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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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(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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(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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(University College Dublin. School of Business. Centre for Financial Markets, 2004)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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(Blackwell, 2000-04)This study examines the distributional properties of futures prices for contracts traded on LIFFE. A filtering process is employed to remove day of the week and holiday effects, a maturity effect, moving average effects ...
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(National University of Singapore, 2007-11)This paper presents a building environmental assessment methodology developed for application in new commercial buildings in Ireland. In an attempt to address issues of specific national interest the development of the ...
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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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(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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(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 ...