Testing the bivariate distribution of daily equity returns using copulas: an application to the Spanish stock market

In this paper we deal with the identification of dependencies between time series of equity returns. Marginal distribution functions are assumed to be known, and a bivariate chi-square test of fit is applied in a fully parametric copula approach. Several families of copulas are fitted and compared with Spanish stock market data. The results show that the t-copula generally outperforms other dependence structures, and highlight the difficulty in adjusting a significant number of bivariate data series

Seizure semiology: an overview of the 'inverse problem'.

In clinical practice, a classification of seizures based on clinical signs and symptoms leads to an improved understanding of epilepsy-related issues and therefore strongly contributes to a better patient care. The inverse problem involves inferring the anatomical brain localization of a seizure from the scalp surface EEG, a concept we apply here to correlate seizure origin with seizure semiology. The spheres of sensorium, motor features, consciousness changes and autonomic alterations during ictal and postictal manifestations are reviewed, including several subdivisions used to better categorize particular features. Particular attention is given to behavioral features, as well as to features occurring in idiopathic generalized epileptic syndromes and psychogenic nonepileptic spells.

Carbon stock and its compartments in a subtropical oxisol under long-term tillage and crop rotation systems

Soil organic matter (SOM) plays a crucial role in soil quality and can act as an atmospheric C-CO2 sink under conservationist management systems. This study aimed to evaluate the long-term effects (19 years) of tillage (CT-conventional tillage and NT-no tillage) and crop rotations (R0-monoculture system, R1-winter crop rotation, and R2- intensive crop rotation) on total, particulate and mineral-associated organic carbon (C) stocks of an originally degraded Red Oxisol in Cruz Alta, RS, Southern Brazil. The climate is humid subtropical Cfa 2a (Köppen classification), the mean annual precipitation 1,774 mm and mean annual temperature 19.2 ºC. The plots were divided into four segments, of which each was sampled in the layers 0-0.05, 0.05-0.10, 0.10-0.20, and 0.20-0.30 m. Sampling was performed manually by opening small trenches. The SOM pools were determined by physical fractionation. Soil C stocks had a linear relationship with annual crop C inputs, regardless of the tillage systems. Thus, soil disturbance had a minor effect on SOM turnover. In the 0-0.30 m layer, soil C sequestration ranged from 0 to 0.51 Mg ha-1 yr-1, using the CT R0 treatment as base-line; crop rotation systems had more influence on soil stock C than tillage systems. The mean C sequestration rate of the cropping systems was 0.13 Mg ha-1 yr-1 higher in NT than CT. This result was associated to the higher C input by crops due to the improvement in soil quality under long-term no-tillage. The particulate C fraction was a sensitive indicator of soil management quality, while mineral-associated organic C was the main pool of atmospheric C fixed in this clayey Oxisol. The C retention in this stable SOM fraction accounts for 81 and 89 % of total C sequestration in the treatments NT R1 and NT R2, respectively, in relation to the same cropping systems under CT. The highest C management index was observed in NT R2, confirming the capacity of this soil management practice to improve the soil C stock qualitatively in relation to CT R0. The results highlighted the diversification of crop rotation with cover crops as a crucial strategy for atmospheric C-CO2 sequestration and SOM quality improvement in highly weathered subtropical Oxisols.

External dichotomous noise: The problem of the mean-first-passage time

A retarded backward equation for a non-Markovian process induced by dichotomous noise (the random telegraphic signal) is deduced. The mean-first-passage time of this process is exactly obtained. The Gaussian white noise and the white shot noise limits are studied. Explicit physical results in first approximation are evaluated.

Zenith angle distributions at Super-Kamiokande and SNO and the solution of the solar neutrino problem

We have performed a detailed study of the zenith angle dependence of the regeneration factor and distributions of events at SNO and SK for different solutions of the solar neutrino problem. In particular, we discuss the oscillatory behavior and the synchronization effect in the distribution for the LMA solution, the parametric peak for the LOW solution, etc. A physical interpretation of the effects is given. We suggest a new binning of events which emphasizes the distinctive features of the zenith angle distributions for the different solutions. We also find the correlations between the integrated day-night asymmetry and the rates of events in different zenith angle bins. The study of these correlations strengthens the identification power of the analysis.

Komik, Ernst und Mise en page. Zum Problem der Farblinien in Heinrich Wittenwilers "Der Ring"

Der Aufsatz nähert sich dem Interpretationsproblem des ,Ring', eines seit Forschungsbeginn ausserordentlich konträr diskutierten Textes, aus wissenschaftsanalytischer Perspektive. Er führt die Zersplitterung und die Extremisierung der Deutungsansätze, die die breite Forschung zu Wittenwilers Werk kennzeichnet, auf einen vergleichsweise simplen Befund zurück: die ungeklärte Frage nach dem Verhältnis von Komik und Didaktik und der Ernsthaftigkeit des lehrhaften Angebots im ,Ring'. Die so auf grundlegendster Ebene offen gebliebene Erfassung des Textes führt in einen interpretatorischen Leerraum, in dem die widersprüchlichsten, oft wissenschaftsideologisch begründeten Positionen Platz finden. Ihre Analyse zeigt, dass sie sich in wiederkehrende Gruppierungen ordnen. Als Schlüsselglied sowohl der Befunddaten als auch der konträren Vernetzungen von Befund und Deutung wird die wechselnd rote und grüne Initialenlinie der Münchner Handschrift identifiziert. Als im Prolog eingeführte Markierung von Ernst auf der einen und Komik auf der anderen Seite ist sie nicht nur visueller Ausdruck des Deutungsproblems des ,Ring', sondern sie hat es wegen der scheinbaren Unstimmigkeit ihrer Zuweisungen auch wesentlich bedingt. Der Aufsatz zeigt ihren bisher übersehenen Aufschluss für das Verständnis des Werks. Nimmt man die Linie als graphisches Verfahren ernst, stellt sie sich als strukturelle Markierung zum Auffinden von Text im diskontinuierlichen Zugriff dar - nicht aber, wie man sie bisher ausnahmslos verstand, als semantische Kommentierung eines laufenden, kontinuierlich zu lesenden Textes. Die strukturierende Funktion des Farbwechsels ist auf zwei Ebenen nachzuweisen: Auf Makroebene trennen seine Zuweisungen vorwiegend narrative und vorwiegend wissensvermittelnde Grosspartien des ,Ring' durch eine jeweilige Grundfarbe. Auf Mikroebene wird diese Grundfarbe durch die jeweils andere Farbe durchbrochen, um formale Einschnitte wie etwa Sprecherwechsel, Ortswechsel, Handlungsneueinsätze, Beginn und Ende eines eingeschalteten Binnentextes oder einer Sentenz anzuzeigen. Dem Benutzer der autornahen Handschrift sollte so in einem ersten Schritt (makrostrukturell) ermöglicht werden, gezielt auf gewünschte Stellen des Textes zuzugreifen und ihn in einem zweiten Schritt (mikrostrukturell) schneller zu erfassen. Nicht in seiner Umsetzung, sehr wohl aber in seiner Funktion steht dieses ungewöhnliche Layout zeitgenössischen Techniken der Buchgliederung durchaus nahe. Auch im Profil der Zusammenstellung seiner Binnentexte rückt der ,Ring' damit in die Nähe der im Spätmittelalter beliebten Sammelhandschriften mit Ziel einer Wissenssumme, die hier narrativ verbundenen wird. Es scheint, als möchte der ,Ring' in einem ungewöhnlichen Experiment beides sein: Kompilation und Werkganzes, Wissenssammlung und Erzählwerk - Texte und Text. Als Ergebnis einer Neuuntersuchung des Münchner codex unicus des ,Ring' weist der Beitrag schliesslich darauf hin, dass auch zahlreiche Markierungszeichen am Spaltenrand formale und strukturelle Texteinschnitte anzeigen und somit die gleiche Funktion haben wie der Farbwechsel auf Mikroebene. Ein kausaler, produktionstechnischer Zusammenhang zwischen diesen Zeichen und der Verteilung des Farbwechsels ist nicht auszuschliessen, zumal beide Verfahren etwa im letzten Fünftel des Textes zunehmend zusammenfallen. Möglicherweise war nur die makrostrukturelle Funktion des Farbwechsel ursprünglich indendiert und mit der Erläuterung im Prolog bezeichnet, während seine mikrostrukturelle Funktion erst Resultat des Abschreibprozesses ist.

A test of Jessor's problem behavior theory in a Eurasian and a Western European developmental context.

PURPOSE: The current study tested the applicability of Jessor's problem behavior theory (PBT) in national probability samples from Georgia and Switzerland. Comparisons focused on (1) the applicability of the problem behavior syndrome (PBS) in both developmental contexts, and (2) on the applicability of employing a set of theory-driven risk and protective factors in the prediction of problem behaviors. METHODS: School-based questionnaire data were collected from n = 18,239 adolescents in Georgia (n = 9499) and Switzerland (n = 8740) following the same protocol. Participants rated five measures of problem behaviors (alcohol and drug use, problems because of alcohol and drug use, and deviance), three risk factors (future uncertainty, depression, and stress), and three protective factors (family, peer, and school attachment). Final study samples included n = 9043 Georgian youth (mean age = 15.57; 58.8% females) and n = 8348 Swiss youth (mean age = 17.95; 48.5% females). Data analyses were completed using structural equation modeling, path analyses, and post hoc z-tests for comparisons of regression coefficients. RESULTS: Findings indicated that the PBS replicated in both samples, and that theory-driven risk and protective factors accounted for 13% and 10% in Georgian and Swiss samples, respectively in the PBS, net the effects by demographic variables. Follow-up z-tests provided evidence of some differences in the magnitude, but not direction, in five of six individual paths by country. CONCLUSION: PBT and the PBS find empirical support in these Eurasian and Western European samples; thus, Jessor's theory holds value and promise in understanding the etiology of adolescent problem behaviors outside of the United States.

Reply to Comment on 'Two-finger selection theory in the Saffman-Taylor problem

We clarify the meaning of the results of Phys. Rev. E 60, R5013 (1999). We discuss the use and implications of periodic boundary conditions, as opposed to rigid-wall ones. We briefly argue that the solutions of the paper above are physically relevant as part of a more general issue, namely the possible generalization to dynamics, of the microscopic solvability scenario of selection.

New experimental apparatus for the study of the Bénard-Rayleigh problem

A new experimental system to measure the equivalent thermal conductivity of a liquid with regard to the Bénard-Rayleigh problem was constructed. The liquid is enclosed within walls of polymethylmethacrylate between two copper plates in which there are thermocouples to measure the difference in temperature between the lower and upper surfaces of the layer of liquid. Heat flux is measured by means of a linear heat fluxmeter consisting of 204 thermocouples in series. The fluxmeter was calibrated and the linear relationship that exists between the heat flux and the emf generated was verified. The thermal conductivity of the polymethylmethacrylate employed was measured and measurements of the equivalent conductivity in cylindrical boundaries of two silicone oils were made. The critical value of the temperature difference and the contribution of the convective process to the transmission of heat were determined.

John Addington Symonds. A Problem in Greek Ethics. Plutarch's Eroticus quoted only in some footnotes? Why?

It is certainly astonishing that an innovating study about the Greek pederasty in England like the one by John Addington Symonds does not quote Plutarch's Eroticus -in fact, it is only cited in some footnotes-, if one bears in mind that this dialogue is an accurate philosophical reflection on Greek eros, in which very often significant ethical themes are approached. The aim of this article is just to reveal the different reasons for such an omission.

John Addington Symonds. A Problem in Greek Ethics. ¿El Erótico de Plutarco reducido a algunas notas a pie de página? ¿Por qué?

Resulta sorprendente que un estudio pionero en Inglaterra sobre la pederastia griega como el de John Addington Symonds no cite el Erótico de Plutarco, excepción hecha de en algunas notas a pie de página, siendo como es este dialogo una seria reflexión filosófica sobre el eros griego, en que a menudo se abordan cuestiones éticas. El objetivo de este artículo es revelar justamente las razones de índole diversa para una tal omisión.