Hedging dynamic

Keil R. G., TsamakisE., Fuh C. B., Giddings J. C., and Hedges J. 1. (1994a) Mineralogical and textural controls on organic composition of coastal marine sediments hydro-dynamic separation using SPLITT fractionation. Geochim. Cosmochim. Acta. 57, 879-893. 

Hedges et al. (4) analyzed buried white oak (approximately 25,000 years old) and red alder and Sitka spruce (2500 years old). All of these samples were considered to be in the dynamic process of diagenesis. The oak was excavated in a drill hole, 100 m deep in sediment off the continental slope of Louisiana. The alder and spruce were excavated from a deposit contemporaneous with a 2500-year-old archaeological site on the Hoko River bank on the Olympic Peninsula of Washington State. This wood, even though not artifact material, illustrates the changes that would affect archaeological wood of this age in this environment. 

Fung, W., and Hseih, D. A. (1997), Empirical Characteristics of Dynamic Trading Strategies The Case of Hedge Funds, Review of Financial Studies, Vol. 10, No. 2, pp. 275-302. 

L. Martellini and P. Priaulet, Fixed-Income Securities Dynamic Methods for Interest Rate Risk Pricing and Hedging (New York John Wiley 8c Sons, 2000). France (1995-98)—Spot ZC IM-lOY 3 66.64/20.52/6.96... 

Kroner KF, Sultan J (1993) Time-varying distributions and dynamic hedging with fineign currency futures. J Financ Quant Anal 28(4) 535-551... 

The two laboratory studies reviewed above have focused on static setup and it has been noted that irregular waves also produce dynamic wave setup. Hedges and Mase have presented an interesting reanalysis of earlier runup laboratory measurements by Mase in which irregular waves provided the forcing. The planar slopes represented in the data were 1 5, 1 10, 1 20, and 1 30. Figure 1.6 presents an example of the form in which the data were plotted where the horizontal axis is... 

A general feature in the diffusive dynamics of supercooled or viscous liquids is that particles are trapped in a cage for a long time because the thermal motions are not activated enough. This is also the case of our model of ionic liquids at low temperatures an ion exhibits merely oscillatory motions, occasionally interrupted by significant movements. We monitor such large motions of each ion and thereby quantify local dynamics in the ionic liquid. In this study, local excitation events refer to the instances Ij, l2, h, , where the displacement of an ion i exceeds a threshold distance, i.e., r (ti) — ri(0) > d, r,(t2) — r,(ii) > d, r,(f3) — r,(f2) > d, , etc (Hedges et al., 2007). The more local excitation occurs frequently, the more the ion is mobile. The cut off distance d should be chosen appropriately in order to probe the local dynamics. We display the results for d = 3.0 A, for example, and note that other choices of d on the order of the inter-ion distances do not alter our results qualitatively. 

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