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E-PrintsUCM (56,481 recursos)
This site is a university repository providing access to the publication output of the institution. The site interface is available in English or Spanish.

Tipo = Documento de trabajo o Informe técnico

Mostrando recursos 1 - 20 de 1,325

1. La restauración de una obra de Santo Tomás de 1520 gravemente deteriorada (signatura BH FOA 5787) - Rodríguez Sánchez, Alejandra
En las páginas siguientes se describe el tratamiento de restauración llevado a cabo por la autora sobre el ejemplar, como parte del Proyecto de Fin de Grado correspondiente a los estudios de la especialidad de Documento Gráfico en la Escuela de Arte y Superior de Conservación y Restauración de Bienes Culturales de Salamanca. Los trabajos de restauración se llevaron a cabo en el Departamento de Conservación y Restauración de la Biblioteca Histórica, donde la autora desarrolló previamente las prácticas curriculares de los estudios citados bajo convenio de colaboración entre ambas instituciones.

2. Restauración de un impreso salmantino de 1572 (Sig. BH FLL 37676) - Moreno García, Yolanda
En este trabajo se describe el tratamiento de restauración llevado a cabo por la autora sobre el ejemplar descrito, como parte del Proyecto de Fin de Grado correspondiente a los estudios de la especialidad de Documento Gráfico en la Escuela de Arte y Superior de Conservación y Restauración de Bienes Culturales de Salamanca.Los trabajos de restauración se llevaron a cabo en el Departamento de Conservación y Restauración de la Biblioteca Histórica, donde la autora desarrolló previamente las prácticas curriculares de los estudios citados.

3. A zero-one half law for porosity of measures - Mera Rivas, María Eugenia; Morán Cabré, Manuel
We prove that the porosity of any Radon probability measure is either 0 or 1/2.

4. Learning and coordinating in a multilayer network - Lugo, Haydée; San Miguel, Maxi
We introduce a two layer network model for social coordination incorporating two relevant ingredients: a) different networks of interaction to learn and to obtain a pay-off, and b) decision making processes based both on social and strategic motivations. Two populations of agents are distributed in two layers with intralayer learning processes and playing interlayer a coordination game. We find that the skepticism about the wisdom of crowd and the local connectivity are the driving forces to accomplish full coordination of the two populations, while polarized coordinated layers are only possible for all-to-all interactions. Local interactions also allow for full coordination...

5. A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process - Hafner, Christian M.; McAleer, Michael
One of the most widely-used multivariate conditional volatility models is the dynamic conditional correlation (or DCC) specification. However, the underlying stochastic process to derive DCC has not yet been established, which has made problematic the derivation of asymptotic properties of the Quasi-Maximum Likelihood Estimators. The paper shows that the DCC model can be obtained from a vector random coefficient moving average process, and derives the stationarity and invertibility conditions. The derivation of DCC from a vector random coefficient moving average process raises three important issues: (i) demonstrates that DCC is, in fact, a dynamic conditional covariance model of the returns...

6. Smoothness, degrees of freedom and Liapunov exponents of a time series - Mera Rivas, María Eugenia; Morán Cabré, Manuel
We propose a set of tests addressing the issue of determining whether the generating law of a time series is a stochastic process or a chaotic dynamics. In the latter case, we test the smoothness and find the number of degrees of freedom of the underlying dynamics. We propose an adaptation of Eckmann and Ruelle algorithm for the computation of the Liapunov exponents of a time series. This algorithm computes efficiently the whole Liapunov spectrum of the observed dynamics, avoiding the problem of the spurious exponents.

7. European Market Portfolio Diversification Strategies across the GFC - Allen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
This paper features an analysis of the effectiveness of a range of portfolio diversification strategies as applied to a set of daily arithmetically compounded returns on a set of ten market indices representing the major European markets for a nine year period from the beginning of 2005 to the end of 2013. The sample period, which incorporates the periods of both the Global Financial Crisis (GFC) and subsequent European Debt Crisis (EDC), is challenging one for the application of portfolio investment strategies. The analysis is undertaken via the examination of multiple investment strategies and a variety of hold-out periods and...

8. On the Invertibility of EGARCH - Martinet, Guillaume Gaetan; McAleer, Michael
Of the two most widely estimated univariate asymmetric conditional volatility models, the exponential GARCH (or EGARCH) specification can capture asymmetry, which refers to the different effects on conditional volatility of positive and negative effects of equal magnitude, and leverage, which refers to the negative correlation between the returns shocks and subsequent shocks to volatility. However, the statistical properties of the (quasi-) maximum likelihood estimators (QMLE) of the EGARCH parameters are not available under general conditions, but only for special cases under highly restrictive and unverifiable conditions. A limitation in the development of asymptotic properties of the QMLE for EGARCH is...

9. Transparencia formal y sustantiva de los productores cinematográficos - Moreno Bobadilla, Ángela
Para la elaboración de esta investigación se ha escogido una muestra representativa formada por seis de las productoras cinematográficas más significativas del mundo del celuloide en nuestro país, tratando así de mostrar el grado de transparencia que tiene actualmente este sector tan importante, debido al gran volumen monetario que maneja y a todo el dinero público que recibe. A través de estos datos, que se van disgregar y comentar a continuación, va a ser posible comprobar el grado de incumplimiento que manifiestan en relación a la transparencia corporativa que deberían tener, mediante el cumplimiento de ciertos requisitos que exige la Ley...

10. Las medias estadísticas: ejercicios motivadores - Pajares García, Almudena; Tomeo Perucha, Venancio
El trabajo estudia la media estadística desde un punto de vita elemental para poder ser asimilado por estudiantes de Enseñanza Secundaria y Bachillerato. Para ello se consideran problemas sencillos de la vida ordinaria relacionados con la geometría elemental, con la física y con la economía.

11. Hot returns. When the State acts outside the law. Legal report. - Martínez Escamilla, Margarita; Sánchez Tomás,, José Miguel; Segovia Bernabé, José Luis; Díez Ripollés, José Luis; García España, ELISA; Gimbernat Ordeig, Enrique; González García, Julio; Pérez Alonso, Esteban; Pérez Manzano, Mercedes; Pérez Tremps, Pablo; Pérez Vera, Elisa; Revenga Sánchez, Miguel; Rey Martínez, Fernando; Ríos Martín, Julián; Sáiz Arraiz, Alejandro; Villaverde Menéndez, Ignacio
“Hot returns” is the term coined popularly to the action carried out by the law enforcement authorities and consists of handing the foreign citizens who have been intercepted by those authorities in the area under Spanish sovereignty over to the Moroccan authorities on a de facto basis without carrying out the legally established procedures or meeting the internationally acknowledged guarantees. Images, witnesses and other numerous sources with evidential value accredit such practices in the cities of Ceuta” and Melilla and the small islands under Spanish sovereignty. This report is aimed at (I) establishing that “hot returns” breach the immigration legislation...

12. Biblioteca Histórica "Marqués de Valdecilla": memoria 2013 - Torres Santo Domingo, Marta
Un total de 3.055 usuarios presenciales han consultado 8.751 libros y documentos en el año 2013, lo que supone una leve bajada del servicio con relación a años anteriores que hay que poner en relación con la bajada del número de estudiantes,doctorados, alumnos de master e investigadores dedicados a tiempo completo a tareas de investigación.Los principales servicios virtuales que ofrece la Biblioteca Histórica son la consulta de libros antiguos a través del catálogo Cisne y la consulta de los libros digitalizados a texto completo en las distintas bibliotecas digitales en las que están depositados los libros de la Biblioteca: desde...

13. The relationship between environment and growth: a model with externalities due to pollution - Escot Mangas, Lorenzo; Galindo Martín, Miguel Ángel
The goal of this paper is to analyse the relationship between economic growth and environment. We will take into account the neoclassical growth model and we will include the negative externalities on production derived from pollution. In this case, we will be able to study how the basic conclusions of the neoclassical growth model change. The results justi:tY that opposite measures to those defended by traditional neoclassical models must be introduced to improve long term per capita income. These policies must be coordinated with the environmental policy that reduces the negative effects derived from the pollution externalities.

14. European Market Portfolio Diversification Strategies across the GFC - Allen, David E.; McAleer, Michael; Powell, Robert J.; Singh, Abhay K.
This paper features an analysis of the effectiveness of a range of portfolio diversification strategies as applied to a set of daily arithmetically compounded returns on a set of ten market indices representing the major European markets for a nine year period from the beginning of 2005 to the end of 2013. The sample period, which incorporates the periods of both the Global Financial Crisis (GFC) and subsequent European Debt Crisis (EDC), is challenging one for the application of portfolio investment strategies. The analysis is undertaken via the examination of multiple investment strategies and a variety of hold-out periods and...

15. Mainstream Macroeconomics in the Light of Popper - Ayala, Iván H; Palacio Vera, Alfonso
Macroeconomics has been dominated over the last four decades by the Rational Expectations Hypothesis (REH) which implies that economies are inherently stable. REH is a key element of the New Neoclassical Synthesis (NNS) macroeconomic model which has also played a dominant role in theory and policy analysis over the last two decades. We analyse REH in light of Popper´s evolutionary theory of knowledge and learning. We claim that the latter provides macroeconomics with an epistemological and ontological foundation that, unlike REH, takes full account of human fallibility and upon which economists can build a more useful macroeconomic theory.

16. La crisis de las cajas y la respuesta legislativa - Sánchez-Calero Guilarte, Juan
Las cajas de ahorros se han visto abocadas a una crisis conjunta, al haberse procedido a una revisión radical de su normativa. El artículo analiza los cambios producidos con respecto a las cajas desde el estallido de la crisis financiera y hasta la aprobación de la Ley 26/2013. En buena medida, la crisis de las cajas de ahorro se ha debido a los defectos de la legislación aplicable a las mismas a partir de la LORCA de 1985.

17. Zero coupon bonds assesment using a stochastic model for the discount factor - Usábel Rodrigo, Miguel Arturo
In many empirical situations (e.g.:Libor), the rate of interest will remain fixed at a certain level (random instantaneous rate oi) for a random periodof time(ti) until a new random rate should be considered, oi+1, that will remain for ti+1, waiting time untill the next change in the rate of interest. Three models were developed using the approach cited aboye for random rate of interest and random waiting times between changes in the rate of interest. Using easy integral transforms (Laplace and Fourier) we will be able to calculate the moments of the probability function of the cliscount factor, V(t), and...

18. Multivariate characteristics of risk ruin processes using T-years deferred ruin probability - Usábel Rodrigo, Miguel Arturo
Frey and Schmidt (1996) obtained a recursive method of approximating finite time multivariate ruin probability based on a Mc-Laurin expansion for the classical case and exponentially tailed distributions of the claim size. In this work a generalization will be considered, firts beyond the classical case and later, in the classical context, for any distribution of the claim size. It will be also proved that the recursive procedure can be simplified.

19. Calculating ultimate non-ruin probabilities when claim sizes follow a generalized r-convolution distribution function - Usábel Rodrigo, Miguel Arturo
The non-ruin probability, for initial reserves u, in the classical can be calculated using the so-called Bromwich-Mellin inversion formula, an outstanding result from Residues Theory first introduced for these purposes by Seal(1977) for exponential claim size. We will use this technique when claim sizes follow a generalized r-convolution function distribution. Some of the most frequently used heavy-tailed distributions in actuarial science belongs to this family. Thorin(1977) or Berg(1981) proved that Pareto distributions are members of this family; so Thorin(1977) did with Log-normal distributions.

20. Approximations for multivariate characteristics of classical risk ruin processes - Usábel Rodrigo, Miguel Arturo
Multivariate characteristic of risk processes are of high interest to academic actuaries. In such modele the probability of ruin ie obtained not only considering initial reserves u but the severity of ruin y and the surplus before ruin x. This ruin probability can be expressed using an integral equation that can be efficiently solved using Gaver-Stehfest method of invertig Laplace transforms.

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