01541nam 2200493 450 991082099900332120230810001626.01-119-35166-91-119-35165-0(CKB)3710000001001264(MiAaPQ)EBC4774297(DLC) 2016050844(Au-PeEL)EBL4774297(CaPaEBR)ebr11321424(CaONFJC)MIL984750(OCoLC)967890421(EXLCZ)99371000000100126420170118h20172017 uy 0engurcnu||||||||rdacontentrdamediardacarrierBest practices for faculty serach committees how to review applications and interview candidates /Jeffrey L. BullerSan Francisco, California :Jossey-Bass,2017.©20171 online resource (112 pages)1-119-34996-6 Includes bibliographical references and index.Universities and collegesFacultyEmploymentEmployment interviewingEmployee selectionUniversities and collegesFacultyEmployment.Employment interviewing.Employee selection.378.1/2Buller Jeffrey L.793549MiAaPQMiAaPQMiAaPQBOOK9910820999003321Best practices for faculty serach committees3988763UNINA04774nam 22006495 450 991030025340332120250408103803.04-431-55276-610.1007/978-4-431-55276-5(CKB)3710000000571765(EBL)4323347(SSID)ssj0001606982(PQKBManifestationID)16317079(PQKBTitleCode)TC0001606982(PQKBWorkID)14896092(PQKB)10746766(DE-He213)978-4-431-55276-5(MiAaPQ)EBC4323347(PPN)191701041(EXLCZ)99371000000057176520160107d2015 u| 0engur|n|---|||||txtccrIndexation and Causation of Financial Markets /by Yoko Tanokura, Genshiro Kitagawa1st ed. 2015.Tokyo :Springer Japan :Imprint: Springer,2015.1 online resource (110 p.)JSS Research Series in Statistics,2364-0065Description based upon print version of record.4-431-55275-8 Includes bibliographical references and index.1 Introduction (1.1 Indexation of Financial Markets -- 1.2 Causation of Financial Markets -- 1.3 Nonstationarity of Financial Time Series -- 1.4 State-Space Modeling -- 1.5 Organization of the Book and Related Web Information -- References) -- 2 Method for Constructing a Distribution-Free Index (2.1 Nonstationary Time Series Modeling -- 2.2 Transformation of Non-Gaussian Distributed Prices of a Financial Market -- 2.3 Construction of a Distribution-Free Index -- References) -- 3 Power Contribution Analysis of a Multivariate Feedback System (3.1 Akaike’s Power Contribution and its Generalization -- 3.2 Algorithm for Decomposing a Variance Covariance Matrix -- 3.3 Example of Power Contribution Analysis -- References) -- 4 Application to Financial and Economic Time Series Data (4.1 Detecting Crisis Spillovers in Terms of Sovereign CDS Distribution-Free Indices -- 4.2 Measuring the Impact of the US Subprime Crisis on Japanese Financial Markets -- 4.3 Other Applications: Usability of the Distribution-Free Index) -- References.This book presents a new statistical method of constructing a price index of a financial asset where the price distributions are skewed and heavy-tailed and investigates the effectiveness of the method. In order to fully reflect the movements of prices or returns on a financial asset, the index should reflect their distributions. However, they are often heavy-tailed and possibly skewed, and identifying them directly is not easy. This book first develops an index construction method depending on the price distributions, by using nonstationary time series analysis. Firstly, the long-term trend of the distributions of the optimal Box–Cox transformed prices is estimated by fitting a trend model with time-varying observation noises. By applying state space modeling, the estimation is performed and missing observations are automatically interpolated. Finally, the index is defined by taking the inverse Box–Cox transformation of the optimal long-term trend. This book applies the method to various financial data. For example, applying it to the sovereign credit default swap market where the number of observations varies over time due to the immaturity, the spillover effects of the financial crisis are detected by using the power contribution analysis measuring the information flows between indices. The investigations show that applying this method to the markets with insufficient information such as fast-growing or immature markets can be effective.JSS Research Series in Statistics,2364-0065StatisticsStatisticsStatistical Theory and MethodsStatistics in Business, Management, Economics, Finance, InsuranceStatistics in Engineering, Physics, Computer Science, Chemistry and Earth SciencesStatistics.Statistics.Statistical Theory and Methods.Statistics in Business, Management, Economics, Finance, Insurance.Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.519.5Tanokura Yokoauthttp://id.loc.gov/vocabulary/relators/aut755706Kitagawa Genshiroauthttp://id.loc.gov/vocabulary/relators/autMiAaPQMiAaPQMiAaPQBOOK9910300253403321Indexation and Causation of Financial Markets2502873UNINA