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We study b¯b and c¯c production and the influence of nuclear shadowing at LHC and RHIC energies. We find a significant reduction in the production cross section of both charm and bottom at RHIC and LHC. Bound states such as and J/psi are suppressed by this reduction in the charm production cross sections. Therefore, J/psi suppression may not be useful as a signature for the quark gluon plasma. PACS: 12.38.Mh, 25.75.-q, 24.85.+p, 14.65.Dw
We compute bremsstrahlung arising from the acceleration of individual charged baryons and mesons during the time evolution of high-energy Au+Au collisions at the Relativistic Heavy Ion Collider using a microscopic transport model. We elucidate the connection between bremsstrahlung and charge stop- ping by colliding artificial pure proton on pure neutron nuclei. From the inten- sity of low energy bremsstrahlung, the time scale and the degree of stopping could be accurately extracted without measuring any hadronic observables. PACS: 25.75.-q, 13.85.Qk
This paper provides an empirical assessment of hypotheses that identify causes of demand side constraints of individual labour supply. In a comparative study for the USA and the FRG we focus on analysing the effect of productivity gaps (industry wage growth beyond productivity growth), industry investment intensity and regional labour market conditions on individual employment probabilities. Furthermore, we investigate whether demand side constraints of labour supply can be caused by a spill over from commodity markets. Efficiency wage theory and the theory of inter-industry wage differentials are utilised to derive identifying restrictions that are applicable to the labour supply models for both countries. The econometric contribution of the paper is the derivation and application of a two step estimation method for the class of simultaneous random effects double hurdle models, of which the labour supply model employed in this paper is a special case. To provide the empirical basis for the comparative study, the Panel Study of Income Dynamics and the German Socio-Economic Panel are linked to the OECD’s International Sectoral Database. JEL classification: C33, C34, J64, O57
By using the background field method of QCD in a path integral approach, we derive the equation of motion for the classical chromofield and for the gluon in a system containing the gluon and the classical chromofield simul- taneously. This inhomogeneous field equation contains a current term, which is the expectation value of a composite operator including linear, square and cubic terms of the gluon field. We also derive identities which the current should obey from the gauge invariance. We calculate the current at the leading order where the current induced by the gluon is opposite in sign to that induced by the quark. This is just the feature of the non-Abelian gauge field theory which has asymptotic freedom. Physically, the induced current can be treated as the displacement current in the polarized vacuum, and its e ect is equivalent to redefining the field and the coupling constant. PACS: 12.38.-t,12.38.Aw,11.15.-q,12.38.Mh
A generic property of a first-order phase transition in equilibrium, and in the limit of large entropy per unit of conserved charge, is the smallness of the isentropic speed of sound in the mixed phase . A specific prediction is that this should lead to a non-isotropic momentum distribution of nucleons in the reaction plane (for energies < 40A GeV in our model calculation). On the other hand, we show that from present effective theories for low-energy QCD one does not expect the thermal transition rate between various states of the effective potential to be much larger than the expansion rate, questioning the applicability of the idealized Maxwell/Gibbs construction. Experimental data could soon provide essential information on the dynamics of the phase transition.
Modelling consumer behaviour in a profile design using a three equation generalised Tobit model
(1997)
We propose the application of a three equation generalised Tobit to model different aspects of consumer behaviour in a full profile study design. The model takes into account that consumer behaviour can be measured by preference scores, purchase probability and purchase volume. We aim to avoid the drawbacks of traditional conjoint analysis where the latter two aspects are disregarded. Starting from a full profile design, we develop the appropriate questionnaire layout, the econometric model, the likelihood function and tests. The model is applied in a market entry study for an innovative medicament after a reform of Germany´s public health system in 1993-1994. JEL Classification: C35,M31,L65
Equation of state of baryon rich quark matter is studied within the SU(3) Nambu Jona-Lasinio model with flavour mixing interaction. Possible bound states (strangelets) and chiral phase transitions in this matter are investigated at various values of strangeness fraction rs. The model predictions are very sensitive to the ratio of vector and scalar coupling constants, ¾ = GV /GS. At ¾ = 0.5 and zero temperature the maximum binding energy (about 15 MeV per baryon) takes place at rs C 0.4. Such strangelets are negatively charged and have typical life times < 10 7 s. The calculations are carried out also at finite temperatures. They show that bound states exist up to temperatures of about 15 MeV. The model predicts a first order chiral phase transition at finite baryon densities. The parameters of this phase transition are calculated as a function of rs.
The statistical coalescence model for the production of open and hidden charm is considered within the canonical ensemble formulation. The data for the J/psi multiplicity in Pb+Pb collisions at 158 A·GeV are used for the model prediction of the open charm yield which has not yet been measured in these reactions.
Comparison of MSACD models
(2003)
We propose a new framework for modelling time dependence in duration processes on financial markets. The well known autoregressive conditional duration (ACD) approach introduced by Engle and Russell (1998) will be extended in a way that allows the conditional expectation of the duration process to depend on an unobservable stochastic process which is modelled via a Markov chain. The Markov switching ACD model (MSACD) is a very flexible tool for description and forecasting of financial duration processes. In addition, the introduction of an unobservable, discrete valued regime variable can be justified in the light of recent market microstructure theories. In an empirical application we show that the MSACD approach is able to capture several specific characteristics of inter trade durations while alternative ACD models fail. JEL classification: C22, C25, C41, G14
We propose a new framework for modelling the time dependence in duration processes being in force on financial markets. The pioneering ACD model introduced by Engle and Russell (1998) will be extended in a manner that the duration process will be accompanied by an unobservable stochastic process. The Discrete Mixture ACD framework provides us with a general methodology which puts the idea into practice. It is established by introducing a discrete-valued latent regime variable which can be justified in the light of recent market microstructure theories. The empirical application demonstrates its ability to capture specific characteristics of intraday transaction durations while alternative approaches fail. JEL classification: C41, C22, C25, C51, G14.
In recent methodological work the well known ACD approach, originally introduced by Engle and Russell (1998), has been supplemented by the involvement of an unobservable stochastic process which accompanies the underlying process of durations via a discrete mixture of distributions. The Mixture ACD model, emanating from the specialized proposal of De Luca and Gallo (2004), has proved to be a moderate tool for description of financial duration data. The use of one and the same family of ordinary distributions has been common practice until now. Our contribution incites to use the rich parameterized comprehensive family of distributions which allows for interacting different distributional idiosyncrasies. JEL classification: C41, C22, C25, C51, G14.
We propose a new framework for modelling the time dependence in duration processes being in force on financial markets. The pioneering ACD model introduced by Engle and Russell (1998) will be extended in a manner that the duration process will be accompanied by an unobservable stochastic process. The Discrete Mixture ACD framework provides us with a general methodology which puts the idea into practice. It is established by introducing a discrete-valued latent regime variable which can be justified in the light of recent market microstructure theories. The empirical application demonstrates its ability to capture specific characteristics of intraday transaction durations while alternative approaches fail. JEL classification: C41, C22, C25, C51, G14.
In recent methodological work the well known ACD approach, originally introduced by Engle and Russell (1998), has been supplemented by the involvement of an unobservable stochastic process which accompanies the underlying process of durations via a discrete mixture of distributions. The Mixture ACD model, emanating from the specialized proposal of De Luca and Gallo (2004), has proved to be a moderate tool for description of financial duration data. The use of one and the same family of ordinary distributions has been common practice until now. Our contribution incites to use the rich parameterized comprehensive family of distributions which allows for interacting different distributional idiosyncrasies. JEL classification: C41, C22, C25, C51, G14
We propose a new framework for modeling time dependence in duration processes. The ACD approach introduced by Engle and Russell (1998) will be extended so that the conditional expectation of the durations depends on an unobservable stochastic process which is modeled via a Markov chain. The Markov switching ACD model (MSACD) is a flexible tool for description of financial duration processes. The introduction of a latent information regime variable can be justified in the light of recent market microstructure theories. In an empirical application we show that the MSACD approach is able to capture specific characteristics of inter trade durations while alternative ACD models fail. JEL classification: C41, C22, C25, C51, G14
Compactness is introduced as a new method to search for the onset of the quark matter transition in relativistic heavy ion collisions. That transition supposedly leads to stronger compression and higher compactness of the source in coordinate space. That effect could be observed via pion interferometry. We propose to measure the compactness of the source in the appropriate principal axis frame of the compactness tensor in coordinate space.
The equation of state for the pion gas is analyzed within the third virial approximation. The second virial coeffcient is found from the pi pi -scattering data, while the third one is considered as a free parameter. The proposed model leads to a first-order phase transition from the pion gas to a more dense phase at the temperature Tpt < 136 MeV. Due to relatively low temperature this phase transition cannot be related to the deconfinement. This suggests that a new phase of hadron matter hot pion liquid may exist.
The statistical coalescence model for the production of open and hidden charm is considered within the canonical ensemble formulation. The data for the J/psi multiplicity in Pb+Pb collisions at 158 A·GeV are used for the model prediction of the open charm yield. We find a strong enhancement of the open charm production, by a factor of about 2 4, over the standard hard-collision model extrapolation from nucleon-nucleon to nucleus-nucleus collisions. A possible mechanism of the open charm enhancement in A+A collisions at the SPS energies is proposed.
We discuss that hadron-induced atmospheric air showers from ultra-high energy cosmic rays are sensitive to QCD interactions at very small momentum fractions x where nonlinear effects should become important. The leading partons from the projectile acquire large random transverse momenta as they pass through the strong field of the target nucleus, which breaks up their coherence. This leads to a steeper x_F-distribution of leading hadrons as compared to low energy collisions, which in turn reduces the position of the shower maximum Xmax. We argue that high-energy hadronic interaction models should account for this effect, caused by the approach to the black-body limit, which may shift fits of the composition of the cosmic ray spectrum near the GZK cutoff towards lighter elements. We further show that present data on Xmax(E) exclude that the rapid ~ 1/x^0.3 growth of the saturation boundary (which is compatible with RHIC and HERA data) persists up to GZK cutoff energies. Measurements of pA collisions at LHC could further test the small-x regime and advance our understanding of high density QCD significantly.