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Dog Behaviour, Physiology and Welfare
| Dog Behaviour, Physiology and Welfare |
| Autore | Gazzano Angelo |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 electronic resource (280 p.) |
| Soggetto topico | Medicine |
| Soggetto non controllato |
dog
canine welfare canine cruelty neglect RSPCA age zoo wolf behaviour animal welfare visitor conservation education breed blood dogs prolactin saliva stress herding livestock working dog survey traits boldness behavioral test impulsivity sex differences learning validation children Autism Spectrum Disorders cognition reading-to-dog programme guide dog dietary protein/fat ratio training thyroid hormones lipid panel biological motion point-light display visual perception experience dog ownership dog walking physical activity accelerometry psychosocial well-being prospective trial animal-assisted intervention dog rescue foster dog shelter dog behaviour cortisol male shelter Spanish Greyhound animal cruelty socioeconomic problems assessment canines shelters predict social tolerance social attentiveness reconciliation consolation appeasement play fighting leverage behavioural plasticity Canis lupus lupus behavior alloparental care puppies breeders separation distress disorder vasopressin oxytocin anxiety disaster preparedness puppy raiser service dogs working dogs |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557763103321 |
Gazzano Angelo
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk Analysis and Portfolio Modelling
| Risk Analysis and Portfolio Modelling |
| Autore | Allen David |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (224 p.) |
| Soggetto non controllato |
risk assessment
mortgage portfolio insider trade contagion effect risk capital liquidity risk hedonic modeling rolling wavelet correlation inverse coefficient of variation exchange traded funds sovereign risk/debt securitized real estate and local stock markets portfolio optimization portfolio analysis risk premium performance measurement risk analysis contagion outperformance probability Sharpe ratio probability of default small and medium enterprises RAROC sovereign defaults risk attribution multiresolution analysis credit ratings debt maturity structure herding asset-backed securities modern portfolio theory housing segments analytic hierarchy process African countries Asian firms decentralization credit scoring dependence mutual funds spillover effect capital allocation copulas matched filter institutional holding crop insurance factor investing wavelet coherence and phase difference risk value-at-risk rearrangement algorithm |
| ISBN | 3-03921-625-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910367752303321 |
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Allen David
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Why stock markets crash : critical events in complex financial systems / / Didier Sornette, with a new preface by the author
| Why stock markets crash : critical events in complex financial systems / / Didier Sornette, with a new preface by the author |
| Autore | Sornette Didier <1957-> |
| Pubbl/distr/stampa | Princeton, [New Jersey] ; ; Oxford, [England] : , : Princeton University Press, , 2017 |
| Descrizione fisica | 1 online resource (417 pages) : illustrations |
| Disciplina | 332.63/222 |
| Altri autori (Persone) | SornetteDidier |
| Collana | Princeton Science Library |
| Soggetto topico |
Stocks - Prices - History
Financial crises - United States - History |
| Soggetto non controllato |
Asia
Black Monday Dow Jones Industrial Average Hong Kong Latin America Louis Bachelier Nasdaq index Nasdaq Nikkei Russia South Sea bubble anti-imitation antibubble arbitrage opportunities bubble collapse complex systems computational methods cooperative behavior cooperative speculation crash hazard currency crash derivatives discrete scale invariance drawdown efficient market emergent markets extreme events financial crashes finite-time singularity forward prediction fractals free lunch gold hazard rate hedging herding imitation insurance portfolio log-periodicity market failure natural scientists outlier population dynamics positive feedback power law prediction price-driven model random walk rational agent renormalization group returns risk-driven model risk self-organization self-similarity social network social scientists speculative bubble stock market crash stock market indices stock market prices stock market superhumans sustainability tronics boom tulip mania world economy |
| Classificazione | QK 650 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface to the Princeton Science Library Edition -- Preface to the 2002 Edition -- Chapter 1. Financial Crashes: What, How, Why, and When? -- Chapter 2. Fundamentals of Financial Markets -- Chapter 3. Financial Crashes Are "Outliers" -- Chapter 4. Positive Feedbacks -- Chapter 5. Modeling Financial Bubbles and Market Crashes -- Chapter 6. Hierarchies, Complex Fractal Dimensions, and Log-Periodicity -- Chapter 7. Autopsy of Major Crashes: Universal Exponents and Log-Periodicity -- Chapter 8. Bubbles, Crises, and Crashes in Emergent Markets -- Chapter 9. Prediction of Bubbles, Crashes, and Antibubbles -- Chapter 10. 2050: The End of the Growth Era? -- References -- Index |
| Record Nr. | UNINA-9910792788903321 |
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Sornette Didier <1957->
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| Princeton, [New Jersey] ; ; Oxford, [England] : , : Princeton University Press, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Why stock markets crash : critical events in complex financial systems / / Didier Sornette, with a new preface by the author
| Why stock markets crash : critical events in complex financial systems / / Didier Sornette, with a new preface by the author |
| Autore | Sornette Didier <1957-> |
| Pubbl/distr/stampa | Princeton, [New Jersey] ; ; Oxford, [England] : , : Princeton University Press, , 2017 |
| Descrizione fisica | 1 online resource (417 pages) : illustrations |
| Disciplina | 332.63/222 |
| Altri autori (Persone) | SornetteDidier |
| Collana | Princeton Science Library |
| Soggetto topico |
Stocks - Prices - History
Financial crises - United States - History |
| Soggetto non controllato |
Asia
Black Monday Dow Jones Industrial Average Hong Kong Latin America Louis Bachelier Nasdaq index Nasdaq Nikkei Russia South Sea bubble anti-imitation antibubble arbitrage opportunities bubble collapse complex systems computational methods cooperative behavior cooperative speculation crash hazard currency crash derivatives discrete scale invariance drawdown efficient market emergent markets extreme events financial crashes finite-time singularity forward prediction fractals free lunch gold hazard rate hedging herding imitation insurance portfolio log-periodicity market failure natural scientists outlier population dynamics positive feedback power law prediction price-driven model random walk rational agent renormalization group returns risk-driven model risk self-organization self-similarity social network social scientists speculative bubble stock market crash stock market indices stock market prices stock market superhumans sustainability tronics boom tulip mania world economy |
| Classificazione | QK 650 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface to the Princeton Science Library Edition -- Preface to the 2002 Edition -- Chapter 1. Financial Crashes: What, How, Why, and When? -- Chapter 2. Fundamentals of Financial Markets -- Chapter 3. Financial Crashes Are "Outliers" -- Chapter 4. Positive Feedbacks -- Chapter 5. Modeling Financial Bubbles and Market Crashes -- Chapter 6. Hierarchies, Complex Fractal Dimensions, and Log-Periodicity -- Chapter 7. Autopsy of Major Crashes: Universal Exponents and Log-Periodicity -- Chapter 8. Bubbles, Crises, and Crashes in Emergent Markets -- Chapter 9. Prediction of Bubbles, Crashes, and Antibubbles -- Chapter 10. 2050: The End of the Growth Era? -- References -- Index |
| Record Nr. | UNINA-9910816254103321 |
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Sornette Didier <1957->
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| Princeton, [New Jersey] ; ; Oxford, [England] : , : Princeton University Press, , 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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