You may have to Search all our reviewed books and magazines, click the sign up button below to create a free account.
Chiefly covers the 19th-20th centuries.
√Root Korean is your guide to mastering the secret of the Korean language-the Hanja! This dictionary contains over 6,000 Korean root words (Hanja) that will help you increase your Korean vocabulary. Hanja are borrowed Chinese characters that use Korean pronunciation. For example, 입구 (entrance) can be written in Hanja as 入口 where 入 means 'to enter' and 口 means 'opening.' Buy √Root Korean and increase your Korean vocabulary today!
Through this collection of heartfelt true stories about family ties, helping neighbors, and lasting friendships, children will see how other kids their age have learned valuable lessons from the choices they've made--and most of all, they will realize that they are not alone.
Miles franklin Award winner 2005.
The past few decades have witnessed a global move towards private provision for retirement through individual defined contribution pensions at the expense of publicly provided and employer-sponsored defined benefit pensions. As a consequence, workers and retirees are becoming increasingly exposed to uncertainties in financial, labour and economic markets. The contributors to this book analyse the implications for retirement income policy, workers and retirees in view of the current climate of heightened exposure to scary markets. The implications of a broad range of scary market scenarios are presented, and novel solutions prescribed. Retirement incomes across a number of countries including...
The volatility of financial returns changes over time and, for the last thirty years, Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models have provided the principal means of analyzing, modeling and monitoring such changes. Taking into account that financial returns typically exhibit heavy tails - that is, extreme values can occur from time to time - Andrew Harvey's new book shows how a small but radical change in the way GARCH models are formulated leads to a resolution of many of the theoretical problems inherent in the statistical theory. The approach can also be applied to other aspects of volatility. The more general class of Dynamic Conditional Score models extends to robust modeling of outliers in the levels of time series and to the treatment of time-varying relationships. The statistical theory draws on basic principles of maximum likelihood estimation and, by doing so, leads to an elegant and unified treatment of nonlinear time-series modeling.