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The NCEP–NCAR 50-Year Reanalysis: Monthly means CD-ROM and documentation

by Robert Kistler, Eugenia Kalnay, William Collins, Suranjana Saha, Glenn White, John Woollen, Muthuvel Chelliah, Wesley Ebisuzaki, Masao Kanamitsu - Bull. Amer. Meteor. Soc , 2001
"... Editor’s note: This article is accompanied by a CD-ROM that contains the complete documentation of the NCEP–NCAR Reanalysis and all of the data analyses and forecasts. It is provided to members through the sponsorship of SAIC and GSC. ..."
Abstract - Cited by 520 (4 self) - Add to MetaCart
Editor’s note: This article is accompanied by a CD-ROM that contains the complete documentation of the NCEP–NCAR Reanalysis and all of the data analyses and forecasts. It is provided to members through the sponsorship of SAIC and GSC.

Word and object

by Key Word, Hong Kong Med J , 1960
"... perform a clinicopathological study of patients having renal biopsies after liver transplantation. Design Case series. Setting Queen Mary Hospital, Hong Kong. Patients All post–liver transplantation patients who had a renal biopsy in the period from January 2000 to December 2010. Results Eleven rena ..."
Abstract - Cited by 1203 (0 self) - Add to MetaCart
renal biopsies were retrieved for review from 10 patients with liver transplantation. The male-to-female ratio was 9:1 (age range, 47-63 years). The median liver transplant–to–renal biopsy interval was 1590 (range, 102-3699) days. The predominant histological changes were interstitial fibrosis

Liquidity Risk and Expected Stock Returns

by Lubos Pastor, Robert F. Stambaugh , 2002
"... This study investigates whether market-wide liquidity is a state variable important for asset pricing. We find that expected stock returns are related cross-sectionally to the sensitivities of returns to fluctuations in aggregate liquidity. Our monthly liquidity measure, an average of individual-sto ..."
Abstract - Cited by 629 (6 self) - Add to MetaCart
This study investigates whether market-wide liquidity is a state variable important for asset pricing. We find that expected stock returns are related cross-sectionally to the sensitivities of returns to fluctuations in aggregate liquidity. Our monthly liquidity measure, an average of individual

Pricing with a Smile

by Bruno Dupire, The Black–scholes Model (see Black, Gives Options - Risk Magazine , 1994
"... prices as a function of volatility. If an option price is given by the market we can invert this relationship to get the implied volatility. If the model were perfect, this implied value would be the same for all option market prices, but reality shows this is not the case. Implied Black–Scholes vol ..."
Abstract - Cited by 445 (1 self) - Add to MetaCart
–Scholes volatilities strongly depend on the maturity and the strike of the European option under scrutiny. If the implied volatilities of at-the-money (ATM) options on the Nikkei 225 index are 20 % for a maturity of six months and 18 % for a maturity of one year, we are in the uncomfortable position of assuming

The Determinants of Credit Spread Changes.

by Pierre Collin-Dufresne , Robert S Goldstein , J Spencer Martin , Gurdip Bakshi , Greg Bauer , Dave Brown , Francesca Carrieri , Peter Christoffersen , Susan Christoffersen , Greg Duffee , Darrell Duffie , Vihang Errunza , Gifford Fong , Mike Gallmeyer , Laurent Gauthier , Rick Green , John Griffin , Jean Helwege , Kris Jacobs , Chris Jones , Andrew Karolyi , Dilip Madan , David Mauer , Erwan Morellec , Federico Nardari , N R Prabhala , Tony Sanders , Sergei Sarkissian , Bill Schwert , Ken Singleton , Chester Spatt , René Stulz - Journal of Finance , 2001
"... ABSTRACT Using dealer's quotes and transactions prices on straight industrial bonds, we investigate the determinants of credit spread changes. Variables that should in theory determine credit spread changes have rather limited explanatory power. Further, the residuals from this regression are ..."
Abstract - Cited by 422 (2 self) - Add to MetaCart
from Lehman Brothers via the Fixed Income (or Warga) Database. We use only quotes on non-callable, non-puttable debt of industrial firms; quotes are discarded whenever a bond has less than four years to maturity. Monthly observations are used for the period July 1988 through December 1997. Only

Mining time-changing data streams

by Geoff Hulten, Laurie Spencer, Pedro Domingos - IN PROC. OF THE 2001 ACM SIGKDD INTL. CONF. ON KNOWLEDGE DISCOVERY AND DATA MINING , 2001
"... Most statistical and machine-learning algorithms assume that the data is a random sample drawn from a station-ary distribution. Unfortunately, most of the large databases available for mining today violate this assumption. They were gathered over months or years, and the underlying pro-cesses genera ..."
Abstract - Cited by 338 (5 self) - Add to MetaCart
Most statistical and machine-learning algorithms assume that the data is a random sample drawn from a station-ary distribution. Unfortunately, most of the large databases available for mining today violate this assumption. They were gathered over months or years, and the underlying pro

Development and neurophysiology of mentalizing

by Uta Frith, Christopher D. Frith - Philosophical Transactions of the Royal Society of London. Series B: Biological Sciences , 2003
"... The mentalizing (theory of mind) system of the brain is probably in operation from ca. 18 months of age, allowing implicit attribution of intentions and other mental states. Between the ages of 4 and 6 years explicit mentalizing becomes possible, and from this age children are able to explain the mi ..."
Abstract - Cited by 296 (13 self) - Add to MetaCart
The mentalizing (theory of mind) system of the brain is probably in operation from ca. 18 months of age, allowing implicit attribution of intentions and other mental states. Between the ages of 4 and 6 years explicit mentalizing becomes possible, and from this age children are able to explain

Accounting for US Real Exchange Rate Changes

by Charles Engel - Journal of Political Economy , 1999
"... This study measures the proportion of U.S. real exchange rate movements that can be accounted for by movements in the relative prices of nontraded goods. The decomposition is done at all possible horizons that the data allow—from one month up to 30 years. The accounting is performed with five differ ..."
Abstract - Cited by 296 (34 self) - Add to MetaCart
This study measures the proportion of U.S. real exchange rate movements that can be accounted for by movements in the relative prices of nontraded goods. The decomposition is done at all possible horizons that the data allow—from one month up to 30 years. The accounting is performed with five

International Momentum Strategies

by K. Geert Rouwenhorst - Journal of Finance , 1998
"... 1980 and 1995 an internationally diversified portfolio of past medium-term Winners outperforms a portfolio of medium-term Losers after correcting for risk by more than one percent per month. Return continuation is present in all twelve sample countries and lasts on average for about one year. Return ..."
Abstract - Cited by 273 (0 self) - Add to MetaCart
1980 and 1995 an internationally diversified portfolio of past medium-term Winners outperforms a portfolio of medium-term Losers after correcting for risk by more than one percent per month. Return continuation is present in all twelve sample countries and lasts on average for about one year

Topics over time: A non-Markov continuous-time model of topical trends

by Xuerui Wang, Andrew Mccallum - in SIGKDD , 2006
"... This paper presents an LDA-style topic model that captures not only the low-dimensional structure of data, but also how the structure changes over time. Unlike other recent work that relies on Markov assumptions or discretization of time, here each topic is associated with a continuous distribution ..."
Abstract - Cited by 251 (10 self) - Add to MetaCart
time. We present results on nine months of personal email, 17 years of NIPS research papers and over 200 years of presidential state-of-the-union addresses, showing improved topics, better timestamp prediction, and interpretable trends.
Results 1 - 10 of 50,359