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In praktischen Aufgabenstellungen können zur Modellierung zufälliger Einflüsse, welche sich durch schwache Abhängigkeiten auszeichnen, schwach korrelierte zufällige Funktionen genutzt werden. Die nähere Untersuchung von Funktionalen schwach korrelierter zufälliger Funktionen ist durch die Gestalt der Lösungen von praktischen Fragestellungen motiviert. Die stochastischen Charakteristiken dieser Lösungen lassen sich im Allgemeinen nicht exakt bestimmen, so dass auf Approximationsverfahren zurückgegriffen werden muss. Diese stehen im Mittelpunkt der Dissertation. Zu Beginn werden Entwicklungen von Momenten und Kumulanten der betrachteten linearen Integralfunktionale schwach korrelierter Prozesse nach der Korrelationslänge des Prozesses hergeleitet und eine Vermutung über die exakte Darstellung der Kumulanten formuliert. Für Integralfunktionale von schwach korrelierten Simulationsprozessen, welche aus der Interpolation von Moving-Average-Prozessen entstehen, werden die definierten Charakteristiken hergeleitet. Außerdem steht die Approximation der unbekannten Dichtefunktion im Fokus der Arbeit. Es werden verschiedene Zugänge genutzt. Eine alternative Herleitung zur bereits in der Literatur untersuchten Gram-Charlier-Entwicklung wird in Form der Edgeworth-Entwicklung angegeben. Des Weiteren werden die Sattelpunkt-Approximation und die Maximum-Entropie-Methode untersucht und anhand von Simulationsergebnissen für Integralfunktionale von Simulationsprozessen miteinander verglichen. / In engineering applications stochastic influences which are characterized by weak dependencies can be modelled, among others, by weakly correlated random functions. The solutions of such problems shape up as integral functionals of weakly correlated random functions which motivates more detailed investigations. In general the exact calculation of stochastic characteristics of such integral functionals is impossible so that we have to be content with approximation methods this thesis focuses on. At the beginning expansions of moments and cumulants of linear integral functionals of weakly correlated random processes with respect to the correlation length are considered and an explicit formula of cumulants is conjectured. For integral functionals of weakly correlated random simulation processes, defined as interpolations of moving average processes, the required expansion coefficients are derived. Furthermore the approximation of the unknown probability density is requested. In the thesis there are different approaches used. First we state an alternative way to achieve the already known Gram Charlier approximation by means of Edgeworth expansion. Then we study two further methods, namely the saddlepoint approximation and the maximum entropy method and compare them on the basis of simulation results for integral functionals of simulation processes.

Nous développons dans cette thèse, des méthodes de bootstrap pour les données financières de hautes fréquences. Les deux premiers essais focalisent sur les méthodes de bootstrap appliquées à l’approche de "pré-moyennement" et robustes à la présence d’erreurs de microstructure. Le "pré-moyennement" permet de réduire l’influence de l’effet de microstructure avant d’appliquer la volatilité réalisée. En se basant sur cette ap- proche d’estimation de la volatilité intégrée en présence d’erreurs de microstructure, nous développons plusieurs méthodes de bootstrap qui préservent la structure de dépendance et l’hétérogénéité dans la moyenne des données originelles. Le troisième essai développe une méthode de bootstrap sous l’hypothèse de Gaussianité locale des données financières de hautes fréquences. Le premier chapitre est intitulé: "Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns". Nous proposons dans ce chapitre, des méthodes de bootstrap robustes à la présence d’erreurs de microstructure. Particulièrement nous nous sommes focalisés sur la volatilité réalisée utilisant des rendements "pré-moyennés" proposés par Podolskij et Vetter (2009), où les rendements "pré-moyennés" sont construits sur des blocs de rendements à hautes fréquences consécutifs qui ne se chevauchent pas. Le "pré-moyennement" permet de réduire l’influence de l’effet de microstructure avant d’appliquer la volatilité réalisée. Le non-chevauchement des blocs fait que les rendements "pré-moyennés" sont asymptotiquement indépendants, mais possiblement hétéroscédastiques. Ce qui motive l’application du wild bootstrap dans ce contexte. Nous montrons la validité théorique du bootstrap pour construire des intervalles de type percentile et percentile-t. Les simulations Monte Carlo montrent que le bootstrap peut améliorer les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques, pourvu que le choix de la variable externe soit fait de façon appropriée. Nous illustrons ces méthodes en utilisant des données financières réelles. Le deuxième chapitre est intitulé : "Bootstrapping pre-averaged realized volatility under market microstructure noise". Nous développons dans ce chapitre une méthode de bootstrap par bloc basée sur l’approche "pré-moyennement" de Jacod et al. (2009), où les rendements "pré-moyennés" sont construits sur des blocs de rendements à haute fréquences consécutifs qui se chevauchent. Le chevauchement des blocs induit une forte dépendance dans la structure des rendements "pré-moyennés". En effet les rendements "pré-moyennés" sont m-dépendant avec m qui croît à une vitesse plus faible que la taille d’échantillon n. Ceci motive l’application d’un bootstrap par bloc spécifique. Nous montrons que le bloc bootstrap suggéré par Bühlmann et Künsch (1995) n’est valide que lorsque la volatilité est constante. Ceci est dû à l’hétérogénéité dans la moyenne des rendements "pré-moyennés" au carré lorsque la volatilité est stochastique. Nous proposons donc une nouvelle procédure de bootstrap qui combine le wild bootstrap et le bootstrap par bloc, de telle sorte que la dépendance sérielle des rendements "pré-moyennés" est préservée à l’intérieur des blocs et la condition d’homogénéité nécessaire pour la validité du bootstrap est respectée. Sous des conditions de taille de bloc, nous montrons que cette méthode est convergente. Les simulations Monte Carlo montrent que le bootstrap améliore les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques. Nous illustrons cette méthode en utilisant des données financières réelles. Le troisième chapitre est intitulé: "Bootstrapping realized covolatility measures under local Gaussianity assumption". Dans ce chapitre nous montrons, comment et dans quelle mesure on peut approximer les distributions des estimateurs de mesures de co-volatilité sous l’hypothèse de Gaussianité locale des rendements. En particulier nous proposons une nouvelle méthode de bootstrap sous ces hypothèses. Nous nous sommes focalisés sur la volatilité réalisée et sur le beta réalisé. Nous montrons que la nouvelle méthode de bootstrap appliquée au beta réalisé était capable de répliquer les cummulants au deuxième ordre, tandis qu’il procurait une amélioration au troisième degré lorsqu’elle est appliquée à la volatilité réalisée. Ces résultats améliorent donc les résultats existants dans cette littérature, notamment ceux de Gonçalves et Meddahi (2009) et de Dovonon, Gonçalves et Meddahi (2013). Les simulations Monte Carlo montrent que le bootstrap améliore les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques et les résultats de bootstrap existants. Nous illustrons cette méthode en utilisant des données financières réelles. / We develop in this thesis bootstrap methods for high frequency financial data. The first two chapters focalise on bootstrap methods for the "pre-averaging" approach, which is robust to the presence of market microstructure effects. The main idea underlying this approach is that we can reduce the impact of the noise by pre-averaging high frequency returns that are possibly contaminated with market microstructure noise before applying a realized volatility-like statistic. Based on this approach, we develop several bootstrap methods, which preserve the dependence structure and the heterogeneity in the mean of the original data. The third chapter shows how and to what extent the local Gaussian- ity assumption can be explored to generate a bootstrap approximation for covolatility measures. The first chapter is entitled "Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns". The main contribution of this chapter is to propose bootstrap methods for realized volatility-like estimators defined on pre-averaged returns. In particular, we focus on the pre-averaged realized volatility estimator proposed by Podolskij and Vetter (2009). This statistic can be written (up to a bias correction term) as the (scaled) sum of squared pre-averaged returns, where the pre-averaging is done over all possible non-overlapping blocks of consecutive observations. Pre-averaging reduces the influence of the noise and allows for realized volatility estimation on the pre-averaged returns. The non-overlapping nature of the pre-averaged returns implies that these are asymptotically independent, but possibly heteroskedastic. This motivates the application of the wild bootstrap in this context. We provide a proof of the first order asymptotic validity of this method for percentile and percentile-t intervals. Our Monte Carlo simulations show that the wild bootstrap can improve the finite sample properties of the existing first order asymptotic theory provided we choose the external random variable appropriately. The second chapter is entitled "Bootstrapping pre-averaged realized volatility under market microstructure noise ". In this chapter we propose a bootstrap method for inference on integrated volatility based on the pre-averaging approach of Jacod et al. (2009), where the pre-averaging is done over all possible overlapping blocks of consecutive observations. The overlapping nature of the pre-averaged returns implies that these are m-dependent with m growing slowly with the sample size n. This motivates the application of a blockwise bootstrap method. We show that the “blocks of blocks” bootstrap method suggested by Politis and Romano (1992) (and further studied by Bühlmann and Künsch (1995)) is valid only when volatility is constant. The failure of the blocks of blocks bootstrap is due to the heterogeneity of the squared pre-averaged returns when volatility is stochastic. To preserve both the dependence and the heterogeneity of squared pre-averaged returns, we propose a novel procedure that combines the wild bootstrap with the blocks of blocks bootstrap. We provide a proof of the first order asymptotic validity of this method for percentile intervals. Our Monte Carlo simulations show that the wild blocks of blocks bootstrap improves the finite sample properties of the existing first order asymptotic theory. The third chapter is entitled "Bootstrapping realized volatility and realized beta under a local Gaussianity assumption". The financial econometric of high frequency data litera- ture often assumed a local constancy of volatility and the Gaussianity properties of high frequency returns in order to carry out inference. In this chapter, we show how and to what extent the local Gaussianity assumption can be explored to generate a bootstrap approximation. We show the first-order asymptotic validity of the new wild bootstrap method, which uses the conditional local normality properties of financial high frequency returns. In addition to that we use Edgeworth expansions and Monte Carlo simulations to compare the accuracy of the bootstrap with other existing approaches. It is shown that at second order, the new wild bootstrap matches the cumulants of realized betas-based t-statistics, whereas it provides a third-order asymptotic refinement for realized volatility. Monte Carlo simulations suggest that our new wild bootstrap methods improve upon the first-order asymptotic theory in finite samples and outperform the existing bootstrap methods for realized covolatility measures. We use empirical work to illustrate its uses in practice.

A Romantic Bildung: The Development of Coming-of-Age Novels in the Romantic Period (1782-1817) explore la naissance et le développement du roman de formation en Europe à l’époque romantique. Celle-ci est le témoin de nombreuses discussions sur les Droits de l’homme et de la montée du nationalisme en Europe. Au même moment, la littérature se transforme pour laisser plus de place à la subjectivité du personnage. Tout cela donne naissance à un nouveau genre littéraire : le Bildungsroman, ou roman de formation et d’éducation. Contrairement à la définition actuelle du genre, le Bildungsroman est transnational, c’est-à-dire qu’il ne provient pas exclusivement d’Allemagne, mais de partout en Europe. A Romantic Bildung se penche donc sur le sujet en analysant de façon thématique la trame narrative de Cecilia, or Memoirs of an Heiress (1782), Emmeline, the Orphan of the Castle (1788), Mansfield Park (1814), Waverley; or, 'Tis Sixty Years Since (1814), Emma (1815), ainsi que d’Ormond, a Tale (1817) et sur leur appartenance au roman de l’époque romantique. En comparant les étapes d’éducation, d’indépendance, et de retour à la société des protagonistes, ces romans font ressortir les similitudes qui caractérisent le Bildungsroman. / A Romantic Bildung: The Development of Coming-of-Age Novels in the Romantic Period (1782-1817) explores the birth and development of the Bildungsroman during the Romantic period. The latter is characterized by the numerous discourses on the Rights of men as well as the rise of nationalism. At the same time, Romantic writers transform literature by increasing the protagonist’s subjectivity and in turns, create a new genre of narrative: the Bildungsroman, in which the protagonist’s development and growth is the main focus. Contrary to current definition of the genre, the Bildungsroman—or coming-of-age novel—is a transnational product: it is obviously found in Germany, but also in France, England, Ireland, and Scotland, to name a few, during the Romantic period. Through a thematic analysis of Cecilia, or Memoirs of an Heiress (1782), Emmeline, the Orphan of the Castle (1788), Mansfield Park (1814), Waverley; or, 'Tis Sixty Years Since (1814), Emma (1815), and Ormond, A Tale (1815), A Romantic Bildung traces the narrative structure of the genre and it locates its essence in the Romantic novel. By comparing the narrative’s steps of education, independence, and return to society, the characteristics of the genre are revealed.

There are many factors that contributed to the proliferation of visual codes, metaphors and references to the gendered gaze in women's fiction of the late-eighteenth and early-nineteenth centuries. This thesis argues that the visual details in women's novels published between 1778 and 1815 are more significant than scholars have previously acknowledged. My analysis of the oeuvres of Jane Austen, Ann Radcliffe, Maria Edgeworth and Fanny Burney shows that visuality — the nexus between the verbal and visual communication — provided them with a language within language capable of circumventing the cultural strictures on female expression in a way that allowed for concealed resistance. It conveyed the actual ways in which women ‘should' see and appear in a society in which the reputation was image-based. My analysis journeys through physiognomic, psychological, theatrical and codified forms of visuality to highlight the multiplicity of its functions. I engage with scholarly critiques drawn from literature, art, optics, psychology, philosophy and anthropology to assert visuality's multidisciplinary influences and diplomatic potential. I show that in fiction and in actuality, women had to negotiate four scopic forces that determined their ‘looks' and manners of looking: the impartial spectator, the male gaze, the public eye and the disenfranchised female gaze. In a society dominated by ‘frustrated utterance,' penetrating gazes and the perpetual threat of misinterpretation, women novelists used references to the visible and the invisible to comment on emotions, socio-economic conditions and patriarchal abuses. This thesis thus offers new insights into verbal economy by reassessing expression and perception from an unconventional point-of-view.

Submitted by Paulo Gustavo Grahl (pgrahl@fgvmail.br) on 2013-10-18T05:32:44Z No. of bitstreams: 1 DoutoradoPG_final.pdf: 23501670 bytes, checksum: 55b15051b9acc69ac74e639efe776fae (MD5) / Approved for entry into archive by ÁUREA CORRÊA DA FONSECA CORRÊA DA FONSECA (aurea.fonseca@fgv.br) on 2013-10-28T18:22:53Z (GMT) No. of bitstreams: 1 DoutoradoPG_final.pdf: 23501670 bytes, checksum: 55b15051b9acc69ac74e639efe776fae (MD5) / Approved for entry into archive by Marcia Bacha (marcia.bacha@fgv.br) on 2013-10-29T18:24:15Z (GMT) No. of bitstreams: 1 DoutoradoPG_final.pdf: 23501670 bytes, checksum: 55b15051b9acc69ac74e639efe776fae (MD5) / Made available in DSpace on 2013-10-29T18:25:35Z (GMT). No. of bitstreams: 1 DoutoradoPG_final.pdf: 23501670 bytes, checksum: 55b15051b9acc69ac74e639efe776fae (MD5) Previous issue date: 2012-12-22 / Esta dissertação concentra-se nos processos estocásticos espaciais definidos em um reticulado, os chamados modelos do tipo Cliff & Ord. Minha contribuição nesta tese consiste em utilizar aproximações de Edgeworth e saddlepoint para investigar as propriedades em amostras finitas do teste para detectar a presença de dependência espacial em modelos SAR (autoregressivo espacial), e propor uma nova classe de modelos econométricos espaciais na qual os parâmetros que afetam a estrutura da média são distintos dos parâmetros presentes na estrutura da variância do processo. Isto permite uma interpretação mais clara dos parâmetros do modelo, além de generalizar uma proposta de taxonomia feita por Anselin (2003). Eu proponho um estimador para os parâmetros do modelo e derivo a distribuição assintótica do estimador. O modelo sugerido na dissertação fornece uma interpretação interessante ao modelo SARAR, bastante comum na literatura. A investigação das propriedades em amostras finitas dos testes expande com relação a literatura permitindo que a matriz de vizinhança do processo espacial seja uma função não-linear do parâmetro de dependência espacial. A utilização de aproximações ao invés de simulações (mais comum na literatura), permite uma maneira fácil de comparar as propriedades dos testes com diferentes matrizes de vizinhança e corrigir o tamanho ao comparar a potência dos testes. Eu obtenho teste invariante ótimo que é também localmente uniformemente mais potente (LUMPI). Construo o envelope de potência para o teste LUMPI e mostro que ele é virtualmente UMP, pois a potência do teste está muito próxima ao envelope (considerando as estruturas espaciais definidas na dissertação). Eu sugiro um procedimento prático para construir um teste que tem boa potência em uma gama de situações onde talvez o teste LUMPI não tenha boas propriedades. Eu concluo que a potência do teste aumenta com o tamanho da amostra e com o parâmetro de dependência espacial (o que está de acordo com a literatura). Entretanto, disputo a visão consensual que a potência do teste diminui a medida que a matriz de vizinhança fica mais densa. Isto reflete um erro de medida comum na literatura, pois a distância estatística entre a hipótese nula e a alternativa varia muito com a estrutura da matriz. Fazendo a correção, concluo que a potência do teste aumenta com a distância da alternativa à nula, como esperado. / This dissertation focus on spatial stochastic process on a lattice (Cliff & Ord--type of models). My contribution consists of using Edgeworth and saddlepoint series to investigate small sample size and power properties of tests for detecting spatial dependence in spatial autoregressive (SAR) stochastic processes, and proposing a new class of spatial econometric models where the spatial dependence parameters that enter the mean structure are different from the ones in the covariance structure. This allows a clearer interpretation of models' parameters and generalizes the set of local and global models suggested by Anselin (2003) as an alternative to the traditional Cliff & Ord models. I propose an estimation procedure for the model's parameters and derive the asymptotic distribution of the parameters' estimators. The suggested model provides some insights on the structure of the commonly used mixed regressive, spatial autoregressive model with spatial autoregressive disturbances (SARAR). The study of the small sample properties of tests to detect spatial dependence expands on the existing literature by allowing the neighborhood structure to be a nonlinear function of the spatial dependence parameter. The use of series approximations instead of the often used Monte Carlo simulation allows a simple way to compare test properties across different neighborhood structures and to correct for size when comparing power. I obtain the power envelope for testing the presence of spatial dependence in the SAR process using the optimal invariant test statistic, which is also locally uniformly most powerful invariant (LUMPI). I have found that the LUMPI test is virtually UMP since its power is very close to the power envelope. I suggest a practical procedure to build a test that, while not UMP, retain good power properties in a wider range for the spatial parameter when compared to the LUMPI test. I find that power increases with sample size and with the spatial dependence parameter -- which agrees with the literature. However, I call into question the consensus view that power decreases as the spatial weight matrix becomes more densely connected. This finding in the literature reflects an error of measure because the hypothesis being compared are at very different statistical distance from the null. After adjusting for this, the power is larger for alternative hypothesis further away from the null -- as one would expect.

My thesis explores why beauty became so much more important in nineteenth-century Britain, especially for marriageable young women in the upper and middle class. My argument addresses the consequences of that change in the status of beauty for plain or ugly women, how this social shift is reflected in the novel, and how authors respond to the issue of plainer women and issues of their marriageability. I look at how these authorial attitudes shifted over the century, observing that the issue of plain women and their marriageability was dramatized by nineteenth-century authors, whose efforts to heighten the audience's awareness of the plight of plainer women can be traced by contrasting novels written early in the century with novels written mid-century. I argue that beauty gained more significance for young women in nineteenth-century England because the marriage ideal shifted, a shift which especially influenced the upper and middle class. The eighteenth century brought into marriage concepts such as Rousseau's "wife-farm principle" the idea that a man chooses a significantly younger child-bride, mentoring and molding her into the woman he needs. But by the end of the century the ideal of marriage moved to the companionate ideal, which opted for an equal partnership. That ideal was based on the conception that marriage was based on personal happiness hence should be founded on compatibility and love. The companionate ideal became more influential as individuality reigned among the Romantics. The new ideal of companionate marriage limited parents' influence on their children's choice of spouse to the extent that the choice lay now largely with young men. Yet that choice was constrained because young men and women were restricted by social conventions, their social interaction limited. Thus, according to my reading of nineteenth-century authors, the companionate ideal was a charade, as young men were not able to get to know women well enough to determine whether or not they were compatible. So instead of getting to know a young woman's character and her personality, they distinguished potential brides mainly on the basis of appearance.