scholarly journals Nonparametric estimation of structural models for high-frequency currency market data

1995 ◽  
Vol 66 (1-2) ◽  
pp. 251-287 ◽  
Author(s):  
Ravi Bansal ◽  
A.Ronald Gallant ◽  
Robert Hussey ◽  
George Tauchen
2018 ◽  
Vol 60 (4) ◽  
pp. 641
Author(s):  
И.В. Ильин ◽  
Ю.А. Успенская ◽  
Д.Д. Крамущенко ◽  
М.В. Музафарова ◽  
В.А. Солтамов ◽  
...  

AbstractResults of investigations of Group III acceptors (B, Al, and Ga) in crystals of silicon carbide using the most informative electron spin resonance and electron nuclear double resonance methods are presented. Structural models of the acceptors with shallow and deep levels are considered. In addition to the data obtained earlier, studies using high-frequency magnetic resonance were obtained, which allowed revealing orthorhombic deviations from the axial symmetry for the deep acceptors; theoretical analysis explains experimentally found shifts of g factors for the deep acceptors arising due to the orthorhombic deviations, which appear probably due to the Jahn–Teller effect.


2016 ◽  
Vol 21 (2) ◽  
pp. 384-405 ◽  
Author(s):  
Inekwe John Nkwoma

We estimate the effects of anticipated and unanticipated monetary policy changes on jump variation by employing high-frequency nonparametric jump detection methods. We find that anticipated changes in the Fed funds have no significant effect on jumps. In contrast, jump variation in the price of financial market data increases with monetary policy surprises. We document evidence of asymmetries in the response of jumps to monetary policy changes. Monetary policy surprises and positive changes in the Fed target rate induce increments in jumps. Similar results exist in the sector analysis. In addition, this study uncovers no evidence of endogenous response between jumps and monetary policy surprises.


2021 ◽  
Vol 6 (2) ◽  
pp. 23
Author(s):  
Stathis C. Stiros

The advent of modern geodetic satellite techniques (GNSS, including GPS) permitted to observe dynamic deflections of bridges, initially of long flexible ones, and more recently of short, essentially stiff bridges with modal frequencies > 1 Hz, and with small SNR (signal-to-noise ratio), even SNR < 1. This was an enormous progress, but not without problems. Apart from monitoring results consistent with structural models, experimental data and serviceability criteria, there exist some apparently unexplained cases of stiff bridges for which there have been claimed apparent dynamic deflections too large for common healthy structures. Summarizing previous experience, this article: (i) discusses structural constraints, experimental evidence, and serviceability limits of bridges as constraints to GNSS monitoring; (ii) examines a representative case of careful monitoring of a reinforced concrete road bridge with reported excessive dynamic deflections; and (iii) explains such deflections as a result of a double process generated by large reflective surfaces of passing vehicles near the antenna; first corruption/distortion of the satellite signal because of high-frequency dynamic multipath, and second, shadowing of some satellites; this last effect leads to a modified observations system and to instantaneously changed coordinates and deflections. In order to recognize and avoid such bias in GNSS monitoring, a strategy based on practical rules and structural constraints is presented.


2018 ◽  
Vol 503 ◽  
pp. 304-321 ◽  
Author(s):  
Maria C. Mariani ◽  
Md Al Masum Bhuiyan ◽  
Osei K. Tweneboah ◽  
Hector Gonzalez-Huizar ◽  
Ionut Florescu

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