Search results for "EDAS"

showing 10 items of 90 documents

Firm Size and Volatility Analysis in the Spanish Stock Market

2011

In this article, three strongly related questions are studied. First, volatility spillovers between large and small firms in the Spanish stock market are analyzed by using a conditional CAPM with an asymmetric multivariate GARCH-M covariance structure. Results show that there exist bidirectional volatility spillovers between both types of firms, especially after bad news. Second, the volatility feedback hypothesis explaining the volatility asymmetry feature is investigated. Results show significant evidence for this hypothesis. Finally, the study uncovers that conditional beta coefficient estimates within the used model are insensitive to sign and size asymmetries in the unexpected shock re…

Stochastic volatilityFinancial economicsRisk premiumAutoregressive conditional heteroskedasticityEconomics Econometrics and Finance (miscellaneous)CovarianceImplied volatilityVolatility risk premiumMultivariate garchPrice of riskVolatility swapEconomicsEconometricsForward volatilityVolatility smileCapital asset pricing modelStock marketVolatility (finance)SSRN Electronic Journal
researchProduct

Hallazgo de un denario merovingio inédito de Marsella en la ciudad de Tarragona (España)

2019

Documentamos el importante descubrimiento de un denario merovingio procedente de Masilia (Marsella) en la ciudad catalana de Tarragona (España). Debido a la escasez de esta tipología, no solamente en el suelo peninsular, creemos que su publicación es de una gran importancia. Y más aún considerando que el estudio de las relaciones comerciales tanto de corto como de largo recorrido entre el reino visigodo de Toledo y la Francia merovingia se mantiene poco desarrollado. We study the important fi nding of a Merovingian denarius from Masilia (Marseille) in the Catalan city of Tarragona (Spain). Due to the scarcity of this coinage, not only in the Iberian Peninsula, we believe that its publicatio…

Tardoantigüedad:HISTORIA::Historia por épocas::Historia medieval [UNESCO]UNESCO::HISTORIA::Historia por épocas::Historia medieval:9 - Geografía e historia::93 - Historia. Ciencias auxiliares de la historia. Archivista. Numismática. Paleografía. Diplomática [CDU]UNESCO::HISTORIA::Historia por épocas::Historia antiguaUNESCO::HISTORIA::Ciencias auxiliares de la historia::Numismática:HISTORIA::Historia por épocas::Historia antigua [UNESCO]MarsellaLate AntiquityMonedas merovingiasMerovingian coinage:HISTORIA::Ciencias auxiliares de la historia::Numismática [UNESCO]Reino visigodo de ToledoMarseilleVisigothic Kingdom of Toledo
researchProduct

Sedas purva pētīšanas dati un tehniskās izmantošanas projekts

1942

TorfPeat bogsSeda-MoorKūdras purvi (Latvija Seda)Purvi (Latvija Seda):NATURAL SCIENCES::Earth sciences [Research Subject Categories]Sedas purvs (Latvija)Kūdras ražošana (Latvija)
researchProduct

Autor, realitat i ficció en la narrativa de Jordi Sarsanedas

2013

L’article analitza el tractament de la figura de l’autor real en els reculls de narracions de Jordi Sarsanedas. En el primer, «Mites», el prefaci auctorial ha estat interpretat en clau autobiogràfica, a pesar de l’absència de marques explícites, de la ficcionalització amb què s’hi elaboren alguns dels elements i de l’enunciació a càrrec d’un jo que es projecta fantasmagòricament en els narradors autodiegètics de les narracions de ficció. En el darrer, «Una discreta venjança», l’estatus del prefaci auctorial és ambigu perquè es confon amb la metaficcionalitat dominant en el recull, sobretot a causa de l’ús de la metalepsi de l’autor. També s’hi analitza el tractament de la figura de l’autor …

UNESCO::CIENCIAS DE LAS ARTES Y LAS LETRASLingüísticaFilologías:CIENCIAS DE LAS ARTES Y LAS LETRAS [UNESCO]autor; prefaci; metalepsi; metaficció; Jordi Sarsanedas
researchProduct

Zvaigžņotā Debess: 2004, Rudens (185)

2004

Contents: L.Kondraševa and I.Zimina. New Riga Planetarium ; I.Rabinovičs. Remembering Fricis Blumbahs ; N.Cimahoviča. 50 cm Reflector Constructed in Riga ; J.Tambergs. Problems of Dialogue between Quantum Mechanics and Theology. A.Alksnis, Z.Alksne. The Sloan Great Wall ; A.Balklavs. Radio Galaxy – Emitter of Very High Energy Gamma-Rays ; A.Balklavs. Cosmic Objects in Photos – 2 ; A.Balklavs. New Assessments of Fine-Structure Constant Variability ; N.Cimahoviča. Dark Electric Matter Objects Around Us ; A.Balklavs. New Data on the Solar Granulation ; J.Jaunbergs. The Sinking Cliffs on Io ; D.Krieviņš. Space Launchers of Early XXI Century ; M.Sudārs. SpaceShipOne Closest to X-Prize ; J.Harja.…

Zinātniskie un reliģiskie priekštatiKosmosa kuģis SpaceShipOneAsteroīdu krāsaMasīvākā maiņzvaigzne LVB 1806-20Krustvārdu mīklaPundurgalaktikas M32 un M110“Cassini” – SaturnsAustrālijas un Jaunzēlandes latviešu dāvana Baldones observatorijaiAndromedas galaktika M31 - pavadoņiPrimārās kosmiskās daļiņasGotlībs Frīdrihs Teodors VitramsMarsa rūsaLasītāju vēstules – Venēra uz Saules diska Perseīdas 2004Fricis BlumbahsSīkstruktūras konstante – izmaiņas novērtējumiHabla kosmiskais teleskops – jauni zinātniskie instrumentiZinātnes finansējums LatvijāJuris Arturs BAlodis par "Zvaigžņotā Debess"Venēra pāri SauleiSaules granulācijaJānis LintersLaiktelpa un laiksJuris Ekmanis par "Zvaigžņotā Debess"Asteroīds 2004 JG 6Galaktikas M87 radioattēlsVenēras un Saules novērojumi EsplanādēKārļa Kaufmaņa stipendijaKosmiskie transportlīdzekļi – ASVPanspermijaLatvijas atklātā fizikas olimpiādeJānis Stradiņš par "Zvaigžņotā Debess"LU profesors Jāzeps Eiduss – „Pagājība”“Messenger” – MerkursRīgas planetārijsStarptautiskā lāzerlokācijas konferenceMarsa robots “Opportunity”Jupitera pavadoņa Jo klintisAstronomiskās parādības - 2004Kvantu mehānika un teoloģijaFizikas un astronomijas mācīšana skolāLondonas universitātes Berkbeka koledžaSlouna digitālais debess apskatsLU docents Tomass RomanovskisMarsa robots “Spirit”Miglāji – Spirāles Hanteles Zīmuļa Andromedas Omega
researchProduct

Experimental analysis of "bovedas tabicadas"

2012

A particular type of vaulted structures, known as bóvedas tabicadas (Catalan vaults), made with alternate layers of bricks and mortar and characterized by a very low thickness in comparison to the other two dimensions, are studied. The research has been faced under the historical aspect as well as under the mechanical one, developing experimental and numerical analysis regarding real existing structures. In particular, the experimental analysis, performed by effecting compression and bending tests on samples taken from a real structure, has been devoted to the constitutive material identification and the characterization is made by considering the material as an ideal homogeneous; further e…

bóvedas tabicadas identification experimental and numerical analysis.Settore ICAR/08 - Scienza Delle Costruzioni
researchProduct

La construcción de bóvedas en la Sicilia del siglo XIV: las capillas palatinas

2013

Il saggio analizza la variegata gamma di soluzioni tecniche e formali riscontrabili nella costruzione di volte reali nella Sicilia del XIV secolo, attraverso la casistica osservabile nelle cappelle platine. Dall'esame dei casi studio selezionati emerge un panorama ricco e vario, indicativo di un intreccio di esperienze e modelli di diversa provenienza, a confutare la tradizionale visione storiografica di un'isola totalmente chiusa in se stessa nel Trecento.

construcción bóvedas capillas palatinasSettore ICAR/18 - Storia Dell'Architettura
researchProduct

Los tesoros imperiales de Hispania

2020

Bajo un carácter exhaustivo, se ha planteado confeccionar el primer corpus hispano de tesoros, depósitos y/o conjuntos monetarios realizado hasta la fecha para la antigua Hispania imperial (abreviado como TIH). La cronología abarca desde el reinado de Augusto hasta el siglo VI d.C., coincidiendo con el final del periodo romano-visigodo. Se han recogido provisionalmente 413 conjuntos. No obstante, si se sumamos las fragmentarias noticias la cifra aumentaría a más de 810. En total, las monedas documentadas han ascendido a 138.384, aunque sin contar las noticias, que por su carácter son bastante dudosas. A tenor de los datos, la presente obra constituye el inventario más actualizado hasta la f…

hispaniamonedasmonetizaciónUNESCO::HISTORIA::Ciencias auxiliares de la historia::Numismáticatesoros:HISTORIA::Ciencias auxiliares de la historia::Numismática [UNESCO]
researchProduct

Analysis of Relationship between Net Wage and Consumer Price Index

2013

Abstract In the present paper is presented an econometric analysis of the relationship between net salary and consumer price index. After a brief historical overview will be review the calculating statistics for selected variables and coefficients and will be presented the obtained values. We will study the relationship between variables. It will be realized the cloud of points and will be applied Fisher test. The intensity of selected variables will be study too and some forms of relationship between the two chose variables will be done. Student test is applied. It will be performed the parameter estimation for regression functions and Akaike's criterion will be applied. The homoscedastici…

media_common.quotation_subjectWageEnergy Engineering and Power TechnologyFactor Income DistributionSimulation MethodsEconometric SoftwareComputer ProgramsForecasting and Prediction Methods.Net incomeHomoscedasticityData Collection and Data Estimation MethodologyStatisticsValidationEconometricsEconomicsModel Construction and EstimationConsumer price indexForecasting and Prediction Methodsand Selectionmedia_commonGeneral EngineeringTest (assessment)Model EvaluationEconometric modelWage Level and StructureConsumer price indexEconometric ModelingNet wageAkaike information criterionStudent's t-testProcedia Economics and Finance
researchProduct

Hétérogénéité spatiale : principes et méthodes

2004

Spatial Heterogeneity : Principles and Methods This article has a dual purpose . First , it describes the main econometric specifications which can be used to represent spatial heterogeneity , reflected in an instability of parameters in space and / or a heteroscedasticity of error terms . Only the specifications valid in cross-section are examined . Second , it explains the links between spatial heterogeneity and autocorrelation , the other major feature of localised data , defined by the absence of independence between geographical observations . In particular , we look at the extent to which traditional tests of heteroscedasticity or instability need to be amended to take account of spat…

spatial econometrics ; spatial heterogeneity ; structural instability ; heteroscedasticity ; JEL Classification C51 - C52 - R15hétérogénéité spatiale ; économétrie spatiale ; Classification JEL C51 - C52 - R15 ; hétéroscédasticité ; instabilité structurelleGeographyBusiness and International ManagementGeneral Economics Econometrics and FinanceHumanitiesÉconomie & prévision
researchProduct