3,449 research outputs found
Exact Maximum Likelihood estimation for the BL-GARCH model under elliptical distributed innovations
Full text linkIn this paper, we discuss the class of Bilinear GATRCH (BL-GARCH) models which are capable of capturing simultaneously two key properties of non-linear time series : volatility clustering and leverage effects. It has been observed often that the marginal distributions of such time series have heavy tails ; thus we examine the BL-GARCH model in a general setting under some non-Normal distributions. We investigate some probabilistic properties of this model and we propose and implement a maximum likelihood estimation (MLE) methodology. To evaluate the small-sample performance of this method for the various models, a Monte Carlo study is conducted. Finally, within-sample estimation properties are studied using S&P 500 daily returns, when the features of interest manifest as volatility clustering and leverage effects.BL-GARCH process, elliptical distribution, leverage effects, Maximum Likelihood, Monte Carlo method, volatility clustering.
Biogeochemical characteristics of Kuan-Tzu-Ling, Chung-Lun and Bao-Lai hot springs in southern Taiwan
No full textHot springs are the important natural sources of geothermally heated groundwater from the Earth's crust. Kuan-Tzu-Ling (KTL), Chung-Lun (CL) and Bao-Lai (BL) are well-known hot springs in southern Taiwan. Fluid and mud (sediments) samples were collected from the eruption points of three hot springs for detailed biogeochemical characterization. The fluid sample displays relatively high concentrations of Na(+) and Cl(-) compared with K(+), Mg(2+), Ca(2+), NO(2)(-), and SO(4)(2-), suggesting a possible marine origin. The concentrations of Fe, Cr, Mn, Ni, V and Zn were significantly higher in the mud sediments compared with fluids, whereas high concentrations of As, Ba, Cu, Se, Sr and Rb were observed in the fluids. This suggests that electronegative elements were released during sediment-water interactions. High As concentration in the fluids was observed to be associated with low redox (Eh) conditions. The FTIR spectra of the humic acid fractions of the sediments showed the presence of possible functional groups of secondary amines, ureas, urethanesm (amide), and silicon. The sulfate-reducing deltaproteobacterium 99% similar to Desulfovibrio psychrotolerans (GU329907) were rich in the CL hot spring while mesophilic, proteolytic, thiosulfate-and sulfur-reducing bacterium that 99% similar to Clostridium sulfidigenes (GU329908) were rich in the BL hot spring.</p
Convergences in perfect BL-algebras
No full textThe aim of the paper is to investigate some concepts of convergence in the class of
perfect BL-algebras. Similarity convergence was developed by G. Georgescu and A. Popescu in
the case of the residuated lattices, while the convergence with a fixed regulator was studied
by Cernák for lattice-ordered groups and MV-algebras and by the author for residuated lattices. In this paper we study the similarity convergence and the convergence with a fixed regulator for the perfect BL-algebras. The main result is the construction of Cauchy completion of a perfect BL-algebra.Peer Reviewe
A Return to the Common Reader: Print Culture and the Novel, 1850-1900
Full text linkIn 1957, Richard Altick's groundbreaking work The English Common Reader transformed the study of book history. The collection aims to conceptualise some of the new directions that the field is taking fifty years afters the publication of this seminal work and to interrogate the category of the ‘common reader’ itself. What do we now mean by the term ‘common reader’? Is it still a useful term in book history and the sociology of literature? Though the history of mass readerships attests to a rise in literacy in the second half of the nineteenth century, and to snobberies and anxieties surrounding the development of a mass reading public, how did different institutional contexts, different groups of readers (such as women, soldiers, prisoners and radicals) and different forms of publication respond differently to the general trend of a growth in literacy? Were there groups of readers or forms of publication, for example, which complicate the picture of a growth in mass literacy and an elite fear of that growth? And who is to be included or excluded from the concept of the ‘common reader’? How did changing concepts of what constituted the ‘common reader’ in the first place contribute to the development of literary and print forms, educational institutions, and concepts of reading and readerships within the period? This privileging does not aim to disassociate the ‘common reader’ from Robert Darnton’s formulation of the author/publisher/reader circuit central to Book History, but rather to more closely analyse the multiple functions and interactions of the reader therein. Importantly, the interrogation of the concept of the ‘common reader’ is brought to bear, in every essay, on questions about the development of the novel in the period. The book offers important textual analyses of literary works by Dickens, Wilkie Collins, Ouida and a range of other popular novelists fruitfully bringing together Book History, print culture and literary methodologies in order to further research into the relationship between the social history of reading and the development of literature in the late nineteenth century. Bringing together a collection of essays, each of which explores distinctive cases of constructions of the ‘English common reader’, this book will further research in the sociology of literature by taking one of its fundamental categories of thought and exploring the complicated set of sociological, literary and historical assumptions and ideas which both underpin and contest it
A Return to the Common Reader: Print Culture and the Novel, 1850-1900
No full textIn 1957, Richard Altick's groundbreaking work The English Common Reader transformed the study of book history. The collection aims to conceptualise some of the new directions that the field is taking fifty years afters the publication of this seminal work and to interrogate the category of the ‘common reader’ itself. What do we now mean by the term ‘common reader’? Is it still a useful term in book history and the sociology of literature? Though the history of mass readerships attests to a rise in literacy in the second half of the nineteenth century, and to snobberies and anxieties surrounding the development of a mass reading public, how did different institutional contexts, different groups of readers (such as women, soldiers, prisoners and radicals) and different forms of publication respond differently to the general trend of a growth in literacy? Were there groups of readers or forms of publication, for example, which complicate the picture of a growth in mass literacy and an elite fear of that growth? And who is to be included or excluded from the concept of the ‘common reader’? How did changing concepts of what constituted the ‘common reader’ in the first place contribute to the development of literary and print forms, educational institutions, and concepts of reading and readerships within the period? This privileging does not aim to disassociate the ‘common reader’ from Robert Darnton’s formulation of the author/publisher/reader circuit central to Book History, but rather to more closely analyse the multiple functions and interactions of the reader therein. Importantly, the interrogation of the concept of the ‘common reader’ is brought to bear, in every essay, on questions about the development of the novel in the period. The book offers important textual analyses of literary works by Dickens, Wilkie Collins, Ouida and a range of other popular novelists fruitfully bringing together Book History, print culture and literary methodologies in order to further research into the relationship between the social history of reading and the development of literature in the late nineteenth century. Bringing together a collection of essays, each of which explores distinctive cases of constructions of the ‘English common reader’, this book will further research in the sociology of literature by taking one of its fundamental categories of thought and exploring the complicated set of sociological, literary and historical assumptions and ideas which both underpin and contest it
A Return to the Common Reader: Print Culture and the Novel, 1850-1900
No full textIn 1957, Richard Altick's groundbreaking work The English Common Reader transformed the study of book history. The collection aims to conceptualise some of the new directions that the field is taking fifty years afters the publication of this seminal work and to interrogate the category of the ‘common reader’ itself. What do we now mean by the term ‘common reader’? Is it still a useful term in book history and the sociology of literature? Though the history of mass readerships attests to a rise in literacy in the second half of the nineteenth century, and to snobberies and anxieties surrounding the development of a mass reading public, how did different institutional contexts, different groups of readers (such as women, soldiers, prisoners and radicals) and different forms of publication respond differently to the general trend of a growth in literacy? Were there groups of readers or forms of publication, for example, which complicate the picture of a growth in mass literacy and an elite fear of that growth? And who is to be included or excluded from the concept of the ‘common reader’? How did changing concepts of what constituted the ‘common reader’ in the first place contribute to the development of literary and print forms, educational institutions, and concepts of reading and readerships within the period? This privileging does not aim to disassociate the ‘common reader’ from Robert Darnton’s formulation of the author/publisher/reader circuit central to Book History, but rather to more closely analyse the multiple functions and interactions of the reader therein. Importantly, the interrogation of the concept of the ‘common reader’ is brought to bear, in every essay, on questions about the development of the novel in the period. The book offers important textual analyses of literary works by Dickens, Wilkie Collins, Ouida and a range of other popular novelists fruitfully bringing together Book History, print culture and literary methodologies in order to further research into the relationship between the social history of reading and the development of literature in the late nineteenth century. Bringing together a collection of essays, each of which explores distinctive cases of constructions of the ‘English common reader’, this book will further research in the sociology of literature by taking one of its fundamental categories of thought and exploring the complicated set of sociological, literary and historical assumptions and ideas which both underpin and contest it
Convergences in perfect BL-algebras
No full textThe aim of the paper is to investigate some concepts of convergence in the class of
perfect BL-algebras. Similarity convergence was developed by G. Georgescu and A. Popescu in
the case of the residuated lattices, while the convergence with a fixed regulator was studied
by Cernák for lattice-ordered groups and MV-algebras and by the author for residuated lattices. In this paper we study the similarity convergence and the convergence with a fixed regulator for the perfect BL-algebras. The main result is the construction of Cauchy completion of a perfect BL-algebra.Peer Reviewe
Twelve Select Examples Of The Ecclesiastical Architecture Of The Middle Ages, Chiefly In France, From Drawings By Charles Wild
No full textTWELVE SELECT EXAMPLES OF THE ECCLESIASTICAL ARCHITECTURE OF THE MIDDLE AGES, CHIEFLY IN FRANCE, FROM DRAWINGS BY CHARLES WILD
Twelve Select Examples Of The Ecclesiastical Architecture Of The Middle Ages, Chiefly In France, From Drawings By Charles Wild ( - )
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Problems of the conventional BL model as applied to super/hypersonic turbulent boundary layers and its improvements
No full textTurbulence modeling has played important roles in solving engineering problems. However, with the development of aerospace technology, turbulence modeling faces new challenges. How to further improve turbulence modeling for super/hypersonic flows is an urgent problem. Through analyzing a set of data resulting from DNS and experiments, it is found that some most popular models suffer from essential flaws, and can be hardly improved following the traditional mode of thinking. On the contrary, the BL model, which is one of the simplest and widely-used models, can be further improved. In this paper, through analyzing results from DNS data, the main cause of the inaccuracy in applying the BL model to supersonic and hypersonic turbulent boundary layers is found to have resulted from the mismatch between the location of the matching point of the inner and outer layers of the BL model determined by the conventional way and those given by DNS. Improvement on this point, as well as other improvements is proposed. Its effectiveness is verified through the comparison with DNS results
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