Using intraday data for the most actively traded stocks on the São Paulo Stock Market (BOVESPA) index, this study considers two recently developed models from the literature on the estimation and prediction of realized ...

In this paper, we examine how nominal groups in Mandarin Chinese are involved in the realization of experiential grammatical metaphors, drawing on data from a history textbook chapter that recounts historical activities ...

A well-known consequence of the ergodic decomposition theorem is that the space of invariant probability Measures of a topological dynamical system, endowed with the weak* topology, is a non-empty metrizable Choquet simplex. ...

This paper develops statistical tools for testing conditional independence among the jump components of the daily quadratic variation, which we estimate using intraday data. To avoid sequential bias distortion, we do not ...

In this paper we show that, for every Choquet simplex K and for every d > 1, there exists a Z(d)-Toeplitz system whose set of invariant probability measures is affine homeomorphic to K. Then, we conclude that K may be ...

The goal of this paper is twofold. First, using five of the most actively traded stocks in the Brazilian financial market, this paper shows that the normality assumption commonly used in the risk management area to describe ...

We study the computability of the set of invariant measures of a computable dynamical system. It is known to be semicomputable but not computable in general, and we investigate which semicomputable simplices can be realized ...