Long memory in return structures from developed markets

[En]The present study aimed at investigating the existence of long memory properties in ten developed stock markets across the globe. When return series exhibit long memory, the series realizations are not independent over time and past returns can help predict future returns, thus violating the market efficiency hypothesis. It poses a serious challenge to the supporters of random walk behavior of the stock returns indicating a potentially predictable component in the series dynamics. We computed Hurst-Mandelbrot’s Classical R/S statistic, Lo’s statistic and semi parametric GPH statistic using spectral regression. The findings suggest existence of long memory in volatility and random walk for logarithmic return series in general for all the selected stock market indices. Findings are in line with the stylized facts of financial time series.

Shared services for RDM

Shared services for RDM presentation circulated at the Repository Fringe 2015.

Sentido común y "shared knowledge" en el doblaje cinematográfico

Santamaría, José Miguel; Pajares, Eterio; Olsen, Vickie; Merino, Raquel; Eguíluz, Federico (eds.)

Enriching the content provided by cultural catalogues with data from institutional repositories

[EN] This paper is an outcome of the ERASMUS IP program called TOPCART, there are more information about this project that can be accessed from the following item:

Proximate composition and fatty acid and cholesterol content of 22 species of northwest Atlantic finfish

The moisture, fat, ash, fatty acid profile, and cholesterol content are reported for cooked and raw fillets from 22 species of finfish found in the Northwest Atlantic. All but nine species had 1%or less fat. Ocean perch and a spring sampling of mackerel and wolffiSh had about 2% fat, followed by yellowfin tuna, whiting, silver hake, butterfish, and a summer -sampling of mackerel and wolffish with a range of 3-7% fat. Herring had a range of 5-12% fat representing a winter sampling on the low end and summer sampling on the high end of the range. Bluefin tuna (a summer sampling) contained the most fat with a high of 23% fat. Omega-3 fatty acids were present in excess of omega-6 fatty acids. The fattier fISh supplied the most omega-3 fatty acids per gram of tissue. The mean cholesterol content for all species was 57 ± 16 mg/l00 g raw tissue. Finfish from the Northwest Atlantic would appear to fit into the regime for a healthy heart, being low in fat and cholesterol and rich in omega-3 fatty acids.(PDF file contains 42 pages.)

Proximate composition, energy, fatty acid, sodium, and cholesterol content of finfish, shellfish, and their products

This document contains data concerning the proximate composition and energy, fatty acid, sodium, and cholesterol content of finfish, shellfish, and their products as listed in 228 articles published between the years of 1976 and 1984. Also included is a systematic index of the species as referenced in this document listed alphabetically by scientific name. (PDF file contains 60 pages.)