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Performance of Stochastic Volatility and GARCH Models in Different Market Regimes

Reliable methods for estimating financial return volatility are crucial in many areas of trading and investing. Two such frameworks, the GARCH and SV, have been of particular interest to academics and practitioners alike. The GARCH model describes the variance of the current innovation as a function of the actual sizes of the previous innovations. In contrast, the stochastic volatility model descr

Investigation of flue-gas treatment with O-3 injection using NO and NO2 planar laser-induced fluorescence

Direct ozone (O-3) injection is a promising flue-gas treatment technology based on oxidation of NO and Hg into soluble species like NO2, NO3, N2O5, oxidized mercury, etc. These product gases are then effectively removed from the flue gases with the wet flue gas desulfurization system for SO2. The kinetics and mixing behaviors of the oxidation process are important phenomena in development of pract

Deeply virtual Compton scattering and its beam charge asymmetry in e(+/-)p collisions at HERA

A measurement of elastic deeply virtual Compton scattering gamma*p --> gamma p using e(+) p and e(-) p collision data recorded with the HI detector at HERA is presented. The analysed data sample corresponds to an integrated luminosity of 306 pb(-1), almost equally shared between both beam charges. The cross section is measured as a function of the virtuality Q(2) of the exchanged photon and the ce

Metal-like heat conduction in laser-excited InSb probed by picosecond time-resolved x-ray diffraction

A semiconductor (InSb) showed transient metal- like heat conduction after excitation of a dense electron- hole plasma via short and intense light pulses. A related ultrafast strain relaxation was detected using picosecond time-resolved x-ray diffraction. The deduced heat conduction was, by a factor of 30, larger than the lattice contribution. The anomalously high heat conduction can be explained o

Clinical probability assessment and biochemical markers in the diagnosis of deep vein thrombosis

Popular Abstract in Swedish Övergripande syfte Syftet med avhandlingen var att utvärdera hur en förenklad metod för diagnostisering av blodproppar i benets djupa ådror (djup ventrombos (DVT)) fungerar i svensk rutinsjukvård. Den förenklade metoden innebär användning av en strukturerad klinisk sannolikhetsbedömning tillsammans med ett blodprov (D-dimer test). Vi jämförde också vår D-dimermetod med The combination of pre-test clinical probability assessment and D-dimer test is now widely applied in the diagnostic process of DVT. The general objective of the present investigation was to validate these results in a Swedish routine emergency setting were the prevalence of the disease is high and were the clinical probability assessment was handled by many junior physicians. Furthermore, our aim

A Genetic Mouse Model of Parkinson's Disease Shows Involuntary Movements and Increased Postsynaptic Sensitivity to Apomorphine

Alpha-synuclein (SNCA) protein aggregation plays a causal role in Parkinson's disease (PD). The SNCA protein modulates neurotransmission via the SNAP receptor (SNARE) complex assembly and presynaptic vesicle trafficking. The striatal presynaptic dopamine deficit is alleviated by treatment with levodopa (l-DOPA), but postsynaptic plastic changes induced by this treatment lead to a development of in

Renaissance 1.5

Projektet Renässans 1.5 utgår ifrån det faktum att det i den traditionella produktutvecklingsprocessen normalt krävs flera iterationer i processens olika faser innan man kan nå en acceptabel kompromiss mellan estetiska krav och konstruktions- och tillverkningskrav. Den snabba utvecklingen inom optimeringsteknik och kunskapsbaserad konstruktion gör det möjligt att integrera ett datorbaserat formgivThe Renaissance 1.5 project was based on the observation that in traditional product development, several iterations are needed to obtain a compromise between engineering, manufacturing constraints and aesthetics. The rapid advances in optimisation methods and in knowledge-based engineering (KBE) make it possible to integrate engineering and manufacturing constraints in a computer-based industrial

Asylum

This project is set at the crossing of two burning topics of our time: the often ignored problematics of displaced people around the world; and the recently much more debated question of global warming. That these seemingly diverse thematics are deeply connected with each other becomes clear just by reading the IPCC* report from 2007 on global warming. As this report suggests, the real danger lies

Search for technipions in exclusive production of diphotons with large invariant masses at the LHC

We focus on exclusive production of neutral technipion (pi) over tilde (0) in pp collisions at the LHC, i.e. on pp -> pp (pi) over tilde (0) reaction. The dependence of the cross section on parameters of recently proposed vector-like Technicolor model is studied. Characteristic features of the differential distributions are discussed. For not too large technipion masses the diphoton decay channel

Towards superhydrophobic coatings made by non-fluorinated polymers sprayed from a supercritical solution

The objective of this study was to create a superhydrophobic surface using polymers that are non-fluorinated and applying them to a surface via rapid expansion of a supercritical solution (RESS). Solubility studies of poly(epsilon-caprolactone) (PCL) and a statistical copolymer of vinyl acetate and vinyl pivalate (P(VAc-VPi))in supercritical carbon dioxide (scCO(2)) were carried out using an extra

Effects of breed and casein genetic variants on protein profile in milk from Swedish Red, Danish Holstein, and Danish Jersey cows.

In selecting cows for higher milk yields and milk quality, it is important to understand how these traits are affected by the bovine genome. The major milk proteins exhibit genetic polymorphism and these genetic variants can serve as markers for milk composition, milk production traits, and technological properties of milk. The aim of this study was to investigate the relationships between casein

Optimization of extraction methods for determination of the raffinose family oligosaccharides in leguminous vine peas (Pisum sativum L.) and effects of blanching

The extraction procedure for analysis of the raffinose family oligosaccharides (RFOs) in blanched leguminous vine peas was optimized. For this purpose, 25 pea samples from different cultivars and of different maturity were chosen at random. The effect of blanching was also studied in four cultivars. The yield of oligosaccharides was almost double on average when extracted with 50% ethanol as compa

Guidelines-for-direct-procurements

Guidelines for Direct Procurements REGULATORY DOCUMENT COVER PAGE Guidelines for Direct Procurements Type of regulatory document: Guidelines Definition of the type of regulatory document: Guidelines establish how someone must or should act in the area covered by the guidelines. A “must” rule is to be complied with, whereas the nature of a “should” rule is more of a strong recommendation, which mea

https://www.staff.lu.se/sites/staff.lu.se/files/2025-03/guidelines-for-direct-procurements.pdf - 2026-05-08

The IIIEE Strategy 2025-2029

IIIEE Strategic Plan 2024-2029 B.indd The IIIEE Strategy 2025 - 2029 THE IIIEE | LUND UNIVERSITY THE IIIEE STRATEGY 2025-20291 The IIIEE Strategy 2025-2029 OUR VISION -WHAT WE WANT TO ACHIEVE A future in which the IIIEE has accelerated the transitions to climate-neutral and resource-efficient economies. OUR MISSION - HOW OUR WORK CONTRIBUTES TO OUR VISION Our mission is to produce and share action

https://www.iiiee.lu.se/sites/iiiee.lu.se/files/2025-01/The%20IIIEE%20Strategy%202025-2029.pdf - 2026-05-08

Annons doktorander english 2020

Brevmall Department for Health Sciences, Lund University, Box 157, 221 00 Lund, Phone +46 46 222 19 42, www.sweah.lu.se The Swedish National Graduate School for Competitive Science on Ageing and Health (SWEAH) is a research school funded by the Swedish Research Council. Its task is to develop a competitive national learning environment with international splendor, contribute to the production of k

https://www.sweah.lu.se/sites/sweah.lu.se/files/annons_doktorander_english_2020.pdf - 2026-05-08

How to find relevant sources and references

The user’s guide to information Information sources: http://www.geobib.lu.se/en/index.html Lovisa is the Union Catalogue for the Lund University Libraries and contains books, journals, doctoral dissertations, reports, e-books and e-journals. However, you cannot search for articles in Lovisa. Rather, search Lovisa for the collections of books and periodicals of the different libraries. You can use

https://www.nateko.lu.se/sites/nateko.lu.se/files/how_to_find_relevant_sources_and_references.pdf - 2026-05-08

06032016 679 01 nyas 2006

nyas_imd_049.tex TEDDY–The Environmental Determinants of Diabetes in the Young An Observational Clinical Trial WILLIAM A. HAGOPIAN,a ÅKE LERNMARK,b MARIAN J. REWERS,c OLLI G. SIMELL,d JIN-XIONG SHE,e ANETTE G. ZIEGLER,f JEFFREY P. KRISCHER,g AND BEENA AKOLKARh aPacific Northwest Research Institute, Seattle, Washington 98122, USA bUniversity Hospital MAS, 20522 Malmö, Sweden cUniversity of Colora

https://www.teddy.lu.se/sites/teddy.lu.se/files/06032016_679_01_nyas_2006.pdf - 2026-05-08

06032016 679 03 teddy study group ped diab 2007 1 0

pdi_269 286..298 Pediatric Diabetes 2007: 8: 286–298 All rights reserved # 2007 The Authors Journal compilation # 2007 Blackwell Munksgaard Pediatric Diabetes Original Article The Environmental Determinants of Diabetes in the Young (TEDDY) study: study design The TEDDY Study Group. The Environmental Determinants of Diabetes in the Young (TEDDY) study: study design. Pediatric Diabetes 2007: 8: 286–

https://www.teddy.lu.se/sites/teddy.lu.se/files/06032016_679_03_teddy_study_group_ped_diab_2007_1_0.pdf - 2026-05-08