scholarly journals On the large order expansion for the anharmonic oscillators

1981 ◽  
Vol 79 (3) ◽  
pp. 401-433 ◽  
Author(s):  
V. R. Figerou
1999 ◽  
Vol 59 (1) ◽  
pp. 102-106 ◽  
Author(s):  
L. Skála ◽  
J. Čížek ◽  
E. J. Weniger ◽  
J. Zamastil

1978 ◽  
Vol 112 (1) ◽  
pp. 209-234 ◽  
Author(s):  
John C. Collins ◽  
Davison E. Soper

Methodology ◽  
2015 ◽  
Vol 11 (1) ◽  
pp. 3-12 ◽  
Author(s):  
Jochen Ranger ◽  
Jörg-Tobias Kuhn

In this manuscript, a new approach to the analysis of person fit is presented that is based on the information matrix test of White (1982) . This test can be interpreted as a test of trait stability during the measurement situation. The test follows approximately a χ2-distribution. In small samples, the approximation can be improved by a higher-order expansion. The performance of the test is explored in a simulation study. This simulation study suggests that the test adheres to the nominal Type-I error rate well, although it tends to be conservative in very short scales. The power of the test is compared to the power of four alternative tests of person fit. This comparison corroborates that the power of the information matrix test is similar to the power of the alternative tests. Advantages and areas of application of the information matrix test are discussed.


2016 ◽  
pp. 66-86
Author(s):  
A. Obizhaeva

The paper presents a microstructure analysis of the crash of the Russian ruble in mid-December 2014. The author shows that the market break probably happened due to the execution of a large order that converted Russian rubles into U.S. dollars over a short period of a few days. Expirations of futures and options as well as possible front-running could have exacerbated the collapse of the Russian currency. The paper discusses measures taken by the Moscow Exchange and Bank of Russia during the episode and makes several recommendations to prevent a repetition of the similar events and provide an effective response in the face of future market breaks.


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