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Search Results: 1 - 10 of 544218 matches for " M. Concepción Ausín "
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A Bayesian Non-Parametric Approach to Asymmetric Dynamic Conditional Correlation Model With Application to Portfolio Selection
Audrone Virbickaite,M. Concepción Ausín,Pedro Galeano
Quantitative Finance , 2013,
Abstract: We propose a Bayesian non-parametric approach for modeling the distribution of multiple returns. In particular, we use an asymmetric dynamic conditional correlation (ADCC) model to estimate the time-varying correlations of financial returns where the individual volatilities are driven by GJR-GARCH models. The ADCC-GJR-GARCH model takes into consideration the asymmetries in individual assets' volatilities, as well as in the correlations. The errors are modeled using a Dirichlet location-scale mixture of multivariate Gaussian distributions allowing for a great flexibility in the return distribution in terms of skewness and kurtosis. Model estimation and prediction are developed using MCMC methods based on slice sampling techniques. We carry out a simulation study to illustrate the flexibility of the proposed approach. We find that the proposed DPM model is able to adapt to several frequently used distribution models and also accurately estimates the posterior distribution of the volatilities of the returns, without assuming any underlying distribution. Finally, we present a financial application using Apple and NASDAQ Industrial index data to solve a portfolio allocation problem. We find that imposing a restrictive parametric distribution can result into underestimation of the portfolio variance, whereas DPM model is able to overcome this problem.
Bayesian Inference Methods for Univariate and Multivariate GARCH Models: a Survey
Audron? Virbickait?,M. Concepción Ausín,Pedro Galeano
Statistics , 2014, DOI: 10.1111/joes.12046
Abstract: This survey reviews the existing literature on the most relevant Bayesian inference methods for univariate and multivariate GARCH models. The advantages and drawbacks of each procedure are outlined as well as the advantages of the Bayesian approach versus classical procedures. The paper makes emphasis on recent Bayesian non-parametric approaches for GARCH models that avoid imposing arbitrary parametric distributional assumptions. These novel approaches implicitly assume infinite mixture of Gaussian distributions on the standardized returns which have been shown to be more flexible and describe better the uncertainty about future volatilities. Finally, the survey presents an illustration using real data to show the flexibility and usefulness of the non-parametric approach.
Measurement of Transcutaneous Bilirubin with Bilicheck as a Jaundice Screening Method in Neonates in Pediatric Emergency Departments  [PDF]
Concepción Míguez, Mercedes Fari?as Salto, Rafael Mara?ón
Open Journal of Pediatrics (OJPed) , 2015, DOI: 10.4236/ojped.2015.53037
Abstract: Objectives: To study the reliability of a transcutaneous bilirubinometer (Bilicheck) to determine bilirubin levels in neonates consulting for jaundice in a Paediatric Emergency Department (ED), and to evaluate its usefulness as a screening method. Methods: Prospective observational study realized between June of 2005 and December of2005 inneonates consulting at a paediatric emergency department for jaundice, in whom we realized both transcutaneous and total serum bilirubin measurements (TcB and TSB). We collected demographic variables, analytical variables (serum and transcutaneous bilirubin levels), length of stay in the ED, and need for treatment. Results: 66 children were included aged 2 to 31 days (81% of the sample were 2 to 7 days old). There was a close and statistically significant correlation between TcB and TSB (r = 0.81, p < 0.001). The area under the ROC curve was of 0.90, allowing detecting newborns with jaundice susceptible of treatment with TcB levels ≥ 13 mg/dL (sensitivity 92%, specificity 63, 5%, a positive predictive value 39% and a negative predictive value 97%). The number of venous punctures could be reduced in 50%. The medium stay in the ED was of 2 hours when performing serum measurements. Conclusions: A linear correlation exists between TcB-TSB. TcB measurement cannot replace that of TsB, however it could be used as a screening method in an ED to determine which neonates need confirmation by TsB measurement. The use of transcutaneous bilirubinometer would reduce both the number of painful interventions in neonates and the medium length of stay in ED, consequently reducing iatrogenesis.
Reclutamiento y remuneración de la mano de obra minera en Oruro, 1750-1810
Gavira Márquez, Concepción
Anuario de Estudios Americanos , 2000,
Abstract: Este trabajo está centrado en el estudio de la mano de obra minera en Oruro durante las últimas décadas del período colonial. Antes de abordar el tema del reclutamiento y remuneración de los trabajadores hemos planteado algunas referencias importantes sobre la población de Oruro, sus características, evolución y desarrollo, que van a condicionar la estructura del mercado laboral. A fines del período colonial, las fuentes manifiestan un aumento de la coacción sobre la población indígena para obligarla a emplearse en la actividad minera. La crisis minera en la región y la supresión del reparto del corregidor, determinaron una disminución en la mano de obra disponible, por lo que los mineros y azogueros utilizaron métodos de compulsión para reclutar y retener a los trabajadores. Estas circunstancias, que promovieron la protesta y denuncia por parte de los trabajadores, nos conducen a cuestionar la existencia de un mercado de trabajo minero libre.
Marie-Claude Gerbet. Des nobles et des éleveurs en Espagne à la fin du Moyen Age, Anglet, Atlántica, 2003
Quintanilla Raso, M. Concepción
Anuario de Estudios Medievales , 2003,
Abstract:
Antonio Troyol i Serra. Notas para un recuerdo - Graciela Hierro (1928-2003)
Roldán, Concha,Ausín, Txetxu,Méndez Aguirre, Víctor Hugo
Isegoría , 2003,
Abstract:
Presentación
López de la Vieja, M.a Teresa,Ausín, Txetxu
Arbor : Ciencia, Pensamiento y Cultura , 2008,
Abstract:
La población del corregimiento de Carangas (virreinato del Río de la Plata) a fines del siglo XVIII
Gavira Márquez, María Concepción;
América Latina en la historia económica , 2010,
Abstract: this article analyzes the characteristics of the population of carangas (end 18th century): its activities and its tributary obligations. for an evaluation and demographic quantification we have used fiscal sources, which cover most of this high andean district (partido or corregimiento). the analysis of the information of these fiscal censuses, together with other sources which show economic activities, will allow us to perceive the strategies of the tributaries when confronted with the impoverishment that overtook the corregimiento at this time. the analysis of the tributary amounts and the increase in the category of forasteros ("outsiders") leads us to conclude that, in the face of their economic dificulties, the population sought strategies within the established fiscal system to reduce their real rates of tribute.
PRODUCCIóN DE PLATA EN EL MINERAL DE SAN AGUSTíN DE HUANTAJAYA (CHILE), 1750-1804
Gavira Márquez,María Concepción;
Chungará (Arica) , 2005, DOI: 10.4067/S0717-73562005000100004
Abstract: despite its efforts, administrative and fiscal policy at the end of the colonial period was unable to keep control of silver production -an essential goal if it was to maximize fiscal resources- and at the same time prevent smuggling. our aim here is to analyze colonial policies and the data provided by colonial fiscal sources to examine the direct relation between taxation and production, emphasizing the need to explore regional developments for a better understanding of economic history. specifically tarapacá, which belonged to different administrative and economic jurisdictions during the colonial period, is for this reason an especially complex case. the situation of san agustín de huantajaya, which belonged first to the corregimiento of arica, and then to that of tarapacá created in the second half of the 18th century, demonstrates the difficulties of estimating production on the basis of taxation. miners and refiners were obliged to register their production in the royal treasury of carangas until 1767, when they were granted permission to register in potosí or lima. but in 1780, a smelting furnace was at last opened in tacna, the royal treasury of arica, where silver could be smelted and sealed much closer to the tarapacá refineries. these changes in fiscal regulations and the actions of producers, which took place on the margins of the law and in relation to their personal interests, make it difficult to estimate production. despite these difficulties, we present some approximations based on the data provided by the account books of the royal treasuries of carangas and arica
Some recent highlights in gold chemistry
M. Concepción Gimeno,Antonio Laguna
Gold Bulletin , 2003, DOI: 10.1007/BF03215495
Abstract:
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