In this dissertation, three essays are presented that apply recent advances in time-series methods to the analysis of inflation and stock market index data for Taiwan. Specifically, ARCH and GARCH methodologies are used to investigate claims of increased volatility in economic time-series data since 1980. In the first essay, analysis that accounts for structural change reveals that the fundamental relationship between inflation and its variability was severed by policies implemented during economic liberalization in Taiwan in the early 1980s. Furthermore, if residuals are corrected for serial correlation, evidence in favor of ARCH effects is weakened. In the second essay, dynamic linkages between daily stock returns and daily trading volume are explored. Both linear and nonlinear dependence are evaluated using Granger causality tests and GARCH modelling. Results suggest significant unidirectional Granger causality from stock returns to trading volume. In the third essay, comparative analysis of the frequency structure of the Taiwan stock index data is conducted using daily, weekly, and monthly data. Results demonstrate that the relationship between mean return and its conditional standard deviation is positive and significant only for high-frequency daily data.

Abstract This thesis considers some linear and nonlinear time series models. In the linear case, the analysis of a large number of short time series generated by a first order autoregressive type model is considered. The conditional and exact maximum likelihood procedures are developed to estimate parameters. Simulation results are presented and compare the bias and the mean square errors of the parameter estimates. In Chapter 3, five important nonlinear models are considered and their time series properties are discussed. The estimating function approach for nonlinear models is developed in detail in Chapter 4 and examples are added to illustrate the theory. A simulation study is carried out to examine the finite sample behavior of these proposed estimates based on the estimating functions.

Le sujet principal de cette thèse est l'intégration de l'information macroéconomique et financière par les marchés financiers. Les contributions présentées ici sont au nombre de cinq. Les trois premières utilisent de récentes avancées de l'économétrie de la valorisation d'actifs. L'objectif est de mesurer les anticipations, l'aversion au risque ou simplement de prévoir le prix des produits dérivés. (1) Tout d'abord, on introduit une nouvelle méthode économétrique permettant d'estimer l'évolution de la distribution subjective à partir des futures sur taux d'int´erˆet.(2) Ensuite, à partir des cotations d'options et des futures sur le marché européen du Carbone, on met en évidence l'impact de la publication des quotas d'émission attribués par la Commission Européenne sur l'aversion au risque dans ce nouveau marché. (3) Puis, on présente un nouveau modèle d'évaluation de produits dérivés basé sur des rendements suivant une loi hyperbolique généralisée sous la mesure historique. En supposant que le noyau de prix est une fonction exponentielle affine de la valeur future du sous-jacent, on montre que la distribution risque neutre est unique et à nouveau conditionnellement hyperbolique généralisée. Le modèle conduit à de faibles erreurs de prix, lorsqu'on les compare à la littérature existante. Enfin, deux thèmes li´es à l'impact des nouvelles macro-économiques sur la courbe des taux sont présentés ici: (4) on montre tout d'abord que la perception de l'impact d'une surprise sur le marché des taux européens est grandement modifiée lorsque l'on tient compte de l'influence américaine. (5) Ensuite, on quantifie l'intuition largement répandue selon laquelle la forme de la structure par terme de l'impact des nouvelles sur la courbe des taux d´epend des conditions économiques et monétaires, et ceci dans le cas américain.

<p>About ten years ago Volvo Cars could see that car manufactures began to introduce rear wheel arch liners made of non-woven fabrics or some kind of laminate which are mostly common today. Volvo Cars have also seen that competitors now are beginning to develop the front wheel arch liners more and more and expect a development equal to the one for the rear wheel arch liners. This is why we are set to optimize the front wheel arch liner.</p><p>For development of mechanical products such as car parts, a discursive method is most suitable to follow. For example systematical concept development which we have used in our work.</p><p>From a technical point of view, our results shows that the penta laminate used for the wheel arch liner on Mercedes Benz S-class is by far the best material. Unfortunately it is rather expensive which of course affects its result in a negative way when cost is taken in to consideration. When including cost, the solid plastic is actually rather economical.</p><p>After assessment of the result in total we are however convinced that Volvo Cars should concentrate on further research of penta laminate and open negotiations with different suppliers regarding a material of this kind.</p><p>Regarding the geometry, the tests and studies that Volvo Cars have performed earlier on splash shields clearly shows the usage of the part and further research done by our selves does not point at any problems with a splash shield integrated in the wheel arch liner.</p> / <p>För ungefär tio år sedan kunde Volvo Cars se att biltillverkare började introducera bakre hjulhus tillverkade av ”non-woven” fibrer eller någon form av laminat vilket idag är högst vanligt. Volvo Cars har också sett att konkurrenter nu börjar utveckla främre hjulhus mer och mer och räknar med en utveckling liknande den för bakre hjulhus. Detta är anledningen till att vi har fått uppgiften att optimera det främre hjulhuset.</p><p>För utveckling av mekaniska produkter så som bildelar, är en diskursiv metod mest lämpad att följa. Till exempel systematisk konceptutveckling som vi har valt att använda i vårt arbete.</p><p>Sett ur ett tekniskt perspektiv, visar våra resultat att pentalaminatet som används för hjulhusen på Mercedes Benz S-klass, är det överlägset bästa materialet. Tyvärr ar det ganska dyrt vilket naturligtvis påverkar dess resultat negativt när hänsyn tas till kostnader. När vi även ser till kostnaderna, är faktiskt den rena plasten mycket ekonomisk. Efter bedömning av det totala resultatet, är vi helt övertygade om att Volvo Cars borde koncentrera sig på fortsatta undersökningar av pentalaminat och inleda förhandlingar med olika underleverantörer angående material av denna typ.</p><p>Angående geometrin, visar Volvo Cars’ sedan tidigare genomförda tester och studier att en splash shield fyller en viktig funktion och vidare undersökningar genomförda av oss själva pekar inte på några problem med en i hjulhuset integrerad splash shield.</p>

Conventional TCP is window based, which exploits the sliding window mechanism to conduct the flow control. It increases the sending window additively and decreases the sending window multiplicatively in response to successful transmission and, packet loss/timeout events respectively. While the mechanism works quite well in normal networks, TCP can hardly reach the ideal bandwidth utilization in long fat networks (LFNs) due to long delay and bursts of packet losses. Besides, as wireless and mobile computing has become popular today, packet loss in such networks may occur due to noise, interference and handoff across different domains. TCP could not react to different situations effectively as it sees all packet losses as an indication of network congestion. In this thesis, we proposed a new transmission control mechanism called Active Rate Anchoring TCP (ARCH-TCP). In ARCH-TCP, we explicitly integrate bandwidth measurement into TCP to solve the aforementioned problem. Specifically, we exploit packet-pair measurement to quickly estimate bandwidth share and then RTT variation is observed to compensate measurement error. We built the model in J-Sim network simulator to evaluate the effectiveness of our proposal. We found that ARCH-TCP can react to network conditions quickly and precisely in both wired and wireless networks and both in the normal networks and LFNs.

Cleft palate is a common human birth defect caused by any process which interferes with palatogenesis. Studies in Hoxa2 mutant (Hoxa2-/-) mice which exhibit a secondary cleft palate were reported to be due to an abnormal positioning of the tongue which prevents normal palatal shelf fusion to occur. To obtain direct evidence for the importance of Hoxa2 in murine palate development, an in vitro whole organ palatal culture model was developed, eliminating any influences from the tongue. A retroviral gene delivery system was employed, containing either Hoxa2 sense or Hoxa2 antisense cDNA, to respectively enhance or knockdown the expression of Hoxa2 mRNA in the developing palate. <p>Our results show that palatal cultures infected with the lowest titer of Hoxa2 sense virus induce a fusion rate of 72.7%, which is similar to palatal cultures treated with the control virus (81.8%), although fusion rates of 41.2% to 50.0% were observed in palates infected with higher titers. With the antisense virus treated group, a more profound inhibition of the fusion rate was observed (27.7% - 46.1%), which is comparable with the frequency of palatal fusion in Hoxa2-/- mice (44.4%). Additionally, the palatal shelves in both sense and antisense virus treated groups appear to be relatively shorter in length, than those measured in the control group. Interestingly, in the antisense virus treated group, the ratio of the length of the fused portion to the length of palatal shelves appears to be relatively large compared to the control group. Verification and quantification of Hoxa2 mRNA in the developing palate between E12.5 and E15.5 was performed by real-time RT-PCR. Hoxa2 gene expression was observed at all stages studied, with expression being the highest at E12.5 and declining from E13.5. The expression level remained constant from E13.5 through E15.5. These findings demonstrate for the first time that Hoxa2 may play a direct role in murine palate development. Results suggest that both factors (the absence of Hoxa2 gene in the palate causing delayed palatal development, as well as the position of the tongue) appear to act in unison to produce cleft palate in Hoxa2 knockout mice.

Purpose: This study was conducted to evaluate the success of fixed space maintainers (fspms) placed by a sole dental practitioner in a private practice setting. The survey was conducted to evaluate the use of fspms by pediatric dentists and orthodontists. Methods: 899 fspms placed in 531 patients were evaluated. An online survey was sent to 1000 pediatric dentists and 1000 orthodontists. Results: The clinical success rate was 86.6%. The response rate for pediatric dentists surveyed was 43.0% but for orthodontists was only 7.0%. The vast majority of responding pediatric dentists (99.8%) and orthodontists (97.0%) placed fspms. The most common reason cited for failure by the pediatric dentists was cement loss (47.3%) and breakage by the orthodontists (30.4%). Conclusions: Fixed space maintainers had a high clinical success rate (86.6%) and were placed by the vast majority of responding pediatric dentists (99.8%) and orthodontists (97.0%).

Purpose: This study was conducted to evaluate the success of fixed space maintainers (fspms) placed by a sole dental practitioner in a private practice setting. The survey was conducted to evaluate the use of fspms by pediatric dentists and orthodontists. Methods: 899 fspms placed in 531 patients were evaluated. An online survey was sent to 1000 pediatric dentists and 1000 orthodontists. Results: The clinical success rate was 86.6%. The response rate for pediatric dentists surveyed was 43.0% but for orthodontists was only 7.0%. The vast majority of responding pediatric dentists (99.8%) and orthodontists (97.0%) placed fspms. The most common reason cited for failure by the pediatric dentists was cement loss (47.3%) and breakage by the orthodontists (30.4%). Conclusions: Fixed space maintainers had a high clinical success rate (86.6%) and were placed by the vast majority of responding pediatric dentists (99.8%) and orthodontists (97.0%).

About ten years ago Volvo Cars could see that car manufactures began to introduce rear wheel arch liners made of non-woven fabrics or some kind of laminate which are mostly common today. Volvo Cars have also seen that competitors now are beginning to develop the front wheel arch liners more and more and expect a development equal to the one for the rear wheel arch liners. This is why we are set to optimize the front wheel arch liner. For development of mechanical products such as car parts, a discursive method is most suitable to follow. For example systematical concept development which we have used in our work. From a technical point of view, our results shows that the penta laminate used for the wheel arch liner on Mercedes Benz S-class is by far the best material. Unfortunately it is rather expensive which of course affects its result in a negative way when cost is taken in to consideration. When including cost, the solid plastic is actually rather economical. After assessment of the result in total we are however convinced that Volvo Cars should concentrate on further research of penta laminate and open negotiations with different suppliers regarding a material of this kind. Regarding the geometry, the tests and studies that Volvo Cars have performed earlier on splash shields clearly shows the usage of the part and further research done by our selves does not point at any problems with a splash shield integrated in the wheel arch liner. / För ungefär tio år sedan kunde Volvo Cars se att biltillverkare började introducera bakre hjulhus tillverkade av ”non-woven” fibrer eller någon form av laminat vilket idag är högst vanligt. Volvo Cars har också sett att konkurrenter nu börjar utveckla främre hjulhus mer och mer och räknar med en utveckling liknande den för bakre hjulhus. Detta är anledningen till att vi har fått uppgiften att optimera det främre hjulhuset. För utveckling av mekaniska produkter så som bildelar, är en diskursiv metod mest lämpad att följa. Till exempel systematisk konceptutveckling som vi har valt att använda i vårt arbete. Sett ur ett tekniskt perspektiv, visar våra resultat att pentalaminatet som används för hjulhusen på Mercedes Benz S-klass, är det överlägset bästa materialet. Tyvärr ar det ganska dyrt vilket naturligtvis påverkar dess resultat negativt när hänsyn tas till kostnader. När vi även ser till kostnaderna, är faktiskt den rena plasten mycket ekonomisk. Efter bedömning av det totala resultatet, är vi helt övertygade om att Volvo Cars borde koncentrera sig på fortsatta undersökningar av pentalaminat och inleda förhandlingar med olika underleverantörer angående material av denna typ. Angående geometrin, visar Volvo Cars’ sedan tidigare genomförda tester och studier att en splash shield fyller en viktig funktion och vidare undersökningar genomförda av oss själva pekar inte på några problem med en i hjulhuset integrerad splash shield.

Cleft palate is a common human birth defect caused by any process which interferes with palatogenesis. Studies in Hoxa2 mutant (Hoxa2-/-) mice which exhibit a secondary cleft palate were reported to be due to an abnormal positioning of the tongue which prevents normal palatal shelf fusion to occur. To obtain direct evidence for the importance of Hoxa2 in murine palate development, an in vitro whole organ palatal culture model was developed, eliminating any influences from the tongue. A retroviral gene delivery system was employed, containing either Hoxa2 sense or Hoxa2 antisense cDNA, to respectively enhance or knockdown the expression of Hoxa2 mRNA in the developing palate. <p>Our results show that palatal cultures infected with the lowest titer of Hoxa2 sense virus induce a fusion rate of 72.7%, which is similar to palatal cultures treated with the control virus (81.8%), although fusion rates of 41.2% to 50.0% were observed in palates infected with higher titers. With the antisense virus treated group, a more profound inhibition of the fusion rate was observed (27.7% - 46.1%), which is comparable with the frequency of palatal fusion in Hoxa2-/- mice (44.4%). Additionally, the palatal shelves in both sense and antisense virus treated groups appear to be relatively shorter in length, than those measured in the control group. Interestingly, in the antisense virus treated group, the ratio of the length of the fused portion to the length of palatal shelves appears to be relatively large compared to the control group. Verification and quantification of Hoxa2 mRNA in the developing palate between E12.5 and E15.5 was performed by real-time RT-PCR. Hoxa2 gene expression was observed at all stages studied, with expression being the highest at E12.5 and declining from E13.5. The expression level remained constant from E13.5 through E15.5. These findings demonstrate for the first time that Hoxa2 may play a direct role in murine palate development. Results suggest that both factors (the absence of Hoxa2 gene in the palate causing delayed palatal development, as well as the position of the tongue) appear to act in unison to produce cleft palate in Hoxa2 knockout mice.