Most high-frequency asset returns exhibit seasonal volatility patterns. This article proposes a new class of models featuring periodicity in conditional heteroscedasticity explicitly designed to capture the repetitive seasonal time variation in the second-order moments. This new class of...

Iterative regularization schemes are considered based on derivatives with respect to variations of the boundary to reconstruct periodic scattering object from known data of a scattered field. Representations of the required derivatives are presented which help in understanding the ill-posed...

In this paper, we test whether a regime shift from expansion to recession and vice versa is, ceteris paribus, equally likely throughout the year. If not, then it may, for instance, be less likely to get out of a recession in the middle of the winter than it is, say, in the spring or summer. We...

A microscopic theory is employed to investigate the spin-wave spectra in structures that exhibit what has been called deterministic disorder. A class of models that has attracted particular attention in this context are the quasi-periodic magnetic multilayers, which are artificial crystals...

The propagation of TE electromagnetic waves in a waveguide filled with multiperiodically nonuniform dielectric medium is discussed under the assumption of a small modulation index of filling. The frequency of the “strong interaction” between the signal wave and the modulation wave of the...

We propose a method to characterize quasi-periodic chains, based on the transmission probabilities. We consider finite layers which are building up following the Fibonaci, Thue-Morse and Cantor sequences. The spectra show an undoubtedly fractal behavior, with a distinct appearence for each...