of low levels of risk. Results suggest that with the exception of marital quality, these protective factors operate in a comparable manner with respect to positive social adjustment for this predominantly low-income urban sample of boys. Protective Factors and Resilience 3 Introduction

the population, 3. The structure of critical institutions, the derivative allocation of decision-making authority, and the decision criteria that would be employed, 4. The stock of human capital including education and personal security, 5. The stock of social capital including the definition of property rights

Vast majority of wireless appliances used in household, industry and medical field share the ISM frequency band. These devices need to coexist and thus are challenged to tolerate their mutual interference. One way of dealing with this is by using frequency hopping; where the device changes its

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ACKNOWLEDGMENTS I would like to give many thanks to Dr. Shengli Fu and Dr. Yan Huang as my advi-

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potential illicit drug interactions with a protease inhibitor were avoided by use of RAL. Conclusions RAL-FTC-TDF is well tolerated as NPEP, results in high levels of adherence and avoids potential drug−drug interactions. Patients and clinicians should be aware of the potential for acute muscle toxicity

A particularly important sector for the stability of financial systems is the banking sector. Banks play a central role in the money creation process and in the payment system. Moreover, bank credit is an important factor in the financing of investment and growth. Faltering banking systems have

We develop new tail-trimmed M-estimation methods for heavy tailed Nonlinear AR-GARCH models. Tail-trimming allows both identi…cation of the true parameter and asymptotic normality for nonlinear models with asymmetric errors. In heavy tailed cases the rate of convergence is in…nitesimally close to the highest possible amongst M-estimators for a particular loss function, hence super- 12-convergence can be achieved in nonlinear AR models with in…nite variance errors, and arbitrarily near 12-convergence for GARCH with errors that have an in…nite fourth moment. We present a consistent estimator of the covariance matrix that permits classic inference without knowledge of the rate of convergence, and explore asymptotic covariance and bootstrap mean-squared-error methods for selecting trimming parameters. A simulation study shows the estimator trumps existing ones for AR and GARCH models based on sharpness, approximate normality, rate of convergence, and test accuracy. We then use the estimator to study asset returns data. 1. INTRODUCTION It is now widely accepted that log-returns of many macroeconomic and …nancial time series are heavy tailed, asymmetrically distributed, and exhibit clustering of large values. In broader contexts extremes are encountered in actuarial, meteorological, and

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