40 research outputs found
Author's personal copy Forecasting VaR using analytic higher moments for GARCH processes
No full textThis article appeared in a journal published by Elsevier. The attached copy is furnished to the author for internal non-commercial research and education use, including for instruction at the authors institution and sharing with colleagues. Other uses, including reproduction and distribution, or selling or licensing copies, or posting to personal, institutional or third party websites are prohibited. It is widely accepted that some of the most accurate Value-at-Risk (VaR) estimates are based on an appropriately specified GARCH process. But when the forecast horizon is greater than the frequency of the GARCH model, such predictions have typically required time-consuming simulations of the aggregated returns distributions. This paper shows that fast, quasi-analytic GARCH VaR calculations can be based on new formulae for the first four moments of aggregated GARCH returns. Our extensive empirical study compares the CornishFisher expansion with the Johnson SU distribution for fitting distributions to analytic moments of normal and Student t, symmetric and asymmetric (GJR) GARCH processes to returns data on different financial assets, for the purpose of deriving accurate GARCH VaR forecasts over multiple horizons and significance levels
Textualizációs eljárások, tipológiai kísérletek, digitális adatbázisok
No full textThe author in the first part of her article presents in what
way the textological features of the genre of incantation and
the (often implicitly ) posed questions of the researchers
behind the publications of incantations have influenced the
mode of classic editions of texts, primarily the typological
issues, and in what way all these factors determine
interpretative possibilities. Then, along the dimensions of
comparability defined by Lauri Honko (phenomenology of
tradition, the historicity of tradition, and ecology of
tradition), she summarizes recent endeavours of systematisation
within incantation studies and points out the fallacies and
shortcomings of typologies, drawing attention to the
fundamentally incommensurable nature of the various approaches.
In the second part of the article the author, briefly
presenting the responses given by computational folkloristics
to the problems of textology, typology and comparatism, comes
to the conclusion that instead of national and international
incantation catalogues, the elaboration of an international
guide to textology standardizing the textualisation techniques
of digital editions of incantations would be a more important
milestone for comparative studies. To facilitate this objective
the author presents a set of multidimensional textological
features for digital databases of verbal charms (subject to
further discussions)
„A boldog békeidők” és örökségük : A 19. század béketeremtő diplomáciai eszközeinek átalakulása és modern kori jelentősége, fókuszban a konferenciadiplomáciával
No full textA tanulmányban a konferenciadiplomácia mint diplomáciai eszköz és annak a béke percepciójához fűződő kapcsolatát mutatom be 19. századi keretek között. A vizsgálódás fő intervalluma az 1815 és 1914 közötti időszak, mely jelentős újításokat hozott a nemzetközi együttműködés rendszerében, hosszabb távon hozzájárulva a ma is működő rendszer kialakításához. A vizsgált korszak törekvései azonban rövidtávon a 20. század eleji események tekintetében nem bizonyultak eredményesnek. Ezzel kapcsolatban a háttérben húzódó okokra keresem a választ. | This study presents the notion of conference diplomacy as a diplomatic tool and its relation to the perception of peace within the framework of the 19th century. The primary interval of the investigation is the period between 1815 and 1914, which brought significant innovations into the system of international cooperation and in the longer term contributed to the formation of the system that still operates today. However, the efforts of the examined era did not prove to be successful in the short-term concerning the events of the beginning of the 20th century. In this regard, the author of the article is looking for an answer to the underlying reasons
Genetic variation and its relevance to the study of population structure of marine turtles
No full textThis thesis was scanned from the print manuscript for digital preservation and is copyright the author.
Researchers can access this thesis by asking their local university, institution or public library to
make a request on their behalf. Monash staff and postgraduate students can use the link in the References field
The ethics of ‘‘using’’ children’s drawings in research
No full textThis is the author accepted manuscript. The final version is available from the publisher via http://www.palgrave.com/gp/book/9781137402288Book chapter: Hall, E: The ethics of ‘‘using’’ children’s drawings in research, pp. 140-163, in: Yamanda-Rice D, Stirling E, eds. Visual Methods with Children and Young People: Academics and Visual Industries in Dialogue. Palgrave Macmillan. 2015. ISBN 978-1-137-40228-8, reproduced with permission of Palgrave Macmillan
Alterglob válaszok a 21. században: Nyereség és etika
No full textThe unstoppably deepening chasm between rich and poor, North and South causes the impoverishment of more and more people. While on one hand the number of people living in poverty and are being exposed to diseases, epidemics, starvation, criminality, and ecological catastrophes has been constantly increasing, on the other hand, in developed countries the aggregation of capital and abundance of wealth is intensifying. Foreign aid at best helps against guilty conscience since investors gain far more than people in the less developed parts of the world, who are supposed to be supported. In this thought-provoking article the author would like to draw attention to the unethical background of profit by emphasizing that today there are other alternatives which care more about the sustainable development of the Earth and Humanity as such.A megállíthatatlanul mélyülő szakadék gazdagok és szegények, Észak és Dél között egyre több ember, mind nagyobb mértékű lecsúszásával jár együtt. Miközben a nélkülözők, nyomorban élők, mindenféle betegségeknek, járványoknak, éhezésnek, bűnözésnek, ökológiai katasztrófáknak kitett emberek száma folyamatosan növekszik, addig a világ vezető országaiban fokozódik a tőkefelhalmozás, s az annak profitorientált felhasználására épülő jólét. A nemzetközi segélyezés legfeljebb a lelkiismeret-furdalás ellen használ, a fejlesztésekből sokkal nagyobb hasznot húznak a befektetők, mint a megsegíteni szándékozottak. A szerző gondolatébresztő cikkével a nyereség, a profit hátterére, annak etikátlanságára kívánja felhívni a figyelmet, hangsúlyozva, hogy ma már vannak más alternatívák, melyek a Föld, az emberiség fenntartható fejlődését tartják szem előtt
”When you have read my letter, pass it on!” A Special Means of Communication by a Calvinist Minister Between the Two World Wars in Transylvania
No full textDezső Bonczidai (1902–1946) was a Calvinist minister in
Kide (Chidea, Romania) between 1928 and 1946. From 1932 to
1935 he wrote regularly – every week or every two weeks – a
hand-written newspaper of eight pages to the members of his
congregation. This newspaper was called A Pastoral Letter.
Such a form of communication was unique in Transylvania and
also in Hungary at that time, because no similar pastoral
activity has been found. The village was very small,
consisting only of two streets, with 388 Calvinist believers;
and although all of the people had daily connections, the
minister chose a new form of communication. The paper
examines this particular activity and the text-corpus in the
contexts of the Transylvanian Calvinist Home Mission and the
status of Hungarians in Transylvania after the Trianon
Peace Treaty. The study analyses the author of the texts, his
motivations, the ways these were realized in practice, and
those settings and expectations in which this mixed genre was
born: a newspaper written in the form of a letter. In
addition it examines the attitude of the villagers
to this new kind of communication, which made its
contribution to the Transylvanian rural writing and reading
culture
Phenomena of Linguistic Interference in Old Hungarian Texts
No full textThe analysis of interference is a popular topic in sociolinguistics, and the researchers addressing it investigate the phenomena of interference with a special regard to mother tongue texts of speakers living in a linguistic minority. In order to analyse the phenomenon, one needs to be clear about the identity of the author of the particular text, in addition to the linguistic environment, the circumstances in which the phenomenon appears, etc., and this is particularly difficult in the case of historical texts. The most frequent interference phenomenon in Old Hungarian texts is the occurrence of Latin elements in the utterances of Hungarian mother tongue speakers; nevertheless, we can find other linguistic interferences as within the regions inhabited by Hungarians the speakers came in contact with and learned the language(s) of several communities with other mother tongues. In this study, I analyse Romanian words and phrases that appear in the texts of Hungarian-language testimonies given by Romanians living in Transylvania; these linguistic elements cannot be classified as regional borrowings in the Hungarian lexicon, and if they can, they were used by the Hungarian speakers for a very short period of time. Thus, my paper analyses phenomena of interference that are connected to mother tongue elements appearing in a foreign language text
Annales - Budapesti Metropolitan Egyetem, 2018 X.
No full textTartalomjegyzék
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Szerzők / Author
