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  • 2000-2004  (6)
  • 2001  (6)
  • Capital social (Sociologie)  (2)
  • PACS. 05.45.Tp Time series analysis – 02.50.Ey Stochastic processes  (2)
  • Social interaction.  (2)
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Years
  • 2000-2004  (6)
Year
Keywords
  • 1
    Unknown
    Gender in interaction : perspectives on femininity and masculinity in ethnography and discourse (2001)
    Amsterdam ; Philadelphia : John Benjamins Pub
    Pragmatics & beyond  
    Details
    Keywords: Communication, Sex differences. ; Comunicación, Diferencias sexuales. ; Interacción social. ; Rol sexual. ; Sex role. ; Social interaction.
    Notes: Preface /Helga Kotthoff, Bettina Baron --Part I. Introduction --Gender and interaction: widening the conceptual scope /Barrie Thorne --Part II. Perspectives on gender in childhood and adolescence --Girls oppositional stances: the interactional accomplishment of gender in nursery school and family life /Jenny Cook-Gumperz --Constituting the emotions: a longitudinal study of emotion talk in a preschool friendship group of boys /Amy Kyratzis --Notably gendered relations: relationship work in early adolescents' notes /Spencer E. Cahill --Far from sugar and spice: teenage girls, embodiment and representation /Gerry Bloustein --Part III. Perspectives on masculinity --Masculinities and men's health /R.W. Connell --Gender and habitus: fundamental securities and crisis tendencies among men /Cornelia Behnke, Michael Meuser --"Male honor": towards an understanding of the construction of gender among youths of Turkish origin /Ralf Bohnsack, Peter Loos, Aglaja Przyborski --Part IV. Perspectives on femininity --Arguing among scholars: female scientists and their shaping of expertise /Bettina Baron --Academic women in the male university field: communicative practices at postgraduate seminars /Britt-Louise Gunnarsson --Gender, emotion, and poeticity in Georgian mourning rituals /Helga Kotthoff --Theorizing gender: feminist awareness and language change /Rachel Giora.
    Pages: xxiv, 352 p.
    ISBN: 0-585-46256-9
    URL: http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=86755
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    E-Book (German National Licenses)
  • 2
    Unknown
    Social capital : theory and research (2001)
    New York : Aldine de Gruyter
    Sociology and economics  
    Details
    Keywords: Capital social (Sociologie) ; Réseaux sociaux. ; Social capital (Sociology) ; Social networks. ; Social structure. ; Structure sociale.
    Pages: xii, 333 p.
    ISBN: 0-585-48509-7
    URL: http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=101506
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    E-Book (German National Licenses)
  • 3
    Unknown
    Social capital : a theory of social structure and action (2001)
    Cambridge ; New York : Cambridge University Press
    Structural analysis in the social sciences  
    Details
    Keywords: Action sociale. ; Capital social (Sociologie) ; Réseaux sociaux. ; Social action. ; Social capital (Sociology) ; Social networks.
    Pages: xiv, 278 p.
    ISBN: 0-511-01947-5
    URL: http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=74320
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    E-Book (German National Licenses)
  • 4
    Unknown
    Social dynamics (2001)
    Washington, D.C : Brookings Institution Press
    Economic learning and social evolution  
    Details
    Keywords: Economics, Sociological aspects. ; Social interaction. ; Social interaction, Economic aspects.
    Pages: x, 238 p.
    ISBN: 0-585-38666-8
    URL: http://www.netLibrary.com/urlapi.asp?action=summary&v=1&bookid=61103
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    E-Book (German National Licenses)
  • 5
    Electronic Resource
    Electronic Resource
    Beliefs and stochastic modelling of interest rate scenario risk (2001)
    Springer
    The European physical journal 20 (2001), S. 511-515 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 05.45.Tp Time series analysis – 02.50.Ey Stochastic processes
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: We present a framework that allows for a systematic assessment of risk given a specific model and belief on the market. Within this framework the time evolution of risk is modeled in a twofold way. On the one hand, risk is modeled by the time discrete and nonlinear garch(1,1) process, which allows for a (time-)local understanding of its level, together with a short term forecast. On the other hand, via a diffusion approximation, the time evolution of the probability density of risk is modeled by a Fokker-Planck equation. Then, as a final step, using Bayes theorem, beliefs are conditioned on the stationary probability density function as obtained from the Fokker-Planck equation. We believe this to be a highly rigorous framework to integrate subjective judgments of future market behavior and underlying models. In order to demonstrate the approach, we apply it to risk assessment of empirical interest rate scenario methodologies, i.e. the application of Principal Component Analysis to the the dynamics of bonds.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/PL00011107
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  • 6
    Electronic Resource
    Electronic Resource
    Extracting factors for interest rate scenarios (2001)
    Springer
    The European physical journal 20 (2001), S. 517-522 
    Details
    ISSN: 1434-6036
    Keywords: PACS. 05.45.Tp Time series analysis – 02.50.Ey Stochastic processes
    Source: Springer Online Journal Archives 1860-2000
    Topics: Physics
    Notes: Abstract: Factor based interest rate models are widely used for risk managing purposes, for option pricing and for identifying and capturing yield curve anomalies. The movements of a term structure of interest rates are commonly assumed to be driven by a small number of orthogonal factors such as SHIFT, TWIST and BUTTERFLY (BOW). These factors are usually obtained by a Principal Component Analysis (PCA) of historical bond prices (interest rates). Although PCA diagonalizes the covariance matrix of either the interest rates or the interest rate changes, it does not use both covariance matrices simultaneously. Furthermore higher linear and nonlinear correlations are neglected. These correlations as well as the mean reverting properties of the interest rates become crucial, if one is interested in a longer time horizon (infrequent hedging or trading). We will show that Independent Component Analysis (ICA) is a more appropriate tool than PCA, since ICA uses the covariance matrix of the interest rates as well as the covariance matrix of the interest rate changes simultaneously. Additionally higher linear and nonlinear correlations may be easily incorporated. The resulting factors are uncorrelated for various time delays, approximately independent but nonorthogonal. This is in contrast to the factors obtained from the PCA, which are orthogonal and uncorrelated for identical times only. Although factors from the ICA are nonorthogonal, it is sufficient to consider only a few factors in order to explain most of the variation in the original data. Finally we will present examples that ICA based hedges outperforms PCA based hedges specifically if the portfolio is sensitive to structural changes of the yield curve.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/
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    Paper (German National Licenses)
    Fulltext
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