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Ebook Why Print Your Own Work?

Submitted by antoq on Wed, 01/07/2009 - 07:40

The question sounds ludicrous and in a way it is; but it is a question I was asked and therefore it is a one that is obviously on the minds of some people. In a way, this question points to a deeper problem - a problem that I would describe as a certain lack of knowledge of the digital photographic process in particular and of the artistic process in general. For this reason I decided to write an essay on a subject that I would, otherwise, have brushed off to the side as irrelevant and a waste of my time. Ludicrous it may be. To write about it may be as well. After all, I could have other people print for me.

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Ebook Understanding the Political Influence of Blogs

Submitted by antoq on Tue, 01/06/2009 - 08:31

Screen shot Understanding the Political Influence of Blogs

While a very new field of research, most of the academic studies of blogging and politics conducted thus far have looked at the budding relationship through a media-based lens. In these studies, blogs are seen to affect politics only insofar as they are able to refocus the media's attention and re-frame policy debates. While this way of seeing the emergent association between blogs and politics makes a great deal of sense, the blogosphere also seems to be playing an increasingly powerful role in framing ideas and issues for legislators and leaders directly.

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PDF Ebook Estimation Risk in Financial Risk Management

Submitted by antoq on Sat, 06/06/2009 - 07:06

Value-at-Risk (VaR) is increasingly used in portfolio risk measurement, risk capital allocation and performance attribution. Financial risk managers are therefore rightfully concerned with the precision of typical VaR techniques.

The purpose of this paper is to assess the precision of common dynamic models and to quantify the magnitude of the estimation error by constructing confidence intervals around the point VaR and expected shortfall (ES) forecasts. A key challenge in constructing proper confidence intervals arises from the conditional variance dynamics typically found in speculative returns. Our paper suggests a resampling technique which accounts for parameter estimation error in dynamic models of portfolio variance.

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