Recursos de colección

E-Prints Complutense (110.336 recursos)

En este archivo los docentes e investigadores de la UCM depositan sus documentos en acceso abierto (open access)

Tipo = Documento de trabajo o Informe técnico

Mostrando recursos 1 - 20 de 154

  1. Conservación de una obra deteriorada por roedores:(BH FLL 20704)

    Katati Bote, Sara
    En las páginas siguientes se detalla el tratamiento llevado a cabo sobre la obra,la cual presenta un deterioro significativo por la actividad de roedores. El hecho de que la Biblioteca cuente con otro ejemplar de la misma edición llevó a la determinación de conservar el deterioro, quedando el libro como ejemplo de este tipo concreto de alteraciones. El trabajo fue realizado por la autora, alumna de la Escuela Superior de Conservación y Restauración de Bienes Culturales de Madrid (ESCRBC), en el contexto de la “Campaña de verano 2018”, en la que estudiantes de la ESCRBC realizan prácticas en la Biblioteca Histórica bajo...

  2. Estudio comparativo y análisis de la situación actual de las obras huérfanas en Europa: informe científico-técnico

    Arquero Avilés, Rosario; Carrillo Caminal, Laura; Cobo Serrano, Silvia; De la Fuente Torre, Mercedes; García-Ochoa Roldán, María Luisa; Guindal Martínez, Laura; Marco Cuenca, Gonzalo; Muñoz Cañavate, Antonio; Pacios Lozano, Ana Reyes; Romero Gallego, Noelia; Salvador Oliván, José Antonio; Siso Calvo, Brenda; Soler Vaquer, Carmen
    En un primer nivel de análisis, se realiza una radiografía del estado de la cuestión de los 28 estados miembros de la UE en lo que se refiere a aspectos relacionados con la transposición de la Directiva Europea de obras huérfanas (Directiva 2012/28/UE del Parlamento Europeo y del Consejo, de 25 de octubre de 2012, sobre ciertos usos autorizados de las obras huérfanas). En un segundo nivel de análisis, se caracterizan e identifican (como foco principal de la investigación) los elementos relacionados con las obras huérfanas directamente vinculados con el ámbito de la Documentación, es decir, aquellos relacionados con la existencia...

  3. Contagion spillovers between sovereign and financial European sector from a Delta CoVaR approach

    Ojea Ferreiro, Javier
    I examine the evolution of contagion indexes between the European financial sector and the sovereign sector (Austria, Belgium, France, Germany, Italy, Netherlands and Spain) during the European sovereign credit crisis. Contagion indexes, Delta CoVaR and Delta CoES, reflect events associated with extreme left tail returns and interdependencies between defaults different than those observed in tranquil times. These measures reveal very useful information concerning risk management. I use a copula approach with time-varying parameters to capture changes in the tail dependence between returns in the financial and the sovereign sectors. I employ a Switching Markov model to identify the most stressful moments...

  4. The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions

    Chang, Chia-Lin; McAleer, Michael
    The purpose of the paper is to (i) show that univariate GARCH is not a special case of multivariate GARCH, specifically the Full BEKK model, except under parametric restrictions on the off-diagonal elements of the random coefficient autoregressive coefficient matrix, that are not consistent with Full BEKK, and (ii) provide the regularity conditions that arise from the underlying random coefficient autoregressive process, for which the (quasi-) maximum likelihood estimates (QMLE) have valid asymptotic properties under the appropriate parametric restrictions. The paper provides a discussion of the stochastic processes that lead to the alternative specifications, regularity conditions, and asymptotic properties of...

  5. Determinantes socio-institucionales de la distribución de la renta. El caso de España (1987-2015)

    Cárdenas del Rey, Luis; Herrero Alba, Daniel
    Este trabajo analiza los factores que explican la caída continuada de la participación de los salarios sobre la renta en la economía española a lo largo del periodo 1987-2015. En el análisis se diferencian tres tipos de factores que dan cuenta de este retroceso: técnico-productivos, la acción del Estado y socio-institucionales. A través de una metodología estadístico-descriptiva, combinada con un análisis cualitativo del periodo, el artículo muestra que los cambios en la composición sectorial del empleo, la intensidad del empleo, la política económica y la evolución del marco de relaciones laborales y el mercado de trabajo son las causas del...

  6. Asymmetric Risk Impacts of Chinese Tourists to Taiwan

    Chang, Chia-Lin; Hsu, Shu-Han; McAleer, Michael
    Since 2008, when Taiwan’s President Ma Ying-Jeou relaxed the Cross-Strait policy, China has become Taiwan’s largest source of international tourism. In order to understand the risk persistence of Chinese tourists, the paper investigates the short-run and long-run persistence of shocks to the change rate of Chinese tourists to Taiwan. The daily data used for the empirical analysis is from 1 January 2013 to 28 February 2018. McAleer’s (2015) fundamental equation in tourism finance is used to link the change rate of tourist arrivals and the change in tourist revenues. Three widely-used univariate conditional volatility models, namely GARCH(1,1), GJR(1,1) and EGARCH(1,1),...

  7. Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections

    Chang, Chia-Lin; McAleer, Michael; Wong, Wing-Keung
    This paper provides a review of some connecting literature in Decision Sciences, Economics, Finance, Business, Computing, and Big Data. We then discuss some research that is related to the six cognate disciplines. Academics could develop theoretical models and subsequent econometric and statistical models to estimate the parameters in the associated models. Moreover, they could then conduct simulations to examine whether the estimators or statistics in the new theories on estimation and hypothesis have small size and high power. Thereafter, academics and practitioners could then apply their theories to analyze interesting problems and issues in the six disciplines and other cognate...

  8. Modular specification in rewriting logic (extended version)

    Martín Sánchez, Óscar; Verdejo López, José Alberto; Martí-Oliet, Narciso
    Our aim is to bring modularity to system specification in rewriting logic. Modularity here is in the sense of decomposing a system into its functional components, coding the specification for each component as a separate system, and then assembling them back. Rewriting logic is well suited for the specification of concurrent and non-deterministic systems but, up to now, modularity could hardly be addressed within it. The base of our proposal is the operation that we call synchronous composition. We discuss the reasons and implications of our proposal, and formalize it for rewriting logic and also for transition structures, to be...

  9. Simple Market Timing with Moving Averages

    Ilomäki, Jukka; Laurila, Hannu; McAleer, Michael
    Consider using the simple moving average (MA) rule of Gartley (1935) to determine when to buy stocks, and when to sell them and switch to the risk-free rate. In comparison, how might the performance be affected if the frequency is changed to the use of MA calculations? The empirical results show that, on average, the lower is the frequency, the higher are average daily returns, even though the volatility is virtually unchanged when the frequency is lower. The volatility from the highest to the lowest frequency is about 30% lower as compared with the buy-and-hold strategy volatility, but the average...

  10. Latent Volatility Granger Causality and Spillovers in Renewable Energy and Crude Oil ETFs

    Chang, Chia-Lin; McAleer, Michael; Wang, Yu-Ann
    The purpose of the paper is to examine latent volatility Granger causality for four renewable energy Exchange Traded Funds (ETFs) and crude oil ETF (USO), namely solar (TAN), wind (FAN), water (PIO), and nuclear (NLR). Data on the renewable energy and crude oil ETFs are from 18 June 2008 to 20 March 2017. From the underlying stochastic process of a vector random coefficient autoregressive (VRCAR) process for the shocks of returns, we derive Latent Volatility Granger causality from the Diagonal BEKK multivariate conditional volatility model. We follow Chang et al. (2015)’s definition of the co-volatility spillovers of shocks, which calculate...

  11. Memoria final Proyecto 43 de 2017-18

    Ezquerra, Angel

  12. Universidad inclusiva para la promoción de una sociedad inclusiva

    Gil Zafra, Miguel Angel; Royuela López, Belen; Pérez Martínez, Sara; Díaz Catalan, Celia; Funes Lapponi, Silvia
    Proyecto de innovación interfacultativo que promeve el conocimiento y el cambio de actitudes desde el marco académico universitario la inclusión de las personas con diversidad funcional (discapacidad), para, a partir de la transformación personal y social, se consiga una sociedad más justa y más inclusiva.

  13. Modular specification in rewriting logic (extended version)

    Martín Sánchez, Óscar; Verdejo López, Alberto; Martí Oliet, Narciso
    Our aim is to bring modularity to system specification in rewriting logic. Modularity here is in the sense of decomposing a system into its functional components, coding the specification for each component as a separate system, and then assembling them back. Rewriting logic is well suited for the specification of concurrent and non-deterministic systems but, up to now, modularity could hardly be addressed within it. The base of our proposal is the operation that we call synchronous composition. We discuss the reasons and implications of our proposal, and formalize it for rewriting logic and also for transition structures, to be...

  14. Brecha madre-padre en el uso de las medidas de conciliación y su efecto sobre las carreras profesionales de las madres

    Escot Mangas, Lorenzo; Fernández Cornejo, José Andrés
    Se recogen algunos de los resultados y conclusiones obtenidos en el proyecto de investigación "Corresponsabilidad mujer-hombre en los cuidados desde la perspectiva empresarial. Cultura corporativa y sensibilidad de las organizaciones con varones que desean conciliar" (Proyecto I+D 2014 Ref FEM2014-56723-P), realizado a lo largo del período 2015-2017.

  15. Biblioteca de la Facultad de Ciencias Políticas y Sociología: memoria 2017.

    Lizarraga Echaide, Juan Manuel

  16. Realidad de la ayuda. Cambio de tendencia, pero sin apuesta sustancial por parte del apuesta sustancial por parte del Gobierno

    Sanahuja, José Antonio

  17. Actuarial accounting for a notional defined contribution scheme combining retirement and longterm care benefits

    Vidal-Meliá, Carlos; Ventura-Marco, Manuel; Pérez-Salamero González, Juan Manuel
    This paper develops a social insurance accounting model for a notional defined contribution (NDC) scheme combining retirement and long-term care (LTC) contingencies. The procedure relies on standard double-entry bookkeeping and enables us to compile a “Swedish” type actuarial balance sheet (ABS) following a framework equivalent to an open group approach. This methodology is suitable for reporting the system’s solvency status and can show periodical changes in the system’s financial position by means of an income statement. The information underpinning the actuarial valuation is based on events and transactions that are verifiable at the valuation date, without considering expected future trends....

  18. Fake News and Indifference to Scientific Fact: President Trump's Confused Tweets on Global Warming, Climate Change and Weather

    Allen, David E.; McAleer, Michael; McHardy Reid, David
    A set of 115 tweets on climate change by President Trump, from 2011 to 2015, are analysed by means of the data mining technique, sentiment analysis. The intention is to explore the contents and sentiments of the messages contained the degree to which they differ, and their implications about his understanding of climate change. The results suggest a predominantly negative emotion in relation to tweets on climate change, but they appear to lack a clear logical framework, and confuse short term variations in localised weather with long term global average climate change.

  19. El campo de valores de una matriz y su aplicación a los polinomios ortogonales

    Tomeo Perucha, Venancio; Torrano Giménez, Emilio
    En este trabajo se define y se recuerdan las principales propiedades del campo de valores de una matriz y se visualizan campos de valores de matrices sencillas mediante el método de Montecarlo. Se estudia además la caracterización de Murnaghan y se utiliza para dibujar campos de valores de otras matrices sencillas mediante el método de la envolvente. Finalmente se aplican estas técnicas a las matrices de Hessenberg relativas a polinomios ortogonales sobre curvas del plano complejo, representando las curvas soporte mediante sumas obtenidas con la función de Riemann.

  20. Path and speed of spectrum management reform under uncertain costs and benefits

    García-García, José Marino; Valiño Castro, Aurelia; Sánchez Fuentes, Antonio Jesús
    The unsolved question in spectrum management is no longer if a reform is necessary to enable higher market participation but the optimal path and speed of reform. We offer an expression to determine when to choose a gradual or big bang reform depending on current and expected technology and an expression to determine whether to wait or not for new technology. Gradual is better if the technological advance coefficient is high, the reversibility of the reforms is costly, the duration of the second reform is long, the probability of an outcome lower than expected is considerable or the reforms are...

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