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Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts
"... Volatility permeates modern financial theories and decision making processes. As such, accurate measures and good forecasts of future volatility are critical for the implementation and evaluation of asset and derivative pricing theories as well as trading and hedging strategies. In response to this, ..."
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Cited by 561 (45 self)
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Volatility permeates modern financial theories and decision making processes. As such, accurate measures and good forecasts of future volatility are critical for the implementation and evaluation of asset and derivative pricing theories as well as trading and hedging strategies. In response to this
STANDARD DERIVED EQUIVALENCE FOR
"... Dedicated to Professor Idun Reiten on the occasion of her 60th birthday Abstract. We shall show that every stable equivalence (functor) between representationfinite selfinjective algebras not of type (D3m, s/3, 1) with m ¸ 2, 3 s lifts to a standard derived equivalence. This implies that all sta ..."
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Dedicated to Professor Idun Reiten on the occasion of her 60th birthday Abstract. We shall show that every stable equivalence (functor) between representationfinite selfinjective algebras not of type (D3m, s/3, 1) with m ¸ 2, 3 s lifts to a standard derived equivalence. This implies that all
A semantics of multiple inheritance
 Information and Computation
, 1988
"... There are two major ways of structuring data in programming languages. The first and common one, used for example in Pascal, can be said to derive from standard branches of mathematics. Data is organized as cartesian products (i.e. record types), disjoint sums (i.e. unions or variant types) and func ..."
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Cited by 528 (9 self)
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There are two major ways of structuring data in programming languages. The first and common one, used for example in Pascal, can be said to derive from standard branches of mathematics. Data is organized as cartesian products (i.e. record types), disjoint sums (i.e. unions or variant types
Publickey cryptosystems based on composite degree residuosity classes
 IN ADVANCES IN CRYPTOLOGY — EUROCRYPT 1999
, 1999
"... This paper investigates a novel computational problem, namely the Composite Residuosity Class Problem, and its applications to publickey cryptography. We propose a new trapdoor mechanism and derive from this technique three encryption schemes: a trapdoor permutation and two homomorphic probabilist ..."
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Cited by 1009 (4 self)
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This paper investigates a novel computational problem, namely the Composite Residuosity Class Problem, and its applications to publickey cryptography. We propose a new trapdoor mechanism and derive from this technique three encryption schemes: a trapdoor permutation and two homomorphic
An equilibrium characterization of the term structure.
 J. Financial Econometrics
, 1977
"... The paper derives a general form of the term structure of interest rates. The following assumptions are made: (A.l) The instantaneous (spot) interest rate follows a diffusion process; (A.2) the price of a discount bond depends only on the spot rate over its term; and (A.3) the market is efficient. ..."
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Cited by 1041 (0 self)
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. Under these assumptions, it is shown by means of an arbitrage argument that the expected rate of return on any bond in excess of the spot rate is proportional to its standard deviation. This property is then used to derive a partial differential equation for bond prices. The solution to that equation
LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
 ACM Trans. Math. Software
, 1982
"... An iterative method is given for solving Ax ~ffi b and minU Ax b 112, where the matrix A is large and sparse. The method is based on the bidiagonalization procedure of Golub and Kahan. It is analytically equivalent to the standard method of conjugate gradients, but possesses more favorable numerica ..."
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Cited by 653 (21 self)
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numerical properties. Reliable stopping criteria are derived, along with estimates of standard errors for x and the condition number of A. These are used in the FORTRAN implementation of the method, subroutine LSQR. Numerical tests are described comparing I~QR with several other conjugate
Analysis of relative gene expression data using realtime quantitative
 PCR and 2 ���CT method. Methods 25
, 2001
"... of the target gene relative to some reference group The two most commonly used methods to analyze data from realtime, quantitative PCR experiments are absolute quantificasuch as an untreated control or a sample at time zero tion and relative quantification. Absolute quantification deter in a time ..."
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Cited by 2666 (6 self)
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timecourse study. mines the input copy number, usually by relating the PCR signal Absolute quantification should be performed in situto a standard curve. Relative quantification relates the PCR signal ations where it is necessary to determine the absolute of the target transcript in a treatment group
Thresholding of statistical maps in functional neuroimaging using the false discovery rate.
 NeuroImage
, 2002
"... Finding objective and effective thresholds for voxelwise statistics derived from neuroimaging data has been a longstanding problem. With at least one test performed for every voxel in an image, some correction of the thresholds is needed to control the error rates, but standard procedures for mult ..."
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Cited by 521 (9 self)
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Finding objective and effective thresholds for voxelwise statistics derived from neuroimaging data has been a longstanding problem. With at least one test performed for every voxel in an image, some correction of the thresholds is needed to control the error rates, but standard procedures
SIGNAL RECOVERY BY PROXIMAL FORWARDBACKWARD SPLITTING
 MULTISCALE MODEL. SIMUL. TO APPEAR
"... We show that various inverse problems in signal recovery can be formulated as the generic problem of minimizing the sum of two convex functions with certain regularity properties. This formulation makes it possible to derive existence, uniqueness, characterization, and stability results in a unifi ..."
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Cited by 509 (24 self)
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We show that various inverse problems in signal recovery can be formulated as the generic problem of minimizing the sum of two convex functions with certain regularity properties. This formulation makes it possible to derive existence, uniqueness, characterization, and stability results in a
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