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Abstract:We analyze the effects of non-synchronicity and market microstructure noise on realized covari-ance type estimators. It is shown that non-synchronicity leads to severe biases, whenever synchro-nization methods that employ last-tick interpolation are used. We study a simple estimator whichr
ÂÛÎÄÀà±ð£ºFinancial ManagementÈËÆø£º2291ÂÛÎÄÊôÐÔ£ºË¶Ê¿±ÏÒµÂÛÎÄ thesis¼ÓÈëʱ¼ä£º2010-06-27ÊÕ·ÑÂÛÎÄ Charging Thesis
Abstract:This paper is about how to estimate the integrated covariance hX, Y iT of two assets over a fixed time horizon [0, T], when the observations about X and Y are ¡°contaminated¡± and when such noisy observations are at discrete, but not synchronized, times. We show that the usual previous
ÂÛÎÄÀà±ð£ºFinancial ManagementÈËÆø£º2267ÂÛÎÄÊôÐÔ£ºË¶Ê¿±ÏÒµÂÛÎÄ thesis¼ÓÈëʱ¼ä£º2010-06-27ÊÕ·ÑÂÛÎÄ Charging Thesis
Abstract:This paper presents a camera that samples the 4D light field on itssensor in a single photographic exposure. This is achieved by in-serting a microlens array between the sensor and main lens, creat-ing a plenoptic camera. Each microlens measures not just the totalamount of light depo
ÂÛÎÄÀà±ð£ºComputing and MathematicsÈËÆø£º3010ÂÛÎÄÊôÐÔ£ºË¶Ê¿±ÏÒµÂÛÎÄ thesis¼ÓÈëʱ¼ä£º2010-06-27ÊÕ·ÑÂÛÎÄ Charging Thesis
Abstract. This paper is based on models presented in Kim and Verrecchia (1991a, 1991b) relating to share price volatility and the quality of announcements. It investigates the differences in informational quality between dividend cuts and dividend rises, and between interim and final dividend
ÂÛÎÄÀà±ð£ºFinancial ManagementÈËÆø£º2673ÂÛÎÄÊôÐÔ£ºË¶Ê¿±ÏÒµÂÛÎÄ thesis¼ÓÈëʱ¼ä£º2010-06-27ÊÕ·ÑÂÛÎÄ Charging Thesis
SUMMARY: This paper investigates managers¡¯ economic incentives for voluntary re-porting on risk management and internal control using a sample of publicly traded firmsin The Netherlands in the late 1990s. In this particular setting, internal control reportingwas voluntary and covered a wide b
ÂÛÎÄÀà±ð£º·çÏÕ¹ÜÀíÂÛÎÄÈËÆø£º3016ÂÛÎÄÊôÐÔ£ºÖ°³ÆÂÛÎÄ Scholarship Papers¼ÓÈëʱ¼ä£º2010-06-24ÊÕ·ÑÂÛÎÄ Charging Thesis
¢ñ. Basic Facts1. As far as I know, staff in your company includes local Chinese, Hungarians and some expatriates. May I ask what proportion they account for?2. How do you take into account the employment of local Chinese and Hungarians?3. Has your company ever provided training on local
ÂÛÎÄÀà±ð£ºMBAÈËÆø£º3097ÂÛÎÄÊôÐÔ£º±¨¸æ Report¼ÓÈëʱ¼ä£º2010-06-22Ãâ·ÑÂÛÎÄ Free Thesis
Abstract. Knowledge Visualizer (KV) uses a General Logic Diagram (GLD) todisplay examples and/or various forms of knowledge learned from them in a planarmodel of a multi-dimensional discrete space. Knowledge can be in di&re
ÂÛÎÄÀà±ð£ºEducationÈËÆø£º2210ÂÛÎÄÊôÐÔ£ºË¶Ê¿±ÏÒµÂÛÎÄ thesis¼ÓÈëʱ¼ä£º2010-06-21ÊÕ·ÑÂÛÎÄ Charging Thesis
Content1.Introduction ¡¡¡¡¡¡¡¡¡ 32.Literature Review ¡¡¡¡¡¡¡ 33.Types of Innovation¡¡¡¡¡¡ 54.Mobile phone innovator¡¯s leader ¨C Nokia¡ 65.Conclus
ÂÛÎÄÀà±ð£ºMBAÈËÆø£º2731ÂÛÎÄÊôÐÔ£ºË¶Ê¿±ÏÒµÂÛÎÄ thesis¼ÓÈëʱ¼ä£º2010-06-21ÊÕ·ÑÂÛÎÄ Charging Thesis
Infrastructures Abstract: This article aims to stimulate research on business process oriented knowledinfrastructures by pointing to the power of visualizations. It claims that business proceo
ÂÛÎÄÀà±ð£ºMBAÈËÆø£º2371ÂÛÎÄÊôÐÔ£ºË¶Ê¿±ÏÒµÂÛÎÄ thesis¼ÓÈëʱ¼ä£º2010-06-21ÊÕ·ÑÂÛÎÄ Charging Thesis
1. Introduction To allocate resources reasonably and efficiently is the core issue of market economy. Rest on markets mainly and macroeconomic control to be the supplementary means, to achieve optimized resources allocation. In order to achieve the optimized resources allocation, two aspects sh
ÂÛÎÄÀà±ð£ºMarketingÈËÆø£º4113ÂÛÎÄÊôÐÔ£ºÑ§ÆÚÂÛÎÄ termpaper¼ÓÈëʱ¼ä£º2010-06-21Ô´´ÂÛÎÄ Original thesis
Peru's gross domestic product in the late 1980s was $19.6 billion, or about $920 per capita. Although the economy remains primarily agricultural, the mining and fishing industries have become increasingly important. Peru relies primarily on the export of raw materials-chiefly minerals, farm
ÂÛÎÄÀà±ð£ºLiterature and LanguageÈËÆø£º3715ÂÛÎÄÊôÐÔ£º¶ÌÎÄ essay¼ÓÈëʱ¼ä£º2010-06-15Ãâ·ÑÂÛÎÄ Free Thesis
Nephi 9:50-51 talks about buying, prices, and worth. The main point obviously does not refer to the literal exchange of money for goods or services, although the concept can apply to that type of exchange. The first sentence in vs. 50 calls to those who "thirsteth", or basically have a need or w
ÂÛÎÄÀà±ð£ºPsychologyÈËÆø£º2756ÂÛÎÄÊôÐÔ£º¶ÌÎÄ essay¼ÓÈëʱ¼ä£º2010-06-15Ãâ·ÑÂÛÎÄ Free Thesis
The CIPD response to Department of Innovation IntroductionThe CIPD is the professional and awarding body for the UK’s HR and learning and development professionals. We have about 133,000 professionals in membership all of whom are involved in delivery and
ÂÛÎÄÀà±ð£ºEntrepreneurshipÈËÆø£º3531ÂÛÎÄÊôÐÔ£º¿Î³Ì×÷Òµ Coursework¼ÓÈëʱ¼ä£º2010-06-12Ãâ·ÑÂÛÎÄ Free Thesis
How to Listen to Music, Not Just Hear it To learn to listen to music, not just hear itYou need the right room, the right equipment, the perfect volume, the perfect spot, and (of course), the embracing of the music. After you have all the proper tools, you can sit and enjoy the music.
ÂÛÎÄÀà±ð£ºMediaÈËÆø£º3366ÂÛÎÄÊôÐÔ£º¶ÌÎÄ essay¼ÓÈëʱ¼ä£º2010-06-10Ãâ·ÑÂÛÎÄ Free Thesis
HOW TECHNOLOGY IS CHANGING EDUCATION The best method for improving educational standards is to utilize every tool available, including state-of-the-art technology. Computers and the Internet have expanded the way in which education can be delivered to the students of today. Tod
ÂÛÎÄÀà±ð£ºEducationÈËÆø£º6708ÂÛÎÄÊôÐÔ£º¶ÌÎÄ essay¼ÓÈëʱ¼ä£º2010-06-10Ãâ·ÑÂÛÎÄ Free Thesis