### Table 4 presents an overview of the means, standard deviations and product moment correlations of utilitarian and hedonic value.

in EFFECTS OF CONTEXT RELEVANCE AND PERCEIVED RISK ON USER ACCEPTANCE OF MOBILE INFORMATION SERVICES

### Tables 5 and 6 present the lengths of the feasible intervals for the moments and correlations. The feasible intervals are defined and used in the model sensitivity tests in Section 5.2.

in Stability Analysis of a Portfolio Management Model Based on the Conditional Value-at-Risk Measure

### Table 12: Moments variable

"... In PAGE 23: ... Also, even for researchers who do not believe in sunspots, the present model o ers an example which comprises a strong endogenous propagation mechanism. Table12 adds persistent technology shocks to the last model version ( z = 0:974). Since no measure of the size of animal spirits shocks exists, it is simply assumed that the volatilities of both shocks are of equal size.... ..."

### Table 3: Comparison between Data Moments and Model Moments Calculated from Different Parameter Estimates

2002

"... In PAGE 31: ... Based on this intuition, we exploit the analytical moments derived from the model to calculate the major summary statistics from alternative parameter estimates. Table3 presents the exact uncondi- tional moments calculated from various parameter estimates, together with those calculated from the data. Overall, the GMM and ECF estimates provide the skewness and kurtosis of... ..."

Cited by 2

### Table 1: Moment computation of line segments

in Appeared in

1998

"... In PAGE 19: ... The moments calculated with respect to a coordinate frame situated at the CM of an object are called its central moments and are denoted by M pq . The central moments can be calculated by the same equations presented in Table1 , only the data point coordinates will have changed. In the new coordinates M 10 = M 01 = 0 .... ..."

### Table 1: Moment computation of line segments

"... In PAGE 19: ...ki ? kCM . We work henceforth with points pi( hi; ki). The moments calculated with respect to a coordinate frame situated at the CM of an object are called its central moments and are denoted by Mpq. The central moments can be calculated by the same equations presented in Table1 , only the data point coordinates will have changed. In the new coordinates M10 = M01 = 0.... ..."

### Table 2 presents the variance estimates of the CV estimators of the generalization error when J = 50. In this case we notice that the variance of the moment approximation estimator is about half of the variance of the Nadeau-Bengio estimator.

2005

"... In PAGE 18: ...0206 2.84e-05 Table2 : Simple mean case n=100, J=50. Moment approximation (MA) and Nadeau-Bengio (NB) estimators of the variance the cross validation estimator of the generalization error and their sample variances.... ..."

Cited by 1

### Table 1. Average Maximum Forces (lb) and Moments (in-lb)

"... In PAGE 20: ... Weighted Percent Reduction of Contact Duration for Forces and Moments Thus far all force and moment data for the four control modes has been presented in terms of percent reduction from the baseline (pure rate control). Table1 presents the maximum contact forces and moments in physical units for the four control modes (averaged over all subjects and tasks). The moment about the X-axis (the peg axis) was not included because the moments were very small.... ..."

Cited by 1

### Table 2. Interface node sets for nodes of N1 from Figure 1. Input arcs into entry places, output arcs from exit places, and places that are both entry and exit (i.e., have status fe; xg) are disallowed in [3]. In [2], fe; xg places are also disallowed. On the other hand, fe; xg places make perfect sense for unguarded loop operators, as we will see later. Hence, at the present moment, we will allow such places. In order to appreciate some di culties caused by such generality, the reader may wish to attempt forming the sequential composition of nets N1 and N2, or the choice of N2 and N3, or the re nement transition t1 by N3, in Figure 1. We will assume that VAL is the powerset of a plain set BAS of symbols, i.e., every value is

"... In PAGE 4: ... In addition, for t 2 T we denote by S(side) t = t \ t the set of side places of t. In Table2 , the interface node sets of some nodes from N1 are given.... ..."

### Table 2a Return and Higher Moments Predictability

"... In PAGE 19: ...Table2 a presents the estimates of parameters ^ a, ^b, and using the full sample period. The linear regression results show that the lagged return has signi cant predictive power for both Mexico and Thailand, particularly so for the Mexico index; but it is not signi cant for the Dow Jones Industrials.... In PAGE 20: ...make 4 periods forecasts. The volatility forecast for the stock return over the next four weeks would be Et h 4w 2t+1i = 4 X q=1 Et h w 2t+qi : Table2 b presents the GARCH(1,1) estimation results on the weekly data. Note that the kurtosis in the weekly innovation is enormous.... In PAGE 21: ...Table2 a while the conditional higher moments are replaced by the unconditional moments of the residual because we are hesitant to use the non-stationary estimates of the GARCH(1,1) model in Table 2. In all cases, compared to the benchmark case where only the unconditional mean and variance of the excess return are used, taking into the conditional information in the excess return greatly improves the portfolio performance both from the standard of cumulative return and from that of the Sharpe ratio, de ned as the mean excess return divided by the standard deviation of the portfolio.... In PAGE 21: ... However, the dynamic strategy yields no improvement over the static strategy in portfolio performance when investing in the Dow Jones. Corresponding to this result is the magnitudes of the R2 in the linear regression in Table2 : while the lagged re- turn has signi cant predictive powers in the cases of both Thailand and Mexico, the regression is not signi cant for the Dow Jones case. As analyzed in the previous sec- tion, the dynamic model reduces to the static model when there is no predictability.... ..."