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Educa o em Direitos Humanos: para uma cultura da paz
Gorczevski, Clovis,Tauchen, Gionara
Educa??o , 2008,
Abstract: O presente artigo analisa e caracteriza, num primeiro instante, os conceitos de cidadania e Direitos Humanos para, num segundo momento, problematizar e refletir sobre os caminhos da educa o em Direitos Humanos e para a paz. Sugere a educa o em Direitos Humanos como educa o complementar formal.
Limit theorems for the empirical distribution function of scaled increments of It? semimartingales at high frequencies
Viktor Todorov,George Tauchen
Mathematics , 2014, DOI: 10.1214/13-AAP965
Abstract: We derive limit theorems for the empirical distribution function of "devolatilized" increments of an It\^{o} semimartingale observed at high frequencies. These "devolatilized" increments are formed by suitably rescaling and truncating the raw increments to remove the effects of stochastic volatility and "large" jumps. We derive the limit of the empirical c.d.f. of the adjusted increments for any It\^{o} semimartingale whose dominant component at high frequencies has activity index of $1<\beta\le2$, where $\beta=2$ corresponds to diffusion. We further derive an associated CLT in the jump-diffusion case. We use the developed limit theory to construct a feasible and pivotal test for the class of It\^{o} semimartingales with nonvanishing diffusion coefficient against It\^{o} semimartingales with no diffusion component.
Limit theorems for power variations of pure-jump processes with application to activity estimation
Viktor Todorov,George Tauchen
Mathematics , 2011, DOI: 10.1214/10-AAP700
Abstract: This paper derives the asymptotic behavior of realized power variation of pure-jump It\^{o} semimartingales as the sampling frequency within a fixed interval increases to infinity. We prove convergence in probability and an associated central limit theorem for the realized power variation as a function of its power. We apply the limit theorems to propose an efficient adaptive estimator for the activity of discretely-sampled It\^{o} semimartingale over a fixed interval.
Realized Laplace transforms for pure-jump semimartingales
Viktor Todorov,George Tauchen
Statistics , 2012, DOI: 10.1214/12-AOS1006
Abstract: We consider specification and inference for the stochastic scale of discretely-observed pure-jump semimartingales with locally stable L\'{e}vy densities in the setting where both the time span of the data set increases, and the mesh of the observation grid decreases. The estimation is based on constructing a nonparametric estimate for the empirical Laplace transform of the stochastic scale over a given interval of time by aggregating high-frequency increments of the observed process on that time interval into a statistic we call realized Laplace transform. The realized Laplace transform depends on the activity of the driving pure-jump martingale, and we consider both cases when the latter is known or has to be inferred from the data.
A gest?o ambiental em institui??es de ensino superior: modelo para implanta??o em campus universitário
Tauchen, Joel;Brandli, Luciana Londero;
Gest?o & Produ??o , 2006, DOI: 10.1590/S0104-530X2006000300012
Abstract: in the last few years, sustainable development and environmental management have become one of the main interests of higher-education institutions. this has been revealed mainly by the educational approach on environmental management and the practical examples incorporated in campi operation. the present work shows a systematization of procedures and a model whose purpose it is to implement an adapted environmental management system (ems) at a university campus, making it possible for a higher-education institution to control and prevent environmental impacts and adjust to legislation and regulations, even in the infrastructure planning phase. the proposal is based on pdca tools and on a comprehensive survey of national and international benchmarks for sustainable university campi. the examples presented indicate isolated actions in the surveyed universities, most of them implemented when the campus is already functioning. this situation shows a growing concern regarding the adaptation of universities in search of sustainable development, not only regarding educational aspects, but also regarding environmentally correct practices.
O princípio da indissociabilidade universitária: dificuldades e possibilidades de articula o = The principle of university indissolubility: difficulties and possibilities of articulation
Gionara Tauchen,Altair Fávero
Linhas Críticas , 2011,
Abstract: O presente estudo teve por objetivo investigar e analisar as estratégias de articula o entre ensino, pesquisa e extens o promovidas por docentes de uma universidade pública brasileira. O estudo caracteriza-se como pesquisa qualitativa, de cunho exploratório-descritivo. Os resultados apontam que a indissociabilidade pode ser fortalecida por meio do desenvolvimento de pesquisas pautadas pela articula o disciplinar, integra o das unidades acadêmicas, institui es e sujeitos em diferentes processos de forma o; aproxima o dos temas de pesquisa com as disciplinas desenvolvidas na gradua o; inser o de docentes na pós-gradua o; desenvolvimento de projetos vinculados a Educa o Básica, tais como PIBID, Novos Talentos, entre outros.The goal of the present study is to investigate and analyze the strategies of articulation between teaching, research and continuing education promoted by the faculty of a Brazilian public university. This study is qualitative research, with exploratory and descriptive nature. The results demonstrate that indissolubility can be strengthened by conducting research ruled by disciplinary articulation; integration of academic units, of institutions and of subjects in different formation processes; drawing research themes closer to disciplines developed in the undergraduate program; insertion of the faculty in the Graduate Program; and the development of projects connected to Basic Education, such as PIBID and Novos Talentos (New Talents), among others.
Inova es no ensino universitário: possibilidades emergentes
Daniele Sim?es Borges,Gionara Tauchen
Educa??o : Revista do Centro de Educa??o UFSM , 2012, DOI: 10.5902/198464445072
Abstract: http://dx.doi.org/10.5902/198464445072 O presente estudo parte do entendimento de que a universidade, na sociedade contemporanea, pode construir ambientes que favore am o desenvolvimento da cultura da cria o e da inova o. Por isso, objetivamos compreender os processos de indu o à inova o do ensino universitário, bem como as atividades didático-pedagógicas propostas nos projetos de ensino de uma universidade do sul do Rio Grande do Sul. A pesquisa é de natureza qualitativa e documental, sendo realizada por meio da Análise de Conteúdo (FRANCO, 2008; BARDIN, 1977). No estudo foram analisados 163 projetos, sendo destacados três grandes eixos de práticas de ensino inovadoras: a) atividades práticas, incluindo saídas de campo, uso dos laboratórios e atividades práticas em sala de aula; b) novas tecnologias, incluindo o uso de blogs, MSN, AVA, robótica, moodle, modelagem, vídeos, filmagens, fóruns e diários e c) metodologias inovadoras, referindo-se aos projetos de aprendizagem, resolu o de problemas, oficinas, trabalhos em grupo, articula o entre ensino, pesquisa e extens o e avalia o diária. Consideramos que as mudan as nas percep es dos docentes, decorrentes dos processos autoformativos e da indu o de políticas institucionais de combate à reten o e à evas o, bem como a inova o, têm contribuído para melhoria do ensino e da aprendizagem na universidade. Destacamos, também, que a inova o no ensino pode ocorrer em diferentes patamares, atividades e formas, expressando diferentes bases epistemológicas e paradigmáticas. Por isso, precisa ser considerada como atividade em um contexto particular de natureza coletiva e institucional. Palavras-chave: universidade; inova o; ensino.
Didática, hermenêutica e pluralidade em educa o =Didactics, hermeneutics and plurality in education
Fávero, Altair Alberto,Tauchen, Gionara
Educa??o , 2012,
Abstract: A educa o é algo imprescindível em toda e qualquer sociedade que atingiu certo grau de desenvolvimento. Entretanto, o que será conservado e transmitido para as futuras gera es e o que precisa ser mudado para acompanhar as transforma es ocorridas na dinamica da própria sociedade é algo profundamente problemático, que precisa ser compreendido e analisado cuidadosamente. O presente texto visa a refletir sobre o processo educativo numa perspectiva hermenêutica e sobre as decorrências didáticas que tal perspectiva possui num contexto de pluralidade educativa. Para tanto, inicia-se contextualizando a hermenêutica no cenário filosófico/educacional contemporaneo, descrevendo de que forma a hermenêutica filosófica de Gadamer pode se mostrar promissora para se pensar propostas alternativas que superem a vis o instrumental de conhecimento e de educa o caracterizada pela rela o sujeito-objeto; num segundo ponto, indicam-se algumas tarefas da hermenêutica para projetar a educa o num mundo plural; por fim, trata-se da didática numa perspectiva hermenêutica. The Education is essential in all and every society which has achieved a certain development level. However, what will be maintained and passed on to future generations and what needs changing to accompany the transformations that occur in the social dynamics is very problematic and needs to be comprehended and thoroughly analyzed. The present article aims at reflecting on the educational process in the hermeneutical perspective and the didactical results that such perspective has in a context of educational plurality. For this reason, first, hermeneutics is contextualized in a contemporaneous educational/philosophical scenario, describing the ways Gadamer’s philosophical hermeneutics can be seen as promising when alternative proposals which surpass the instrumental view of knowledge and education characterized by subject-object relationship are considered. Second, some hermeneutical tasks to design education in a pluralistic world are recommended. Finally, didactics is dealt in a hermeneutical perspective.
Volatility occupation times
Jia Li,Viktor Todorov,George Tauchen
Statistics , 2013, DOI: 10.1214/13-AOS1135
Abstract: We propose nonparametric estimators of the occupation measure and the occupation density of the diffusion coefficient (stochastic volatility) of a discretely observed It\^{o} semimartingale on a fixed interval when the mesh of the observation grid shrinks to zero asymptotically. In a first step we estimate the volatility locally over blocks of shrinking length, and then in a second step we use these estimates to construct a sample analogue of the volatility occupation time and a kernel-based estimator of its density. We prove the consistency of our estimators and further derive bounds for their rates of convergence. We use these results to estimate nonparametrically the quantiles associated with the volatility occupation measure.
Nonparametric test for a constant beta between \Ito semi-martingales based on high-frequency data
Markus Rei?,Viktor Todorov,George Tauchen
Statistics , 2014,
Abstract: We derive a nonparametric test for constant beta over a fixed time interval from high-frequency observations of a bivariate \Ito semimartingale. Beta is defined as the ratio of the spot continuous covariation between an asset and a risk factor and the spot continuous variation of the latter. The test is based on the asymptotic behavior of the covariation between the risk factor and an estimate of the residual component of the asset, that is orthogonal (in martingale sense) to the risk factor, over blocks with asymptotically shrinking time span. Rate optimality of the test over smoothness classes is derived.
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