconstructed From Coastal Lake Sediments Of The West Indies, Jason Thomas Knowles

LSU Doctoral Dissertations

A ~5000 yr history of modern and prehistoric hurricane landfall and environmental change has been reconstructed from coastal lake sediments of the northern West Indies. Hurricane overwash layers and environmental shifts were identified by changes in biological and sedimentary stratigraphies, core lithology, and loss-on-ignition techniques. 14C and 137Cs were used to establish a chronology of events. Many hurricane-induced overwash layers were identified within the lake sediments. Evidence indicates distinct periods of temporal shifts in hurricane activity for the Northern Caribbean islands of Anguilla, Barbuda, and Acklins Island, Bahamas, providing the first paleotempestological records for the region. The northern Caribbean record …