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(Elsevier, 2000)The excess returns earned by takeover targets raises questions of efficiency in the market for corporate control. Brown and Raymond and Samuelson and Rosenthal explain the target share pricing process as a function of ...
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(Elsevier, 2005)We use bivariate ARCH specifications to model the conditional mean and stock price volatility for 56 takeover bids from January 1985 and July 1994. Using daily data from one year prior to the takeover announcement until ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004-06-14)Both in practice and in the academic literature, models for setting margin requirements in futures markets use daily closing price changes. However, financial markets have recently shown high intraday volatility, which ...
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(International Society of Photogrammetry and Remote Sensing, 2009-02)In recent years, three-dimensional (3D) data has become increasingly available, in part as a result of significant technological progresses in Light Detection and Ranging (LiDAR). LiDAR provides longitude and latitude ...
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(Taylor & Francis, 2005-08)Accurate volatility modelling is paramount for optimal risk management practices. One stylized feature of financial volatility that impacts the modelling process is long memory explored in this paper for alternative risk ...
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(Elsevier, 2011-12)Most of the current research on dynamic amplification factors caused by traffic flow on a bridge has focused on bending moment effects. Although bending stresses often govern the requirements of the bridge section, sufficient ...
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(Trans Tech Publications Inc., 2009-05)This paper presents a novel approach for structural damage detection. The cross-entropy method is used to estimate the structural parameters of a simply supported beam from its response to a static load consisting of a ...
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(NRC Research Press / Presses scientifiques du CNRC, 2009-01)Critical static bridge loading scenarios are often expressed in terms of the number of vehicles that are present on the bridge at the time of occurrence of maximum lifetime load effect. For example, 1-truck, 2-truck, 3-truck ...
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(Institution of Civil Engineers/Thomas Telford Publishing, 2009-06)Most current research on dynamic effects due to traffic load on simply supported bridges focuses on the mid-span section of the bridge, since this location corresponds to the worst static bending moment. However, the maximum ...
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(Professional Engineering Publishing / SAGE Publications Ltd, 2010)This paper presents the equations of motion for a general articulated road vehicle, with variable numbers of wheels for the tractor and trailer. The equations are applicable to vehicle-bridge dynamic interaction problems ...