Digital Commons Network^™

Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange, Francis X. Diebold, Jinyong Hahn, Anthony S. Tay

Research Collection School Of Economics

We provide a framework for evaluating and improving multivariate density forecasts. Among other things, the multivariate framework lets us evaluate the adequacy of density forecasts involving cross-variable interactions, such as time-varying conditional correlations. We also provide conditions under which a technique of density forecast calibration can be used to improve deficient density forecasts, and we show how the calibration method can be used to generate good density forecasts from econometric models, even when the conditional density is unknown. Finally, motivated by recent advances in financial risk management, we provide a detailed application to multivariate high-frequency exchange rate density forecasts. © …

Hollins Columns (1999 Nov 1), Hollins College

Hollins Student Newspapers

Table of Contents:

• Pat Schroeder takes on politics and women
• A woman's quest for freedom
• Women unite to take back the night
• Tinker Cafe under new management
• News Briefs
• ADA announces new spuds
• Campus Scenes
• Paule Constant to speak at Hollins
• Ring Night claims Juniors
• Visiting professors love Hollins
• "Bringing Out The Dead" does just that
• They might rock
• Writers fight hunger with words
• High Anxiety
• Agony, Agony, Heartbreak
• On the Left
• On the Right
• A Random Thought
• Letters to the Editor
• Fall sports wrap-up

Ethnic Variability In The Treatment Of Pain, Rafael A. Ortega, Benjamin A. Youdelman, Richard C. Havel

Department of Surgery Faculty Papers

Ethnicity has been shown to be an important determinant of behavior during illness, particularly when a painful condition is present. Studies have shown that pain may be undertreated among different ethnic groups of patients. Whereas individual variations in the reaction to pain occur, available data do not support racial and/or ethnic differences in the perception of pain, leaving no justification for this discrepancy in treatment. Regardless of ethnicity, inadequate treatment of pain has been known for some time and has been referred to in recent literature as "oligoanalgesia." Lack of understanding of different ethnic and cultural groups can lead to …

Seeing More Than We Can Know: Visual Attention And Category Activation, Cn Macrae, Gv Bodenhausen, Ab Milne, G Calvini

School of Psychology

Extending existing work on the conditional automaticity of category activation, the present research investigated the extent to which category activation is moderated by the resolution of visual attention. As visual attention gates access to material in semantic memory, so too should it regulate the activation of social categories when triggering verbal labels are encountered. Accordingly, only when triggering stimuli fall within the spotlight of attention did we expect category activation to occur. The results of two studies supported this prediction. We consider the implications of our findings for recent treatments of category automaticity.

A Longitudinal Examination Of The Consequences Of Sexual Victimization For Rural Young Adult Women, Janine Zweig, Lisa J. Crockett, Aline Sayer, Judith Vicary

Department of Psychology: Faculty Publications

This longitudinal study examined the consequences of sexual victimization in a sample of 237 young adult women from a rural community. Of the total sample, 71 (30%) reported experiencing some type of unwanted sex. Multiple regression was used to examine the effects on psychosocial adjustment of unwanted sex that occurred through nonviolent coercion and violent coercion, respectively, controlling for prior psychological adjustment. Results indicated that women who reported physically violent sexual coercion exhibited poorer psychological and social/relational adjustment than either nonvictimized women or women who had experienced nonviolent forms of sexual coercion. Additionally, nonviolent sexual coercion was associated with higher …

Whose Who? The Case For A Kantian Right Of Publicity, Alice Haemmerli

Duke Law Journal

Rapidly developing technological opportunities for unauthorized uses of identity-from "virtual kidnapping" to digitalcasting-coincide with growing demand for a preemptive federal right of publicity that can replace the existing welter of inconsistent state laws. Progress is impeded, however, by intractable doctrinal confusion and academic hostility to the right as allegedly inimical to society's cultural need to manipulate celebrity images. Because the right of publicity is traditionally based on Lockean labor theory and analogized to intellectual property in created works, it is vulnerable to such attacks; to date, no serious attempt has been made to elaborate an alternative philosophical justification that can …

The Reasonable Government Official Test: A Proposal For The Treatment Of Factual Information Under The Federal Deliberative Process Privilege, Kirk D. Jensen

Duke Law Journal

No abstract provided.

Slip Modulus Of Frp Sheets Bonded To Concrete, Y. J. Lee, T. E. Boothby, C. E. Bakis, Antonio Nanni

Civil, Architectural and Environmental Engineering Faculty Research & Creative Works

An analytical tension-stiffening model was developed for fiber-reinforced polymer (FRP) sheets bonded to reinforced concrete based on equilibrium equations and the assumption of linear behavior between bond stress and slip. Experimental measurements were made on small- and large-scale specimens. For the small-scale specimens, the primer coat thickness (adhesive thickness between concrete and FRP sheet) was varied for each specimen. By comparisons of the experimental data to the analytical results, the slip modulus at the concrete/FRP sheet and concrete/steel interface was established at the service load level. From this study, it was found that primer coat thickness has a modest influence …

Rit Financial Applications Nov 1999, Sponsored Programs Accounting

RIT Digital Archives

This newsletter is published four times a year and will include regular features, process changes, sponsoring agency announcements, a calendar of upcoming events, and personal introductions to SPA staff.

Journal Staff

Duke Law Journal

No abstract provided.

Choice Or Commonality: Welfare And Schooling After The End Of Welfare As We Knew It, Martha Minow

Duke Law Journal

Reflecting market rhetoric but also potentially advancing spiritual and religious values, school voucher plans dominate current debates on education reform. These voucher plans would enable parents to use public dollars to select private schools, including parochial ones, for their children. Moreover, the recent federal welfare reform includes the "charitable choice" provision, which enables states to issue vouchers to individuals who can redeem them for services and aid from private, including religious, entities. In this Article, Professor Minow predicts that constitutional challenges to these plans under the religion clauses are likely to result in judicial approval of school vouchers and judicial …

An Elliptic Partial Differential Equation With A Symmetrical Almost Periodic Term, Gregory S. Spradlin

Publications

In [STT], a Hamiltonian system of the form (1.0)− u′′+ u= h (t)∇ F (u) was studied, where h is an almost periodic (defined in a moment) function, and F: RN→ R a “superquadratic” potential. That is, F (q) behaves like q to a power greater than 2, with F (q)/| q| 2→ 0 as| q|→ 0 and F (q)/| q| 2→∞ as| q|→∞. For example, F (q)=| q| p− 1q with p> 1 would qualify. The authors found that (1.0) must have a nonzero solution homoclinic to zero. Since this result, many papers (see [CMN],[R1], and [ACM], for example) …

Second-Order Decisions, Cass R. Sunstein, Edna Ullmann-Margalit

Public Law and Legal Theory Working Papers

No abstract provided.

Kronos: A Java-Based Software System For The Processing And Retrieval Of Large Scale Avhrr Data, Z. Zhang, J. Jájá, D.A. Bader, S. Kalluri, H. Song, N.Z. El Saleous, E. Vermote, J.R.G. Townshend

Electrical & Computer Engineering Technical Reports

At regional scales, satellite-based sensors are the primary source of information to study the earths environment, as they provide the needed dynamic temporal view of the earth's surface. Raw satellite orbit data have to be processed and mapped into a standard projection to produce multitemporal data sets which can then be used for regional or global earth science studies. In this paper, we describe a software system Kronos for the generation of custom-tailored data products from the Advanced Very High Resolution Radiometer (AVHRR) sensor. Kronos allows the generation of a rich set of products that can be easily specified through …

Otras Perspectivas (Other Perspectives), Volume 03, Issue 01, November 1999, Occupational Therapy Graduate Program

OTras Perspectivas: UNM Occupational Therapy Program Newsletter

Acknowledging that the success of the Occupational Therapy Program hinges on the mutual investment of community and friends beyond the local community, the UNM Occupational Therapy Program faculty and staff have initiated this newsletter. The goal is to provide an additional forum for communication, and provide updates about the program's development, faculty, students, alumni, and friends.

Vegetation Trend In The East Kimberley Region : An Analysis Of Ground Monitoring Data From 1991-1998, Noelene Duckett, Paul Novelly, Ian Watson

Research Reports

This document summarises the analyses carried out on the ground monitoring data from the Kimberley region of Western Australia as part of the Natural Heritage Trust project 953024 - ‘'Development of Information Products for Reporting Rangeland Changes.”

Vegetation Trend In The Fitzroy Region. An Analysis Of 1995 And 1998 Ground Monitoring Data., Noelene Duckett, Paul Novelly, Ian Watson, National Landcare Program (Australia), Csiro

Research Reports

This document summarises the analyses carried out on the ground monitoring data from the Kimberley region of Western Australia as part of the Natural Heritage Trust project 953024 - ‘'Development of Information Products for Reporting Rangeland Changes.”

This project has been investigating ways of integrating rangeland trend information collated from Landsat satellite data and site-specific ground vegetation data. This has been carried out by extending and refining previous approaches developed by Agriculture Western Australia and CSIRO Mathematical and Information Sciences (e.g. Wallace et al. 1994). The principal objective of the project is to develop useful information products which …

November 1, 1999, The Daily Mississippian

Daily Mississippian (all digitized issues)

No abstract provided.

Mpeg-4 Systems And Applications, Hari Kalva, Lai-Tee Cheok, Alexandros Eleftheriadis

Research Collection School Of Computing and Information Systems

MPEG-4, under the auspices of the ISO, is specifying tools to enable object-based audio-visual presentations [3]. These include tools to encode individual objects, compose presentations with objects, store these object-based presentations and access these presentations in a distributed manner over networks. The main distinguishing feature of object-based audio-visual presentations is the scene composition at the user terminal. The objects that are part of a scene are composed and displayed at the user end as opposed to encoding the composed scenes as is done in the case of MPEG-2. Such object-based representation and presentation has several benefits including compression efficiency and …

Pete Rose And Jim Gray Damage The All Century Team, Richard C. Crepeau

On Sport and Society

The release of "The Blair Witch Project" on video has once again brought the attention of the Orlando community and film fans everywhere to the blockbuster surprise of the summer. It has also focused local attention on the University of Central Florida film program where the filmmakers began their work.

Kolaborasi Penulis Kedokteran; Kajian Atas Artikel Dalam "Geneeskundig Tijdschrift Voor Nederlandsch-Indie" Dan "The Journal Or The Indonesian Medical Association, Sulistyo Basuki, Tri Septijantono

Wacana, Journal of the Humanities of Indonesia

No abstract provided.

Amir Hamzah "Raja" Penyair Melayu, E. Ulrich Kratz

Wacana, Journal of the Humanities of Indonesia

No abstract provided.

Quarterly Meeting, Wku Board Of Regents

Board of Regents Documents

Quarterly Meeting of the WKU Board of Regents to discuss disposition of minutes; Diversity & Internationalism Committee report; annual financial report; Academic & Students Affairs Committee report; honorary degrees to Sallie Bingham and Don Vitale; personnel recommendations; president's report; property acquisition and sale and pending litigation.

The Bates Student - Volume 129 Number 07 - October 29, 1999, Bates College

The Bates Student

No abstract provided.

Spartan Daily, October 29, 1999, San Jose State University, School Of Journalism And Mass Communications

Spartan Daily (School of Journalism and Mass Communications)

Volume 113, Issue 43

Mustang Daily, October 29, 1999

Cal Poly Student Newspaper

Student newspaper of California Polytechnic State University, San Luis Obispo, CA.

The Courier, Volume 33, Issue 5, October 29, 1999, The Courier, College Of Dupage

The Courier

Stories:

Faculty Votes ‘Yes’ On Change In Grading Policy

College Bids Farewell To Dr. Walter Packard

New Constitution Passes SGA Senate

Part-Time Faculty Organize, Hold Elections

SGA’s Ineffectiveness Calls For Action

New Quarterly As College Representation

If You Could Meet Mark Twain

People:

Walter Packard

Amanda Saenz

Terisa Masella

Hal Holbrook

Sean Doty

Stacy Berry

Zach Patz

Montana Kaimin, October 29, 1999, Associated Students Of The University Of Montana

Montana Kaimin, 1898-present

Student newspaper of the University of Montana, Missoula.

Volume 37, Number 10: October 29, 1999, University Of North Dakota

University Letter Archive

No abstract provided.

Daily Eastern News: October 29, 1999, Eastern Illinois University

October

No abstract provided.