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Figure 8.2 shows the EWMA of the DAX index from January 1996 to May 2000 for = 0.75, = 0.85, and = 0.95. As expected, as gets larger, the moving average series becomes smoother since past observations have more weight. While the MA and EWMA models work well for modeling i.i.d. returns, in reality returns are not i.i.d., especially for high-frequency returns that exhibit autocorrelation. Lower-frequency returns may not exhibit autocorrelation, but squared returns do, so that returns are not independent. MA and EWMA models do not capture the volatility clustering that occurs with positive autocorrelation whereby large returns, of either positive or negative sign, follow large returns of the same sign. In actual nancial markets, volatile periods of large returns are interspersed in less volatile (tranquil) periods of small returns.

Consider the sequence of events that unfolds during a bull and bear stock market cycle The dollar starts to rally (1980) The rising dollar, being noninflationary, pushes commodity prices lower (1980-1981) Interest rates follow commodity prices lower, pushing up bond prices (1981) The rising bond market pulls stock prices higher (1982) For awhile we have a rising dollar, falling commodity process, falling interest rates, and rising bond and stock prices (1982-1985) Then, falling interest rates begin to exert a downward pull on the dollar (falling interest rates diminish the attractiveness of a domestic currency by lowering yields on interest-bearing investments denominated in that currency), and the dollar starts to weaken (1985-1987) We then have a falling dollar, falling commodities, falling interest rates, and rising bonds and stocks Eventually, the falling dollar pushes commodity prices higher (1987) Rising commodity prices pull interest rates higher and bond prices lower.

The lower bond market eventually pulls stock prices lower (1987) Rising interest rates start to pull the dollar higher (1988), and the bullish cycle starts all over again The ripple effect that flows through the four market sectors is never-ending and really has no beginning point The dollar trend, which was used as the starting point, is really a reaction to the trend in interest rates, which was initially set in motion by the trend of the dollar If this sounds very complicated, it isn't Let's just consider.

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Table 10.3 JAX-RPC-Supported Java Classes and Mapping XML Data Types XML SCHEMA DEFINITION xsd:string xsd:decimal xsd:integer xsd:dateTime xsd:dateTime

While we have shown a strong solution of the local volatility, it is not necessarily unique as veri cation must done on a case-by-case basis. However, we assume it

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BSS(FL) Plan (only 17,3-17,8 GHz) NGSO FSS(u) (only 17,8-18,1 GHz)

____________________

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Clicking one of the arrow buttons draws a line in the chart, the size of which is determined by the step value, set with one of the Spin controls. With a little practice (and patience) you can create simple sketches. Figure 17-34 shows an example.

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Because media checking is done next in the normal installation process, you should do this only to test the media on a computer you are not installing on.

back to the IP address of the proxy. This Record-Route header is forwarded with the request, stored by the UA server, and included in the response sent back to the UA client that originated the request. All future requests during the session must now include a Route header that forces the request to route through the proxy. An example with one proxy that Record-Routes and another that does not is shown in Figure 10.5. In this example, proxy A needs to be included in all future SIP messaging between the UAs, while proxy B does not. As a result, proxy A inserts a Record-Route header, while proxy B does not add itself to the RecordRoute header. Therefore, the ACK and the BYE requests are routed through proxy A but bypass proxy B. Note that the Route header always contains information about the next hop, not the current hop. As a result, in this example, since the ACK of Message 13 is sent to proxy A, the Route header does not contain the URL of proxy A, but instead contains the URL of the next hop, which is UA2. The same is true for the BYE of Message 15. After the last URL in the Route header is used, the header is removed from the request, as it is in Messages 14 and 16. Also note that the Route header is never present in responses, because they are always routed back through the same set of proxies taken by the request.

Presidents Day occurs on the third Monday in February. This formula calculates Presidents Day for the year in cell A1: