scholarly journals Fractional differencing: (in)stability of spectral structure and risk measures of financial networks

Arnab Chakrabarti ◽  
Anindya Chakrabarti
2003 ◽  
Vol 39 (2) ◽  
pp. 95-106 ◽  
A. S. Konstantinov ◽  
V. S. Vechkanov ◽  
V. A. Kuznetsov ◽  
A. B. Ruchin

2014 ◽  
Vol 31 (3) ◽  
pp. 42-50 ◽  
Michelle McCarthy

Sergey Kuznetsov ◽  
Sergey Kuznetsov ◽  
Yana Saprykina ◽  
Yana Saprykina ◽  
Boris Divinskiy ◽  

On the base of experimental data it was revealed that type of wave breaking depends on wave asymmetry against the vertical axis at wave breaking point. The asymmetry of waves is defined by spectral structure of waves: by the ratio between amplitudes of first and second nonlinear harmonics and by phase shift between them. The relative position of nonlinear harmonics is defined by a stage of nonlinear wave transformation and the direction of energy transfer between the first and second harmonics. The value of amplitude of the second nonlinear harmonic in comparing with first harmonic is significantly more in waves, breaking by spilling type, than in waves breaking by plunging type. The waves, breaking by plunging type, have the crest of second harmonic shifted forward to one of the first harmonic, so the waves have "saw-tooth" shape asymmetrical to vertical axis. In the waves, breaking by spilling type, the crests of harmonic coincides and these waves are symmetric against the vertical axis. It was found that limit height of breaking waves in empirical criteria depends on type of wave breaking, spectral peak period and a relation between wave energy of main and second nonlinear wave harmonics. It also depends on surf similarity parameter defining conditions of nonlinear wave transformations above inclined bottom.

2015 ◽  
Vol 17 (3) ◽  
pp. 35-56 ◽  
Robert Jarrow ◽  
Felipe Bastos G. Silva

2007 ◽  
Vol 9 (2) ◽  
pp. 39-54 ◽  
Victor de la Pena ◽  
Ricardo Rivera ◽  
Jesus Ruiz-Mata

2006 ◽  
Vol 8 (4) ◽  
pp. 1-32 ◽  
A Chabaane ◽  
J Laurent ◽  
Y Malevergne ◽  
F Turpin

2016 ◽  
Vol 9 (2) ◽  
pp. 51-68 ◽  
Saša Žiković ◽  
Ivana Tomas Žiković

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