Modelos estocásticos com heterocedasticidade: Uma abordagem Bayesiana para os retornos do Ibovespa

Current research compares the Bayesian estimates obtained for the parameters of processes of ARCH family with normal and Student's t distributions for the conditional distribution of the return series. A non-informative prior distribution was adopted and a reparameterization of models under analysis was taken into account to map parameters' space into real space. The procedure adopts a normal prior distribution for the transformed parameters. The posterior summaries were obtained by Monte Carlo Markov Chain (MCMC) simulation methods. The methodology was evaluated by a series of Bovespa Index returns and the predictive ordinate criterion was employed to select the best adjustment model to the data. Results show that, as a rule, the proposed Bayesian approach provides satisfactory estimates and that the GARCH process with Student's t distribution adjusted better to the data.

Knox-Wise Family Papers - Accession 591

The Knox-Wise Family Papers includes a land grant issued to John Knox in 1768; diaries written by Dr. John Knox [1792-1859] covering the 1840s and 1850s; James N. Knox [1806-1880] covering 1859-1880; and William D. Knox [1847-1928] covering 1869-1928; indentures, deeds, receipts, court summonses and other papers of Hugh Knox [1757-1821], sheriff and justice of the peace in Chester County, South Carolina (ca. 1780s and 1790s); correspondence of James N. Knox, correspondence, and other professional papers of Dr. John Knox; correspondence, and other papers of William D. Knox, Superintendent of Education in Chester County from 1896-1928. Papers of various other members of the Knox and Wise families including Hugh Boyd Knox [1814-1886], Robert Knox [1796-1879], Sally Knox Wallace [1803-1901], Alexander Walker Wise, and Emmie R. Knox [1885-1969]; family histories of the Knox, Wise, Dunlap, Gaston, and Wilks families; church histories, photographs, and newspaper clippings. Also included are three published volumes of the United Confederate Veterans Minutes of the 21st (1911) and 25th (1915) Annual Meeting and Reunion; and the minutes of the annual reunion of the South Carolina Division of the United Confederate Veterans (1921-1927).

Family genealogy, 1812

One-leaf handwritten draft of a Croswell genealogy begun by William Croswell in 1812.

Letters from William Tudor to his family,

Three letters written from Tudor to his family from London. Among the subjects about which he writes include the fruit and vegetable bushes and seeds he is sending to Rockwood, the family estate, as well as his impressions of London society and weather. He also writes about political issues, including the Napoleonic Wars, unification in Ireland, and the challenges of being an American in trade in England.

Letter from William Tudor to his family,

Four letters written from Tudor to his family while he was traveling in France in 1800 and 1802. In two letters, he describes in detail his capture by a French privateer aboard the ship Minerva in the spring of 1800. He also discusses the business activities of "Mr. C" (John Codman), his employer. Tudor additionally describes the French countryside and the impact of the French Revolutionary Wars on the cities.

Letters from William Tudor to his family,

Five letters written from St. Pierre, Martinique, include updates on Tudor’s attempts to secure exclusive commercial rights to import ice to the island, as well as his ideas for storing ice and methods of storing cargo onboard a ship.

Letters from William Tudor to his family,

Two letters written from St. Pierre and Les Trois-Îlets, Martinique; in the latter Tudor discusses the recovery of his cousin and traveling companion James Savage, who had fallen ill. He also describes the conditions of slaves on several local estates and plantations

Letters from William Tudor to his family,

Four letters written from St. Pierre, Martinique, Basseterre, Guadalupe, and St. Barts. In one letter written over a number of days, he describes extensively his travels in Antigua, and the various people he met, including Captain William Jarvis. He also details his meeting with Ralph Payne, 1st Baron Lavington, the governor of the Leeward Islands, regarding the prospects of importing ice.

Letters from William Tudor to his family,

Four letters written from St. Thomas, St. Croix, and Santo Domingo, in which he indicates his petitions for privilege to import ice have been successful except at St. Croix with the Danish government. He also decribes the architecture and cultural diversity of St. Thomas, which had been rebuilt after a fire in 1805.

Letters from William Tudor to his family,

Two letters written from Santo Domingo in which Tudor discusses his efforts to gain passage from there to Jamaica, as well as relays details about the island and its churches.

Tudor and Fenno family correspondence,

Correspondence to and from Tudor family members, mainly Frederic Tudor’s children. Includes letters to his wife Euphemia Fenno, and correspondence between her relatives.