992 resultados para orientamento :: 365 :: Geoingegneria


Relevância:

10.00% 10.00%

Publicador:

Resumo:

Chancelor Sankey is seated on the left, while Dr. Gibson is on the right. This is the fall Convocation on October 6, 1969.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Seven pages of proceedings of the Senate and Assembly of the State of New York dated February 27, March 1 and March 6, 1823. Proceedings include a report of the Committee of the Canal System , Memorial of Samuel Wilkeson on the subject of Black Rock and Buffalo Harbors, a report from the Surveyor General of the land reserved to the state at Black Rock, and an Act to incorporate the Niagara Canal Company.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

UANL

Relevância:

10.00% 10.00%

Publicador:

Resumo:

UANL

Relevância:

10.00% 10.00%

Publicador:

Resumo:

UANL

Relevância:

10.00% 10.00%

Publicador:

Resumo:

In this paper, we provide both qualitative and quantitative measures of the cost of measuring the integrated volatility by the realized volatility when the frequency of observation is fixed. We start by characterizing for a general diffusion the difference between the realized and the integrated volatilities for a given frequency of observations. Then, we compute the mean and variance of this noise and the correlation between the noise and the integrated volatility in the Eigenfunction Stochastic Volatility model of Meddahi (2001a). This model has, as special examples, log-normal, affine, and GARCH diffusion models. Using some previous empirical works, we show that the standard deviation of the noise is not negligible with respect to the mean and the standard deviation of the integrated volatility, even if one considers returns at five minutes. We also propose a simple approach to capture the information about the integrated volatility contained in the returns through the leverage effect.