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A note on the Non negativity of continuous time ARMA and GARCH processes

A Note on the Weighted Average Cost of Capital WACC pdf

A Note on the Weighted Average Cost of Capital WACC pdf

... cost of capital Keywords Weighted Average Cost of Capital, WACC, firm valuation, capital budgeting, equity cost of capital JEL codes D61, G31, H43 ii A Note on the Weighted Average Cost of Capital ... 11 The WACC calculations are made estimating the debt and equity participation in the total value of the firm for each period and calculating the contribution of each to the WACC after taxes As ... inflation is not constant, WACC changes, but due to the inflationary component and not due to the capital structure In this situation, WACC is the cost of the assets, KA, or the cost of the firm,...
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Báo cáo khoa học:

Báo cáo khoa học: "A Note on the Translation of Swahili into English" pot

... be considered as giving rise to another single suffix, namely, the concatenation (eni) of the two individual suffixes We may then write the translation program as if, without exception, only one ... be done on this problem (paralleling [1]) to determine whether there are word patterns which are indicative of the need to insert an article, and of which article to insert Structure of the Translation ... in the stem dictionary for a source-language word, the last letter is elided, and a match sought for the truncated word This elision and comparison is continued until the first few letters of the...
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Báo cáo khoa học:

Báo cáo khoa học: "A Note on the Implementation of Hierarchical Dirichlet Processes" docx

... integrating out the distribution G Note that as long as the base distribution P0 is fixed, predictions not depend on the seating arrangement z−i , only on the count of word w w in the previously ... tables Of particular note for our discussion is that in order to calculate these conditional distributions we must know the table assignments z−i for each of the words in w−i Moreover, in the Gibbs ... derivation Due to a misinterpretation of Antoniak (1974), GGJ06 use an approximation that leaves out all the P1 (w) terms from (4).1 Figure compares the approximation to the exact expectation when the...
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Báo cáo toán học:

Báo cáo toán học: " A note on the almost sure limit theorem for self-normalized partial sums of random variables in the domain of attraction of the normal law" pptx

... A note on the almost sure limit theorem for self-normalized partial sums of random variables in the domain of attraction of the normal law Qunying Wu1,2 College of Science, Guilin University ... establish the ASCLT for self-normalized partial sums of random variables in the domain of attraction of the normal law, we will show that the ASCLT holds under a fairly general growth condition on dk ... be a sequence of independent and identically distributed random variables in the domain of attraction of a normal distribution A universal result in almost sure limit theorem for the self-normalized...
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Báo cáo hóa học:

Báo cáo hóa học: " A note on the complete convergence for sequences of pairwise NQD random variables" potx

... variable sequences and NA random variable sequences are the most important and special cases of pairwise NQD random variable sequences, then we have the following results as two corollaries of ... this article as: Huang et al.: A note on the complete convergence for sequences of pairwise NQD random variables Journal of Inequalities and Applications 2011 2011:92 Submit your manuscript to a ... PY: On the strong law of Large numbers for pairwise NQD random variables Acta Math Sci 25(3), 386–392 (2005) Gan, SX, Chen, PY: Some limit theorems for sequences of pairwise NQD random variables...
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Báo cáo hóa học:

Báo cáo hóa học: " A note on the complete convergence for arrays of dependent random variables" docx

... independent random variables have been extended to dependent random variables by many authors The concept of negatively associated random variables was introduced by Alam and Saxena [6] and carefully ... complete convergence theorems for negatively associated and negatively dependent mean zero random variables The following lemma is an exponential inequality for negatively dependent random variables ... 393–397 (2007) 10 Dehua, Q, Chang, KC, Giuliano Antonini, R, Volodin, A: On the strong rates of convergence for arrays of rowwise negatively dependent random variables Stoch Anal Appl 29, 375–385...
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Báo cáo hóa học:

Báo cáo hóa học: " A note on the Königs domain of compact composition operators on the Bloch space" doc

... References Anderson, JM: Bloch Functions: The Basic Theory Operators and Function Theory D Reidel 1–17 (1985) Madigan, K, Matheson, A: Compact Composition Operators on the Bloch Space Trans Am Math ... doi:10.1186/1029-242X-2011-31 Cite this article as: Jones: A note on the Königs domain of compact composition operators on the Bloch space Journal of Inequalities and Applications 2011 2011:31 Page of ... in a non-tangential angle of opening a at ζ, then a short calculation shows that lim sup z→ζ δϕ(D)(z) απ ≤ tan δD (z) and the assertion follows □ Jones Journal of Inequalities and Applications...
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Báo cáo toán học:

Báo cáo toán học: "A Note on the Symmetric Powers of the Standard Representation of Sn" ppt

... looking at (The defining representation of Sn consists of the direct sum of the reflection representation and the trivial representation This trivial summand has no significant effect on the theory.) ... context it seems natural to ask: what is the dimension of the space spanned by the symmetric powers? Moreover, decomposing the symmetric powers of the character of an irreducible representation ... of these fλ (q)’s We have: Proposition 1.2 dim Fn = D(n) Proof Consider the table of the characters χN ; we are interested in the dimension of the row-span of this table Since the dimension of...
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Báo cáo toán học:

Báo cáo toán học: "A note on the non-colorability threshold of a random graph" pot

... help on numerical function maximization References [1] D Achlioptas and M Molloy, The analysis of a list-coloring algorithms on a random graph,” in Proc 38th Annual Symposium on Foundations of ... main tool in establishing sharp estimates of the occupancy probabilities mentioned above, i.e the probabilities that no bin remains empty after the random placement of the balls Theorem (Kamath, ... 3-SAT formulas From the set of legal colorings of a graph, Dunne and Zito singled out the special colorings that satisfy a maximality condition that, however, is a weaker form of maximality than...
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Báo cáo toán học:

Báo cáo toán học: "A Note on the Asymptotic Behavior of the Heights in b-Tries for b Large" ppt

... treating the < /b> five cases in < /b> Theorem is better understood by viewing the < /b> problem as first fixing k and b, and then varying n (cf Section 4) Theorem For < /b> b → ∞ the < /b> distribution of < /b> the < /b> height of < /b> b- tries < /b> ... − = O (b 1/2 ) We thus set u = + x/ b and obtain I = = e b bb+1 b! b be b b b! B x x dx √ b log + √ − √ b b b B x x x e−x /2 + √ + − + + O (b 3/2 ) dx 18 −∞ b b √ exp − b (3.2) Evaluating explicitly ... also note < /b> that from the < /b> definition of < /b> a b- trie we have hk = for < /b> n > b2 k and hk = for < /b> n n ≤ n ≤ b, k ≥ The < /b> asymptotic < /b> formula for < /b> hk in < /b> the < /b> matching region between (b) and (c) may be n obtained by...
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Báo cáo toán học:

Báo cáo toán học: "A note on the edge-connectivity of cages" pdf

... X that end at the same vertex in S The union of these paths, together with the two edges joining the neighbors, must contain a cycle of length at most 2i + ≤ g − 1, a contradiction So, let ui+1 ... maintained and the girth of the resulting graph is at least g Edge-Connectivity of (k; g)-Cages Since the (k; 3)-cage, Kk+1 and the (k; 4)-cage, the complete bipartite graph Kk,k , are k-edge-connected, ... prove that all (4; g)-cages are 4-connected [9] We shall often use the following theorem of Fu, Huang and Rodger Monotonicity Theorem [4] If k ≥ and ≤ g1 < g2 , then f (k; g1) < f (k; g2 ) If a...
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Báo cáo toán học:

Báo cáo toán học: "A Note on the First Occurrence of Strings" ppsx

... i.e., either σ1 or σ2 has the better chance of occurring before σ3 Proof The proof is similar to that of Theorem and therefore omitted the electronic journal of combinatorics 17 (2010), #N5 Theorem ... choosing the pair of strings 11 10 and 00 01 We call these two strings “complement strings”, since each bit of one string is the complement bit of the corresponding bit of the other string ... satisfy the result of Theorem However, in this case we have that p3 < 0.331 < max(p1 , p2 ), which contradicts the result of Theorem References [1] Chen, R., A circular property of the occurrence of...
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Báo cáo toán học:

Báo cáo toán học: "A Note on the Critical Group of a Line Graph" doc

... [1] Andrew Berget, Andrew Manion, Molly Maxwell, Aaron Potechin, and Victor Reiner The critical group of a line graph arxiv:math.CO/0904.1246 [2] Alexander E Holroyd, Lionel Levine, Karola M´sz´ros, ... Theorem and may be seen as analogous to Theorem 1.2 of [3] In [3], partially for convenience, some assumptions are made about the connectivity of G which are not made in this note For related work on ... The line graph, LG, for G is the multidigraph whose vertices are the edges of G and whose edges are (e, f ) with e+ = f − As with G, we have the Laplacian ∆LG and the critical group K(LG,...
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A study on the teachers' application of task-based method and the 10th form students' use of learning strategies in their listening lessons at Tran Phu High Sch

A study on the teachers' application of task-based method and the 10th form students' use of learning strategies in their listening lessons at Tran Phu High Sch

... our lessons In addition, the thesis is designed to investigate the teachers application of TBM and the 10th form students use of learning strategies in their listening lessons at TPHS in Vinh Phuc ... illustrate the grammatical system of the language and bore no relation to the language of real communication From the description of Grammar-Translation syllabus as well as the characteristics of ... and teacher Conversely, the information is transferred in only one direction in nonreciprocal listening and no meaning negotiation takes place Meaning negotiation plays an important part in listening...
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A note on the Non negativity of continuous time ARMA and GARCH processes

A note on the Non negativity of continuous time ARMA and GARCH processes

... non- decreasing Tsai & Chan (2005) characterised the non- negativity of the kernel for any CARMA(p, q) process in terms of the complete monotonicity of its Laplace transform They made use of this characterization ... characterization to show that a necessary condition for the kernel g of a stationary CARMA(p, q) process to be non- negative is that λ1 is real, and λ1 < Furthermore, for CARMA processes of lower ... those of β(z) = have negative real parts, and the two equations have no common roots The condition on the roots of α(z) = is necessary for the stationarity of the process whereas that on β(z)...
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