Download or read book Tracing the Source of Long Memory in Volatility written by Rohit Deo and published by . This book was released on 2008 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt: We study the effects of trade duration properties on dependence in counts (number of trans-actions) and thus on dependence in volatility of returns. A return model is established to link counts and volatility. We present theorems as well as a conjecture relating properties of durations to long memory in counts and thus in volatility. We then apply several parametric durationmodels to empirical trade durations and discuss our findings in the light of the theorems and conjecture.
Download or read book Handbook of Financial Time Series written by Torben Gustav Andersen and published by Springer Science & Business Media. This book was released on 2009-04-21 with total page 1045 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle.
Download or read book A Source of Long Memory in Volatility written by Namwon Hyung and published by . This book was released on 2006 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Dependence in Probability and Statistics written by Patrice Bertail and published by Springer Science & Business Media. This book was released on 2006-09-24 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives an account of recent developments in the field of probability and statistics for dependent data. It covers a wide range of topics from Markov chain theory and weak dependence with an emphasis on some recent developments on dynamical systems, to strong dependence in times series and random fields. There is a section on statistical estimation problems and specific applications. The book is written as a succession of papers by field specialists, alternating general surveys, mostly at a level accessible to graduate students in probability and statistics, and more general research papers mainly suitable to researchers in the field.
Download or read book The Art of Memory Forensics written by Michael Hale Ligh and published by John Wiley & Sons. This book was released on 2014-07-22 with total page 912 pages. Available in PDF, EPUB and Kindle. Book excerpt: Memory forensics provides cutting edge technology to help investigate digital attacks Memory forensics is the art of analyzing computer memory (RAM) to solve digital crimes. As a follow-up to the best seller Malware Analyst's Cookbook, experts in the fields of malware, security, and digital forensics bring you a step-by-step guide to memory forensics—now the most sought after skill in the digital forensics and incident response fields. Beginning with introductory concepts and moving toward the advanced, The Art of Memory Forensics: Detecting Malware and Threats in Windows, Linux, and Mac Memory is based on a five day training course that the authors have presented to hundreds of students. It is the only book on the market that focuses exclusively on memory forensics and how to deploy such techniques properly. Discover memory forensics techniques: How volatile memory analysis improves digital investigations Proper investigative steps for detecting stealth malware and advanced threats How to use free, open source tools for conducting thorough memory forensics Ways to acquire memory from suspect systems in a forensically sound manner The next era of malware and security breaches are more sophisticated and targeted, and the volatile memory of a computer is often overlooked or destroyed as part of the incident response process. The Art of Memory Forensics explains the latest technological innovations in digital forensics to help bridge this gap. It covers the most popular and recently released versions of Windows, Linux, and Mac, including both the 32 and 64-bit editions.
Download or read book Special Issue Realized Volatility and Long Memory written by and published by . This book was released on 2008 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Essays on Long Memory Processes and Volatility written by Soosung Hwang and published by . This book was released on 1997 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Historical Social Research written by and published by . This book was released on 2008 with total page 388 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Testing for Long Memory in Volatility written by Clifford M. Hurvich and published by . This book was released on 2008 with total page 18 pages. Available in PDF, EPUB and Kindle. Book excerpt: We consider the asymptotic behavior of log-periodogram regression estimators ofthe memory parameter in long-memory stochastic volatility models, under the nullhypothesis of short memory in volatility. We show that in this situation, if theperiodogram is computed from the log squared returns, then the estimator is asymptoticallynormal, with the same asymptotic mean and variance that would holdif the series were Gaussian. In particular, for the widely used GPH estimator dGPHunder the null hypothesis, the asymptotic mean of mAtilde;𓂬irc;½dGPH is zero and the asymptoticvariance is piAtilde;𓂬irc;²/24 where m is the number of Fourier frequencies used inthe regression. This justifies an ordinary Wald test for long memory in volatilitybased on the log periodogram of the log squared returns.
Download or read book Special Issue Realized Volatility and Long Memory written by Esfandiar Maasoumi and published by . This book was released on 2008 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Refined Inference on Long Memory in Realized Volatility written by Offer Lieberman and published by . This book was released on 2006 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Programming Persistent Memory written by Steve Scargall and published by Apress. This book was released on 2020-01-09 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Beginning and experienced programmers will use this comprehensive guide to persistent memory programming. You will understand how persistent memory brings together several new software/hardware requirements, and offers great promise for better performance and faster application startup times—a huge leap forward in byte-addressable capacity compared with current DRAM offerings. This revolutionary new technology gives applications significant performance and capacity improvements over existing technologies. It requires a new way of thinking and developing, which makes this highly disruptive to the IT/computing industry. The full spectrum of industry sectors that will benefit from this technology include, but are not limited to, in-memory and traditional databases, AI, analytics, HPC, virtualization, and big data. Programming Persistent Memory describes the technology and why it is exciting the industry. It covers the operating system and hardware requirements as well as how to create development environments using emulated or real persistent memory hardware. The book explains fundamental concepts; provides an introduction to persistent memory programming APIs for C, C++, JavaScript, and other languages; discusses RMDA with persistent memory; reviews security features; and presents many examples. Source code and examples that you can run on your own systems are included. What You’ll Learn Understand what persistent memory is, what it does, and the value it brings to the industry Become familiar with the operating system and hardware requirements to use persistent memory Know the fundamentals of persistent memory programming: why it is different from current programming methods, and what developers need to keep in mind when programming for persistence Look at persistent memory application development by example using the Persistent Memory Development Kit (PMDK)Design and optimize data structures for persistent memoryStudy how real-world applications are modified to leverage persistent memoryUtilize the tools available for persistent memory programming, application performance profiling, and debugging Who This Book Is For C, C++, Java, and Python developers, but will also be useful to software, cloud, and hardware architects across a broad spectrum of sectors, including cloud service providers, independent software vendors, high performance compute, artificial intelligence, data analytics, big data, etc.
Download or read book Malware Analyst s Cookbook and DVD written by Michael Ligh and published by John Wiley & Sons. This book was released on 2010-09-29 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: A computer forensics "how-to" for fighting malicious code andanalyzing incidents With our ever-increasing reliance on computers comes anever-growing risk of malware. Security professionals will findplenty of solutions in this book to the problems posed by viruses,Trojan horses, worms, spyware, rootkits, adware, and other invasivesoftware. Written by well-known malware experts, this guide revealssolutions to numerous problems and includes a DVD of customprograms and tools that illustrate the concepts, enhancing yourskills. Security professionals face a constant battle against malicioussoftware; this practical manual will improve your analyticalcapabilities and provide dozens of valuable and innovativesolutions Covers classifying malware, packing and unpacking, dynamicmalware analysis, decoding and decrypting, rootkit detection,memory forensics, open source malware research, and much more Includes generous amounts of source code in C, Python, and Perlto extend your favorite tools or build new ones, and customprograms on the DVD to demonstrate the solutions Malware Analyst's Cookbook is indispensible to ITsecurity administrators, incident responders, forensic analysts,and malware researchers.
Download or read book A Practical Guide to Forecasting Financial Market Volatility written by Ser-Huang Poon and published by John Wiley & Sons. This book was released on 2005-08-19 with total page 236 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial market volatility forecasting is one of today's most important areas of expertise for professionals and academics in investment, option pricing, and financial market regulation. While many books address financial market modelling, no single book is devoted primarily to the exploration of volatility forecasting and the practical use of forecasting models. A Practical Guide to Forecasting Financial Market Volatility provides practical guidance on this vital topic through an in-depth examination of a range of popular forecasting models. Details are provided on proven techniques for building volatility models, with guide-lines for actually using them in forecasting applications.
Download or read book Handbook of Volatility Models and Their Applications written by Luc Bauwens and published by John Wiley & Sons. This book was released on 2012-03-22 with total page 566 pages. Available in PDF, EPUB and Kindle. Book excerpt: A complete guide to the theory and practice of volatility models in financial engineering Volatility has become a hot topic in this era of instant communications, spawning a great deal of research in empirical finance and time series econometrics. Providing an overview of the most recent advances, Handbook of Volatility Models and Their Applications explores key concepts and topics essential for modeling the volatility of financial time series, both univariate and multivariate, parametric and non-parametric, high-frequency and low-frequency. Featuring contributions from international experts in the field, the book features numerous examples and applications from real-world projects and cutting-edge research, showing step by step how to use various methods accurately and efficiently when assessing volatility rates. Following a comprehensive introduction to the topic, readers are provided with three distinct sections that unify the statistical and practical aspects of volatility: Autoregressive Conditional Heteroskedasticity and Stochastic Volatility presents ARCH and stochastic volatility models, with a focus on recent research topics including mean, volatility, and skewness spillovers in equity markets Other Models and Methods presents alternative approaches, such as multiplicative error models, nonparametric and semi-parametric models, and copula-based models of (co)volatilities Realized Volatility explores issues of the measurement of volatility by realized variances and covariances, guiding readers on how to successfully model and forecast these measures Handbook of Volatility Models and Their Applications is an essential reference for academics and practitioners in finance, business, and econometrics who work with volatility models in their everyday work. The book also serves as a supplement for courses on risk management and volatility at the upper-undergraduate and graduate levels.
Download or read book Righting Software written by Juval Löwy and published by Addison-Wesley Professional. This book was released on 2019-11-27 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: Right Your Software and Transform Your Career Righting Software presents the proven, structured, and highly engineered approach to software design that renowned architect Juval Löwy has practiced and taught around the world. Although companies of every kind have successfully implemented his original design ideas across hundreds of systems, these insights have never before appeared in print. Based on first principles in software engineering and a comprehensive set of matching tools and techniques, Löwy’s methodology integrates system design and project design. First, he describes the primary area where many software architects fail and shows how to decompose a system into smaller building blocks or services, based on volatility. Next, he shows how to flow an effective project design from the system design; how to accurately calculate the project duration, cost, and risk; and how to devise multiple execution options. The method and principles in Righting Software apply regardless of your project and company size, technology, platform, or industry. Löwy starts the reader on a journey that addresses the critical challenges of software development today by righting software systems and projects as well as careers—and possibly the software industry as a whole. Software professionals, architects, project leads, or managers at any stage of their career will benefit greatly from this book, which provides guidance and knowledge that would otherwise take decades and many projects to acquire. Register your book for convenient access to downloads, updates, and/or corrections as they become available. See inside book for details.
