The Drift Burst Hypothesis

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ISBN 13 :
Total Pages : 58 pages
Book Rating : 4.:/5 (13 download)

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Book Synopsis The Drift Burst Hypothesis by : Kim Christensen

Download or read book The Drift Burst Hypothesis written by Kim Christensen and published by . This book was released on 2018 with total page 58 pages. Available in PDF, EPUB and Kindle. Book excerpt: The drift burst hypothesis postulates the existence of short-lived locally explosive trends in the price paths of financial assets. The recent US equity and treasury flash crashes can be viewed as two high profile manifestations of such dynamics, but we argue that drift bursts of varying magnitude are an expected and regular occurrence in financial markets that can arise through established mechanisms of liquidity provision. We show how to build drift bursts into the continuous-time Itô semimartingale model, discuss the conditions required for the process to remain arbitrage-free, and propose a nonparametric test statistic that identifies drift bursts from noisy high-frequency data. We apply the test to demonstrate that drift bursts are a stylized fact of the price dynamics across equities, fixed income, currencies and commodities. Drift bursts occur once a week on average, and the majority of them are accompanied by subsequent price reversion and can thus be regarded as "flash crashes." The reversal is found to be stronger for negative drift bursts with large trading volume, which is consistent with endogenous demand for immediacy during market crashes.

An Observer's Manual for the Air Force Swept Frequency Interferometric Radiometer

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ISBN 13 :
Total Pages : 82 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis An Observer's Manual for the Air Force Swept Frequency Interferometric Radiometer by : Kenneth E. Eis

Download or read book An Observer's Manual for the Air Force Swept Frequency Interferometric Radiometer written by Kenneth E. Eis and published by . This book was released on 1978 with total page 82 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Fine Structure of Solar Radio Bursts

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Publisher : Springer Science & Business Media
ISBN 13 : 364220015X
Total Pages : 298 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Fine Structure of Solar Radio Bursts by : Gennady P. Chernov

Download or read book Fine Structure of Solar Radio Bursts written by Gennady P. Chernov and published by Springer Science & Business Media. This book was released on 2011-06-28 with total page 298 pages. Available in PDF, EPUB and Kindle. Book excerpt: The study of the fine structure of solar radio emissions is key to understanding plasma processes in the solar corona. It remains a reliable means for both diagnosing the corona and verifying the results of laboratory plasma experiments on wave-wave and wave-particle interactions. This monograph provides a comprehensive review of the fine structure of solar radio bursts. Based on the diversity of experimental data resulting from the progress made in observational techniques, the validity of various theoretical models is reexamined. The book serves as an up-to-date reference work for all researchers in this field.

Scientific and Technical Aerospace Reports

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ISBN 13 :
Total Pages : 952 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1987 with total page 952 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Studies in Theoretical and Applied Statistics

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Publisher : Springer Nature
ISBN 13 : 3031166094
Total Pages : 548 pages
Book Rating : 4.0/5 (311 download)

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Book Synopsis Studies in Theoretical and Applied Statistics by : Nicola Salvati

Download or read book Studies in Theoretical and Applied Statistics written by Nicola Salvati and published by Springer Nature. This book was released on 2023-02-14 with total page 548 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book includes a wide selection of papers presented at the 50th Scientific Meeting of the Italian Statistical Society (SIS2021), held virtually on 21-25 June 2021. It covers a wide variety of subjects ranging from methodological and theoretical contributions to applied works and case studies, giving an excellent overview of the interests of the Italian statisticians and their international collaborations. Intended for researchers interested in theoretical and empirical issues, this volume provides interesting starting points for further research.

Sequential Monte Carlo Methods in Practice

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Publisher : Springer Science & Business Media
ISBN 13 : 1475734379
Total Pages : 590 pages
Book Rating : 4.4/5 (757 download)

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Book Synopsis Sequential Monte Carlo Methods in Practice by : Arnaud Doucet

Download or read book Sequential Monte Carlo Methods in Practice written by Arnaud Doucet and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 590 pages. Available in PDF, EPUB and Kindle. Book excerpt: Monte Carlo methods are revolutionizing the on-line analysis of data in many fileds. They have made it possible to solve numerically many complex, non-standard problems that were previously intractable. This book presents the first comprehensive treatment of these techniques.

Research Handbook on Global Capital Markets Law

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Publisher : Edward Elgar Publishing
ISBN 13 : 1800379307
Total Pages : 449 pages
Book Rating : 4.8/5 (3 download)

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Book Synopsis Research Handbook on Global Capital Markets Law by : Iris H.-Y. Chiu

Download or read book Research Handbook on Global Capital Markets Law written by Iris H.-Y. Chiu and published by Edward Elgar Publishing. This book was released on 2023-06-01 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Research Handbook is a one-stop resource on global capital markets and the laws that regulate them. Featuring contributions from leading global experts, the Research Handbook delves into a range of issues including investment products such as equity finance; sustainable finance; fintech; impact investing; and private equity. It also provides analysis on institutional and procedural issues such as large and small companies' capital formation, the roles of institutional shareholders and information providers, and the practices and regulation of financial trading markets.

Instrumentation Papers

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ISBN 13 :
Total Pages : 452 pages
Book Rating : 4.6/5 (248 download)

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Book Synopsis Instrumentation Papers by :

Download or read book Instrumentation Papers written by and published by . This book was released on with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Introduction to Solar Radio Astronomy and Radio Physics

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Publisher : Springer Science & Business Media
ISBN 13 : 9400994028
Total Pages : 346 pages
Book Rating : 4.4/5 (9 download)

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Book Synopsis Introduction to Solar Radio Astronomy and Radio Physics by : A. Krüger

Download or read book Introduction to Solar Radio Astronomy and Radio Physics written by A. Krüger and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: 1. 1. Short History of Solar Radio Astronomy Since its birth in the forties of our century, solar radio astronomy has grown into an extensive scientific branch comprising a number of quite different topics covering technical sciences, astrophysics, plasma physics, solar-terrestrial physics, and other disciplines. Historically, the story of radio astronomy goes back to the times of James Clerk Maxwell, whose well known phenomenological electromagnetic field equations have become the basis of present-time radio physics. As a direct consequence of these equations, Maxwell was able to prognosticate the existence of radio waves which fifteen years later were experimentally detected by the famous work of Heinrich Hertz (1887/88). However, all attempts to detect radio waves from cosmic objects failed until 1932, which was mainly due to the early stage of development of receiving techniques and the as yet missing knowledge of the existence of a screening ionosphere (which was detected in 1925). Therefore, famous inventors like Thomas Edison and A. E. Kennelly, as well as Sir Oliver Lodge, were unsuccessful in receiving any radio emission from the Sun or other extraterrestrial sources. Another hindering point was that nobody could a priori expect that solar radio emission should have something to do with solar activity so that unfortunately by chance some experiments were carried out just at periods of low solar activity. This was also why Karl Guthe Jansky at the birth of radio astronomy detected galactic radio waves but no emission from the Sun.

Highlighting the History of Astronomy in the Asia-Pacific Region

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Publisher : Springer Science & Business Media
ISBN 13 : 1441981616
Total Pages : 659 pages
Book Rating : 4.4/5 (419 download)

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Book Synopsis Highlighting the History of Astronomy in the Asia-Pacific Region by : Wayne Orchiston

Download or read book Highlighting the History of Astronomy in the Asia-Pacific Region written by Wayne Orchiston and published by Springer Science & Business Media. This book was released on 2011-08-27 with total page 659 pages. Available in PDF, EPUB and Kindle. Book excerpt: With just 400 pages, this title provides readers with the results of recent research from some of the world's leading historians of astronomy on aspects of Arabic, Australian, Chinese, Japanese, and North and South American astronomy and astrophysics. Of particular note are the sections on Arabic astronomy, Asian applied astronomy and the history of Australian radio astronomy, and the chapter on Peruvian astronomy. This title is of particular appeal to those with research interests in applied historical astronomy; archaeoastronomy; calendars, manuscripts, and star charts; historical instruments and observatories, and the history of radio astronomy.

Coronal Disturbances

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Publisher : Springer Science & Business Media
ISBN 13 : 9401022577
Total Pages : 486 pages
Book Rating : 4.4/5 (1 download)

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Book Synopsis Coronal Disturbances by : G. Newkirk Jr.

Download or read book Coronal Disturbances written by G. Newkirk Jr. and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 486 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Symposium was held at Surfer's Paradise, Queensland, Australia, from 7 to 11 September 1973. The Organizing Committee, chaired by J. P. Wild, consisted of A. Boischot, A. Bruzek, J. T. Jefferies, G. Newkirk, T. Takakura, and V. V. Zhelez nyakov. We are indebted to the Local Organizing Commettee, chaired by S. F. Smerd and including R. G. Giovanelli, R. E. Loughhead, N. G. Seddon, K. V. Sheridan, and J. P. Wild, for advice in preparing this volume as well as for the smooth arrangement of the sessions. In addition, the session chairmen and reporters are to be thanked for their assistance in preparing the recorded discussions. It is a pleasure to thank Mrs R. Toevs and Mr A. Csoeke-Poeckh of High Altitude Observatory for assistance in editing these Proceedings. The financial aid for the Symposium afforded by the International Astronomical Union, the Ian Potter Foundation of Melbourne, and the Sunshine Foundation of Melboume, as well as generous assistance of the CSIRO Divisions of Physics and Radiophysics is gratefully acknowledged. That the solar corona is not a quiescent plasma was first fully appreciated through the discovery of solar radio bursts thirty years ago. Since that time intensive re search has uncovered a vast variety of coronal disturbances and revised our con cept of this region of the solar atmosphere to that of a dynamic medium undergoing continuous expansion, constantly evolving under the influence of underlying photo spheric activity, and frequently traversed by transient phenomena.

Nuclear Science Abstracts

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ISBN 13 :
Total Pages : 612 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Nuclear Science Abstracts by :

Download or read book Nuclear Science Abstracts written by and published by . This book was released on 1976 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Solar System Radio Astronomy

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Publisher : Springer Science & Business Media
ISBN 13 : 1461586038
Total Pages : 416 pages
Book Rating : 4.4/5 (615 download)

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Book Synopsis Solar System Radio Astronomy by : Jules Aarons

Download or read book Solar System Radio Astronomy written by Jules Aarons and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Ionospheric Institute of the National Observatory of Athens has had two interests in recent years: the study of the ionosphere and the study of the sun. In our previous Advanced Study Institutes in 1960, 1961, and 1962, we have em phasized the ionosphere. For the Advanced Study Institute of 1964, however, we invited Dr. Jules Aarons of the Air Force Cambridge Research Laboratories to collaborate in preparing and directing a program of studies of the sun, the moon, the planets, and the interplanetary medium. The lectures of this Advanced Study Institute form essentially an advanced course in radio astronomy. Without being a textbook on the matter, we feel that the present book can be considered as an excellent reference for those students starting their research work in the field of solar system radio astronomy. All lecturers tried to present their subjects in a simple form based upon their exten sive personal experience, but without emphasizing their personal research. We must recognize that it was an excellent achievement for them to keep their text exactly at the level indicated by the Program Director, and outlined by the gen eral program of Advanced Study Institutes of NATO. We are deeply grateful to all the invited scientists for their outstanding contributions in lecturing on their subjects in a clear and authoritative manner. The Scientific Affairs Division of NATO, in its aid to basic research, spon sors various programs. Among them is the Program of Advanced Study Institutes.

Report UAG

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ISBN 13 :
Total Pages : 1008 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Report UAG by :

Download or read book Report UAG written by and published by . This book was released on 1969 with total page 1008 pages. Available in PDF, EPUB and Kindle. Book excerpt:

AAS-NASA Symposium on the Physics of Solar Flares

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ISBN 13 :
Total Pages : 480 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis AAS-NASA Symposium on the Physics of Solar Flares by : Wilmot N. Hess

Download or read book AAS-NASA Symposium on the Physics of Solar Flares written by Wilmot N. Hess and published by . This book was released on 1964 with total page 480 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Radio Emission of the Sun and Planets

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Publisher : Elsevier
ISBN 13 : 1483157210
Total Pages : 736 pages
Book Rating : 4.4/5 (831 download)

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Book Synopsis Radio Emission of the Sun and Planets by : V. V. Zheleznyakov

Download or read book Radio Emission of the Sun and Planets written by V. V. Zheleznyakov and published by Elsevier. This book was released on 2013-09-03 with total page 736 pages. Available in PDF, EPUB and Kindle. Book excerpt: International Series of Monographs in Natural Philosophy, Volume 25: Radio Emission of the Sun and Planets presents the origin of the radio emission of the planets. This book examines the outstanding triumphs achieved by radio astronomy of the solar system. Comprised of 10 chapters, this volume begins with an overview of the physical conditions in the upper layers of the Sun, the Moon, and the planets. This text then examines the three characteristics of radio emission, namely, the frequency spectrum, the polarization, and the angular spectrum. Other chapters consider the measurements of the intensity of the solar radio emission, which indicate the existence of a lower limit. This book discusses as well the complex phenomena of the sporadic solar radio emission. The final chapter deals with the theory of the radio emission of Venus. This monograph is a valuable resource for radio astronomers and astrophysicists who are interested in the state of investigations in galactic radio astronomy.

Reprints

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ISBN 13 :
Total Pages : 644 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Reprints by : Harvard College Observatory

Download or read book Reprints written by Harvard College Observatory and published by . This book was released on 1964 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt: