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1. |
Record Nr. |
UNINA9910299777603321 |
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Autore |
Jacob Florian |
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Titolo |
Risk Estimation on High Frequency Financial Data : Empirical Analysis of the DAX 30 / / by Florian Jacob |
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Pubbl/distr/stampa |
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Wiesbaden : , : Springer Fachmedien Wiesbaden : , : Imprint : Springer Spektrum, , 2015 |
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ISBN |
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Edizione |
[1st ed. 2015.] |
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Descrizione fisica |
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1 online resource (78 p.) |
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Collana |
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Disciplina |
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Soggetti |
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Probabilities |
Mathematics - Data processing |
Mathematical analysis |
Probability Theory |
Computational Mathematics and Numerical Analysis |
Analysis |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Multivariate Standard Normal Tempered Stable Distribution -- FIGARCH -- High Frequency Data and Risk Management. |
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Sommario/riassunto |
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By studying the ability of the Normal Tempered Stable (NTS) model to fit the statistical features of intraday data at a 5 min sampling frequency, Florian Jacobs extends the research on high frequency data as well as the appliance of tempered stable models. He examines the DAX30 returns using ARMA-GARCH NTS, ARMA-GARCH MNTS (Multivariate Normal Tempered Stable) and ARMA-FIGARCH (Fractionally Integrated GARCH) NTS. The models will be benchmarked through their goodness of fit and their VaR and AVaR, as well as in an historical Backtesting. Contents Multivariate Standard Normal Tempered Stable Distribution FIGARCH High Frequency Data and Risk Management Target Groups Researchers and students in the field of finance Practitioners in this area The Author Florian Jacob obtained his |
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Master’s Degree in Business Engineering from the Karlsruhe Institute of Technology focusing on the application of tempered stable distributions on financial data and financial engineering. |
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2. |
Record Nr. |
UNINA9910337882403321 |
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Autore |
Linsky Jeffrey |
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Titolo |
Host Stars and their Effects on Exoplanet Atmospheres : An Introductory Overview / / by Jeffrey Linsky |
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Pubbl/distr/stampa |
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Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019 |
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ISBN |
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Edizione |
[1st ed. 2019.] |
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Descrizione fisica |
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1 online resource (X, 273 p. 143 illus., 104 illus. in color.) |
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Collana |
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Lecture Notes in Physics, , 0075-8450 ; ; 955 |
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Disciplina |
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Soggetti |
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Planetary science |
Exobiology |
Atmospheric science |
Solar system |
Space sciences |
Planetary Sciences |
Astrobiology |
Atmospheric Sciences |
Planetology |
Solar and Heliospheric Physics |
Space Sciences (including Extraterrestrial Physics, Space Exploration and Astronautics) |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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Why are Host Stars Important for Understanding Exoplanet Atmospheres? -- Stellar activity–phenomenology and general principles -- Magnetic Fields–the Source of Stellar Activity -- Stellar Chromospheres–the Source of UV Emission -- Stellar Coronae–the Source of X-ray Emission -- Reconstructing the Missing Stellar |
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Emission -- Stellar Winds -- Correlations of Observables with Stellar Age and Rotation -- Stellar Space Weather–Connecting Host Stars to Their Exoplanets - Host Star Driven Exoplanet Mass Loss -- Host Star Driven Photochemistry in Exoplanet Atmospheres -- Star-Planet Interactions (SPI)–Real or Imaginary? -- Final Comments and Speculation. |
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Sommario/riassunto |
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Like planets in our solar system, exoplanets form, evolve, and interact with their host stars in many ways. As exoplanets acquire material and grow to the final size, their atmospheres are subjected to intense UV and X-radiation and high-energy particle bombardment from the young host star. Whether a planet can retain its atmosphere and the conditions for significant mass loss both depend upon the strength of the host star's high-energy radiation and wind, the distance of the exoplanet from its host star, the gravitational potential of the exoplanet, and the initial chemical composition of the exoplanet atmosphere. This introductory overview describes the physical processes responsible for the emission of radiation and acceleration of winds of host stars that together control the environment of an exoplanet, focusing on topics that are critically important for understanding exoplanetary atmospheres but are usually not posed from the perspective of host stars. Accordingly, both host stars and exoplanets are not studied in isolation but are treated as integrated systems. Stellar magnetic fields, which are the energy source for activity phenomena including high-energy radiation and winds, play a critical role in determining whether exoplanets are habitable. This text is primarily for researchers and graduate students who are studying exoplanet atmospheres and habitability, but who may not have a background in the physics and phenomenology of host stars that provide the environment in which exoplanets evolve. It provides a comprehensive overview of this broad topic rather than going deeply into many technical aspects but includes a large list of references to guide those interested in pursuing these questions. Nonspecialists with a scientific background should also find this text a valuable resource for understanding the critical issues of contemporary exoplanet research. |
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