Digital Broadcasting presents an introduction to how the classic notion of 'broadcasting' has evolved and is being reinterpreted in an age of digitization and convergence. The book argues that 'digital broadcasting' is not a contradiction in terms, but-on the contrary-both terms presuppose and need each other. Drawing upon an interdisciplinary and international field of research and theory, it looks at current developments in television and radio broadcasting on the level of regulation and policy, industries and economics, production and content, and audience and consumption practices.

Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and foreign exchange markets, and large dimensional volatility modeling. The volume is of interest to graduate students, researchers, and industry professionals.

Over the past 25 years, applied econometrics has undergone tremen dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and simulation based methods. Time series analysis has been an active field of research since the seminal work by Box and Jenkins (1976), who introduced a gen eral framework in which time series can be analyzed. In the world of financial econometrics and the application of time series techniques, the ARCH model of Engle (1982) has shifted the focus from the modelling of the process in itself to the modelling of the volatility of the process. In less than 15 years, it has become one of the most successful fields of 1 applied econometric research with hundreds of published papers. As an alternative to the ARCH modelling of the volatility, Taylor (1986) intro duced the stochastic volatility model, whose features are quite similar to the ARCH specification but which involves an unobserved or latent component for the volatility. While being more difficult to estimate than usual GARCH models, stochastic volatility models have found numerous applications in the modelling of volatility and more particularly in the econometric part of option pricing formulas. Although modelling volatil ity is one of the best known examples of applied financial econometrics, other topics (factor models, present value relationships, term structure 2 models) were also successfully tackled."

This book builds on the idea that peer-to-peer infrastructures are gradually becoming the general conditions of work, economy, and society. Using a four-scenario approach, the authors seek to simplify possible outcomes and to explore relevant trajectories of the current techno-economic paradigm within and beyond capitalism.

Easy Cottage Style offers a fresh, contemporary take on country house style that is ideally suited to relaxed, modern living and easy to achieve in your own home. Country style evokes ideas of natural comfort – the warm glow of a winter fire or floral fabrics swaying in a summer breeze – which can be recreated in all types of interiors. In this book, inspiring case studies demonstrate how every room can be given a taste of rustic charm: the kitchen made warm and comfortable, the bedroom soft and romantic, and the living room natural and tranquil. Even antiques can be used in a contemporary way, as we all embrace the importance of sustainability in our daily lives. Easy Cottage Style highlights new ways to look at the country and shows you how vintage and second-hand finds can enrich your home.

This volume is a collection of essays analyzing different issues concerning the nature, possibility, and desirability of heaven as understood by the Abrahamic faiths of Judaism, Christianity. and Islam. Topics include whether or not it is possible that a mortal could, upon bodily death, become an inhabitant of heaven without loss of identity, where exactly heaven might be located, whether or not everyone should be saved, or if there might be alternative destinations (including some less fiery versions of Hell). Chapter authors include believers and skeptics, well-known philosophers, and new voices. While some chapters are more challenging than others, all are written in a style that should be accessible to any interested reader.

A complete guide to the theory and practice of volatility models in financial engineering

Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent advances, "Handbook of Volatility Models and Their Applications" explores key concepts and topics essential for modeling the volatility of financial time series, both univariate and multivariate, parametric and non-parametric, high-frequency and low-frequency.

Featuring contributions from international experts in the field, the book features numerous examples and applications from real-world projects and cutting-edge research, showing step by step how to use various methods accurately and efficiently when assessing volatility rates. Following a comprehensive introduction to the topic, readers are provided with three distinct sections that unify the statistical and practical aspects of volatility:

Autoregressive Conditional Heteroskedasticity and Stochastic Volatility presents ARCH and stochastic volatility models, with a focus on recent research topics including mean, volatility, and skewness spillovers in equity markets

Other Models and Methods presents alternative approaches, such as multiplicative error models, nonparametric and semi-parametric models, and copula-based models of (co)volatilities

Realized Volatility explores issues of the measurement of volatility by realized variances and covariances, guiding readers on how to successfully model and forecast these measures

"Handbook of Volatility Models and Their Applications" is an essential reference for academics and practitioners in finance, business, and econometrics who work with volatility models in their everyday work. The book also serves as a supplement for courses on risk management and volatility at the upper-undergraduate and graduate levels.

This work contains an up-to-date coverage of the last 20 years' advances in Bayesian inference in econometrics, with an emphasis on dynamic models. It shows how to treat Bayesian inference in non linear models, by integrating the useful developments of numerical integration techniques based on simulations (such as Markov Chain Monte Carlo methods), and the long available analytical results of Bayesian inference for linear regression models. It thus covers a broad range of rather recent models for economic time series, such as non linear models, autoregressive conditional heteroskedastic regressions, and cointegrated vector autoregressive models. It contains also an extensive chapter on unit root inference from the Bayesian viewpoint. Several examples illustrate the methods. This book is intended for econometrics and statistics postgraduates, professors and researchers in economics departments, business schools, statistics departments, or any research centre in the same fields, especially econometricians.

Shedding light on some of the most pressing open questions in the analysis of high frequency data, this volume presents cutting-edge developments in high frequency financial econometrics. Coverage spans a diverse range of topics, including market microstructure, tick-by-tick data, bond and foreign exchange markets, and large dimensional volatility modeling. The volume is of interest to graduate students, researchers, and industry professionals.

Over the past 25 years, applied econometrics has undergone tremen dous changes, with active developments in fields of research such as time series, labor econometrics, financial econometrics and simulation based methods. Time series analysis has been an active field of research since the seminal work by Box and Jenkins (1976), who introduced a gen eral framework in which time series can be analyzed. In the world of financial econometrics and the application of time series techniques, the ARCH model of Engle (1982) has shifted the focus from the modelling of the process in itself to the modelling of the volatility of the process. In less than 15 years, it has become one of the most successful fields of 1 applied econometric research with hundreds of published papers. As an alternative to the ARCH modelling of the volatility, Taylor (1986) intro duced the stochastic volatility model, whose features are quite similar to the ARCH specification but which involves an unobserved or latent component for the volatility. While being more difficult to estimate than usual GARCH models, stochastic volatility models have found numerous applications in the modelling of volatility and more particularly in the econometric part of option pricing formulas. Although modelling volatil ity is one of the best known examples of applied financial econometrics, other topics (factor models, present value relationships, term structure 2 models) were also successfully tackled.

In their review of the "Bayesian analysis of simultaneous equation systems," Dr ze and Richard (1983) - hereafter DR - express the following viewpoint about the present state of development of the Bayesian full information analysis of such sys tems i) the method allows "a flexible specification of the prior density, including well defined noninformative prior measures"; ii) it yields "exact finite sample posterior and predictive densities." However, they call for further developments so that these densities can be eval uated through 'numerical methods, using an integrated software packa e. To that end, they recommend the use of a Monte Carlo technique, since van Dijk and Kloek (1980) have demonstrated that "the integrations can be done and how they are done." In this monograph, we explain how we contribute to achieve the developments suggested by Dr ze and Richard. A basic idea is to use known properties of the porterior density of the param eters of the structural form to design the importance functions, i. e. approximations of the posterior density, that are needed for organizing the integrations."

This book presents current research in the study of the types, efficacy and myths of ritualistic behaviours. Topics gathered by the authors from across the globe include the modern case studies of ancient Greek cave rituals; rituals marking transitions between different life stages in the elderly; ritual complexes of North-West Siberia in the 17th-18th centuries; healing rituals of Brazil; the myth of the ayahuasca ritual in Europe and the cult of the horse in the Sakha religious and ritual practice of the 19th century.

X-ray scattering techniques are a family of non-destructive analytical techniques which reveal information about the crystallographic structure, chemical composition and physical properties of materials and thin films. These techniques are based on observing the scattered intensity of an X-ray beam hitting a sample as a function of incident and scattered angle, polarization, and wavelength or energy. In this book, the authors present current research in the study of X-ray scattering, including real-time synchrotron X-ray scattering, applications of X-ray scattering in edible lipid systems; X-ray scattering of bacterial cell wall compounds and their neutralization and small angle X-ray scattering analysis of nanomaterials for ultra large scale integrated circuits.

This book offers an up-to-date coverage of the basic principles and of the tools of Bayesian inference in econometrics. Bayesian inference is a branch of statistics that integrates explicitly both data and prior (possibly subjective) information in model building , estimation and evaluation. The book then shows how to use Bayesian methods in a range of models especially suited to the analysis of macroeconomic and financial time series.

This is a reproduction of a book published before 1923. This book may have occasional imperfections such as missing or blurred pages, poor pictures, errant marks, etc. that were either part of the original artifact, or were introduced by the scanning process. We believe this work is culturally important, and despite the imperfections, have elected to bring it back into print as part of our continuing commitment to the preservation of printed works worldwide. We appreciate your understanding of the imperfections in the preservation process, and hope you enjoy this valuable book. ++++ The below data was compiled from various identification fields in the bibliographic record of this title. This data is provided as an additional tool in helping to ensure edition identification: ++++ Resolutio J. U. Doctorum Lovaniensium Circa Missionarios Zeger Bernhard Van Espen, Amandus Bauwens, Joannes Antonius Brenart, Laurent Haeck s.n., 1721