International Telemetering Conference Proceedings / October 29-November 02, 1990 / Riviera Hotel and Convention Center, Las Vegas, Nevada / The concepts of modulation index and FM improvement are simple and straightforward when the modulating signals are sinesoidal. For a complex baseband waveform such as analog TV, the FM improvement may be seriously underestimated. A method for computer simulation of video waveforms and the resulting spectra are presented.

<p>This dissertation presents the construction procedure of &ldquo;high-frequency&rdquo; daily measure of changes in housing valuations, and analyzes its return dynamics, as well as investigates its relationship to capital markets. The dissertation consists of three chapters. The first chapter introduces the house price index methodologies and housing transaction data, and reviews the related literature. The second chapter shows the construction and modeling of daily house price indexes and highlights the informational advantage of the daily indexes. The final chapter provides detailed empirical and theoretical investigations of housing index return volatilities. </p><p>Chapter 2 discusses the relationship of the housing market with the other markets, such as consumer good market and financial markets. Different housing price indexes and their construction methodologies are introduced, with emphases on the repeat sales model and S&P/Case Shiller Home Price Index. A detailed description of the housing transaction data I use in the dissertation is also provided in this chapter.</p><p>Chapter 3 is co-authored with Professor Tim Bollerslev and Professor Andrew Patton. We construct daily house price indexes for ten major U.S. metropolitan areas. Our calculations are based on a comprehensive database of several million residential property transactions and a standard repeat-sales method that closely mimics the procedure used in the construction of the popular monthly Case-Shiller house price indexes. Our new daily house price indexes exhibit dynamic features similar to those of other daily asset prices, with mild autocorrelation and strong conditional heteroskedasticity. The correlations across house price index returns are low at the daily frequency, but rise monotonically with the return horizon, and are commensurate with existing empirical evidence for existing monthly and quarterly house price series. Timely and accurate measures of house prices are important in a variety of applications, and are particularly valuable during times of turbulence, such as the recent housing crisis. To quantify the informational advantage of our daily index, we show that a relatively simple multivariate time series model for the daily house price index returns, explicitly allowing for commonalities across cities and GARCH effects, produces forecasts of monthly house price changes that are superior to various alternative forecast procedures based on lower frequency data.</p><p>Chapter 4 investigates the properties of housing index return volatilities. Similar to stock market volatility, housing volatilities are found to respond asymmetrically to negative and positive returns. A direct test of volatility on changes in loan-to-value ratio suggests that the observed volatility asymmetry does not stem from changes in degree of housing financial leverage, but could result from the risk premium carried by housing volatility, which is supported by a consumption-based asset pricing model with housing. Moreover, housing and stock volatilities are found to be positively correlated from a set of predictive regressions based on realized variances of housing and stock markets, in which higher (lower) volatility in one market will be followed by higher (lower) volatility in the other. Finally, housing and stock cross-sectional return dispersions are shown to contain useful information in predicting both within-market and cross-market realized volatilities.</p> / Dissertation

published_or_final_version / Business Administration / Master / Master of Business Administration

published_or_final_version / abstract / Medical Sciences / Master / Master of Medical Sciences

In the summer of 2008, two hurricanes made landfall along the Texas coast causing billions of dollars in damage. Texas received presidential disaster declarations, which resulted in the state receiving over $350 million in hazard mitigation funds. Over 500 requests for mitigation projects were submitted to the government from communities impacted. Not all requested projects could be funded. As a result, those communities that submitted requests for well-defined mitigation projects were the primary beneficiaries of the federal mitigation funds. To better understand the factors that characterize a “welldefined” mitigation project, this study developed an index to rate the completeness and quality of mitigation project definitions. The study incorporated concepts from research on quality community planning and from project definition rating methods. The rating tool consists of detailed descriptions of the project scope elements along with a scoring method for the completeness and quality of the project’s definition. The rating tool and the detailed descriptions help to develop a “well-defined” mitigation project definition as well as to evaluate it. / text

Three empirical studies are conducted examining the efficiency of S&P 500 futures prices and the pricing of these futures contracts. In the first study, the ability of futures prices to predict the realized spot S&P 500 index prices on the expiration date is examined for near term contracts. The futures prices are found to be unbiased predictors of the realized spot index prices for the nineteen quarterly contracts from 1982 to 1986. Previous studies report significant deviations in S&P SOO futures prices from theoretically determined Cost of Carry Model (CCM) prices. In the second study, it is found that the CCM using the federal funds rate, a proxy for the overnight repurchase rate, provides relatively better estimates of the S&P S(x) futures prices over the 1984-1986 period. The futures mispricing also reflects the weekend effect anomaly: futures prices are "over-priced" relative to CCM prices on Mondays, whereas the opposite occurs on Fridays. The futures over-pricing (under-pricing) is characterized by "bull" ("bear") financial markets and the extent of price changes are relatively greater in the futures market. The futures under-pricing is supported by strong future market volume and open-interest positions. The basis and changes in it over the futures contract period are measures of how well integrated the futures market and the underlying spot market are. In the third study, based on daily closing prices for the S&P 500 index and index futures for the 1984-1986 period, it is found that the basis decreases over the contract period but the rate of decrease is independent of the time to expiration. The change in basis on Mondays is generally positive which also reflects the weekend effect anomaly. The daily basis is negative on 107 days, which generally occurs during strong futures market trading volume and open interest positions. It is doubtful whether the negative basis can be attributed to a negative net financing cost, where the dividend yield 0.1 the spot index exceeds the cost of financing the spot index forward.

No description available.

Class of 2010 Abstract / OBJECTIVES: To evaluate the product information and pivotal studies of injectable medications to determine if a specific size descriptor was included and if information was provided for dosing patients with extremes of body weight (body mass index < 18.5 or > 40 kg/m2). METHODS: This is a descriptive study of medications that received an approved new drug application (NDA) by the FDA between 1 January 2004 and 30 January 2009. Any information related to size descriptors, or dosing of patients with extremes of weight, was extracted and evaluated with a dosing usefulness score that ranged from a low of 0 to a high of 3. A score of 2 or greater was considered at least minimally adequate for dosing patients with extremes of weight. RESULTS: Of the 84 medications evaluated, some reference to weight descriptors was found for 23 (27%). None of the medications had information that generated a usefulness score of 2 or greater. CONCLUSIONS: The product information and pivotal studies involving newly approved medications is inadequate for dosing patients with extremes of weight and further research is needed. The FDA should mandate that product information contain the size descriptor and extremes of body weight relative to age and height that were used to develop dosing recommendations.

No description available.

Ringed seals (Phoca hispida) in the Canadian Arctic are subject to a variety of environmental and anthropogenic stressors that stand to potentially compromise population health and survival. Typically, animals exposed to chronic stressors initiate a stress response resulting in cortisol production, which results in physiological and behavioural changes designed to maintain homeostasis under the influence of the stressor. Cortisol extraction techniques were developed for Ringed seal blubber and fur samples. Blubber cortisol was found to be a reliable indicator of the condition factor ratio of blubber depth to core diameter. Ringed seal blubber cortisol concentration and condition was shown to alter depending on season and age class. The findings of this study are an important first step in developing an understanding of how this ice obligate species has and may respond to environmental stressors and will assist with developing conservation strategies. / October 2016