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Results 1 - 10
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750,902
Modeling and Forecasting Realized Volatility
, 2002
"... this paper is built. First, although raw returns are clearly leptokurtic, returns standardized by realized volatilities are approximately Gaussian. Second, although the distributions of realized volatilities are clearly right-skewed, the distributions of the logarithms of realized volatilities are a ..."
Abstract
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Cited by 544 (53 self)
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are approximately Gaussian. Third, the long-run dynamics of realized logarithmic volatilities are well approximated by a fractionally-integrated long-memory process. Motivated by the three ABDL empirical regularities, we proceed to estimate and evaluate a multivariate model for the logarithmic realized volatilities
A Framework for Dynamic Graph Drawing
- CONGRESSUS NUMERANTIUM
, 1992
"... Drawing graphs is an important problem that combines flavors of computational geometry and graph theory. Applications can be found in a variety of areas including circuit layout, network management, software engineering, and graphics. The main contributions of this paper can be summarized as follows ..."
Abstract
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Cited by 627 (44 self)
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as follows: ffl We devise a model for dynamic graph algorithms, based on performing queries and updates on an implicit representation of the drawing, and we show its applications. ffl We present several efficient dynamic drawing algorithms for trees, series-parallel digraphs, planar st-digraphs, and planar
Social force model for pedestrian dynamics
- Physical Review E
, 1995
"... It is suggested that the motion of pedestrians can be described as if they would be subject to ‘social forces’. These ‘forces ’ are not directly exerted by the pedestrians ’ personal environment, but they are a measure for the internal motivations of the individuals to perform certain actions (movem ..."
Abstract
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Cited by 491 (25 self)
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It is suggested that the motion of pedestrians can be described as if they would be subject to ‘social forces’. These ‘forces ’ are not directly exerted by the pedestrians ’ personal environment, but they are a measure for the internal motivations of the individuals to perform certain actions (movements). The corresponding force concept is discussed in more detail and can be also applied to the description of other behaviors. In the presented model of pedestrian behavior several force terms are essential: First, a term describing the acceleration towards the desired velocity of motion. Second, terms reflecting that a pedestrian keeps a certain distance to other pedestrians and borders. Third, a term modeling attractive effects. The resulting equations of motion are nonlinearly coupled Langevin equations. Computer simulations of crowds of interacting pedestrians show that the social force model is capable of describing the self-organization of several observed collective effects of pedestrian behavior very realistically. Typeset using REVTEX 1 I.
Macroscopic strings as heavy quarks in large N gauge theory and Anti-de Sitter supergravity
- PHYS. J. C22
"... Maldacena has put forward large N correspondence between superconformal field theories on the brane and anti-de Sitter supergravity in spacetime. We study some aspects of the correspondence between N = 4 superconformal gauge theory on D3-brane and maximal supergravity on adS5 × S5 by introducing mac ..."
Abstract
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Cited by 510 (1 self)
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potential and again find agreements between the gauge theory and the supergravity results. By turning on Ramond-Ramond zero-form potential, we also study θ vacuum angle dependence of the static potential. We finally discuss dynamical realization of loop equation via turning on local electric field
An Empirical Characterization of the Dynamic Effects of changes in Government Spending and Taxes on Output
- QUARTERLY JOURNAL OF ECONOMICS
, 2002
"... This paper characterizes the dynamic effects of shocks in government spending and taxes on U. S. activity in the postwar period. It does so by using a mixed structural VAR/event study approach. Identification is achieved by using institutional information about the tax and transfer systems to identi ..."
Abstract
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Cited by 650 (11 self)
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This paper characterizes the dynamic effects of shocks in government spending and taxes on U. S. activity in the postwar period. It does so by using a mixed structural VAR/event study approach. Identification is achieved by using institutional information about the tax and transfer systems
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