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The Compass Rose Pattern of the Stock Market: How Does it Affect Parameter Estimates, Forecasts, and Statistical Tests?

A "compass rose" pattern sometimes appears when stock returns are plotted against themselves with a one-day lag, since stock prices move in discrete steps. In this paper, we perform a Monte Carlo study on simulated stock price series rounded in different ways to mirror the behavior of stocks on the Stockholm Stock Exchange. We find AR-GARCH parameter estimates to be affected by the discreteness im

Diktning för tillfället

Occasional verse and orations in separately printed leaflets at funerals, weddings and other celebrations was the dominant vehicle for literary production in Sweden in the 17th and 18th centuries. It honoured the recipients and promoted the authors. This aspect of print culture in the Swedish Age of Greatness is here summarized.

Interdisciplinary Studies and sound environmental comprehension

Listening Lund Sound environment centre at Lund university in Sweden is known to be the first interdisciplinary centre created with an aim to coordinate research on sound and sound environmental issues. Ranging från acoustics to medicin to juridics as well to humanities as musicology and ethnology sound environmental research adresses many interdepentent areas and topics. To be able to get a more

Nucleotide Binding to Trimeric dUTPase: Studies on Recombinant Enzymes using Kinetic and Spectroscopic Methods

Popular Abstract in Swedish I plan to add a summary in Swedish at the WWW-page www.biokem.lu.se/education/theses/johannordthesis.htmRecombinant dUTPase from the bacterium Escherichia coli, the retrovirus equine infectious anemia virus (EIAV) and Homo sapiens have been made available for physico-chemical characterisation. The protocols developed have also proven to be suitable for production of enzymes modified by isotope labelling or other methods. The improved accessibility of enzyme material has enabled the subsequent invest

Gender Bias - The Insoluble Problem?

The issue and distribution of IT and IS students and professionals as dependent on Gender Bias is discussed. Background and examples are presented from the IT British Industry; the UK and the Swedish Educational sectors.

Toward anticipatory agents

This paper presents a novel approach to the problem of designing autonomous agents that is based on the idea of anticipatory systems. An anticipatory system has a model of itself and of the relevant part of its environment and will use this model to predict the future. The predictions are then utilised to determine the agent’s behaviour, i.e. it lets future states affect its present states. We arg

Migration of Sea Turtles from Caribbean Costa Rica: Implications for Management

Popular Abstract in Swedish Fyra högst migratoriska och utrotningshotade havssköldpaddsarter (soppsköldpadda, karettsköldpadda, havslädersköldpadda och oäkta karettsköldpadda) lägger ägg i Tortuguero nationalparken i Costa Rica. Havssköldpaddsforskning har pågått fortlöpande i Tortuguero sedan Dr. Archie Carr påbörjade studier under 1950-talet. Denna avhandling avser att klargöra Tortugueros havsTortuguero National Park in Costa Rica hosts nesting by four species of highly migratory and endangered sea turtles (green, hawksbill, leatherback and loggerhead turtles). Sea turtle research at Tortuguero has been continuous since Dr. Archie Carr began studies in the 1950?s. This dissertation aims to clarify the Tortuguero sea turtles? post-nesting migrations, nesting trends and survival threats.

Skälens fångar : Hemlöshetsarbetets organisering, kategoriseringar och förklaringar

Category housing is an example of forms of housing that belong to the organized work of providing residences for persons who for diverse reasons cannot obtain them on the ordinary housing market. In the organizing of the practical social work that is carried out for this purpose, categorization serves as an important tool for connecting the available housing alternatives with the individuals who s

Streaming media over the Internet: Flow based analysis in live access networks

Multimedia service delivery over the Internet is a success. The number of services available and the number of people accessing them is huge. In this paper, we investigate multimedia streaming services over the Internet. Our analysis is based on traffic measurement in live access fiber-to-the-home networks. We study parameters like traffic volume and flow characteristics for selected services. Esp

Approximate distance oracles for graphs with dense clusters

Let H1=(V,E1) be a collection of N pairwise vertex disjoint O(1)-spanners where the weight of an edge is equal to the Euclidean distance between its endpoints. Let H2=(V,E2) be the graph on V with M edges of non-negative weight. The union of the two graphs is denoted G=(V,E1 u E2). We present a data structure of size O(M^2 + nlogn) that answers (1+ε)-approximate shortest path queries in G in const

Some Möbius Invariant Spaces of Analytic Functions. Spectrum of the Cesàro Operator.

Popular Abstract in Swedish Avhandlingen består sammanlagt av tre vetenskapliga artiklar: I. "Estimates in Möbius Invariant Spaces of Analytic Functions." II. "Preduals of Q_p-spaces and Carleson Embeddings of Weighted Dirichlet Spaces." III. "On the Spectrum of the Cesàro Operator on Spaces of Analytic Functions. " De första två arbeten är nära relaterade och de handlar om nya utvecklingar inThis thesis consists of three papers in which different topics in spaces of analytic functions are considered. These papers are: I. "Estimates in Möbius Invariant Spaces of Analytic Functions." II. "Preduals of Q_p-spaces and Carleson Embeddings of Weighted Dirichlet Spaces." III. "On the Spectrum of the Cesàro Operator on Spaces of Analytic Functions." The first two papers are closely related

Respiratory mechanics during mechanical ventilation in health and in disease

Popular Abstract in Swedish Patienter, som på grund av lungsjukdom eller annan skada på lungorna inte kan andas tillfredsställande, kan behandlas med hjälp av en respirator som ventilerar lungorna. Respiratorbehandling kan tyvärr tillfoga redan sjuka eller skadade lungor ytterligare skador. Sådana skador kan uppkomma vid ventilation av lungorna vid alltför stora volymer och höga tryck som leder tiThe elastic pressure-volume (Pel-V) curve of the respiratory system can be used as a guide for improved ventilator management. It may indicate risks of lung damage associated with collapse or overdistension of lung units. The work described in this thesis was aimed at developing methods for the determination and characterisation of the Pel-V curve under static and dynamic conditions and at a bette