In this paper we consider the problem of characterizing those perfect squares that can be expressed as the sum of consecutive squares where the initial term in this sum is the square of k. This problem is intimately related to that of finding all integral points on elliptic curves belonging to a...

The Elliptic Logarithm Method has been applied with great success to the problem of computing all integer solutions of equations of degree 3 and 4 defining elliptic curves. We extend this method to include any equation f(u,v)=0 that defines a curve of genus 1. Here f is a polynomial with integer...

In this paper we consider the problem of characterizing those perfect squares that can be expressed as the sum of consecutive squares where the initial term in this sum is the square of k. This problem is intimately related to that of finding all integral points on elliptic curves belonging to a...

A Q-derived polynomial is a univariate polynomial, defined over the rationals, with the property that its zeros, and those of all its derivatives are rational numbers. There is a conjecture that says that Q-derived polynomials of degree 4 with distinct roots for themselves and all their...

A Q-derived polynomial is a univariate polynomial, defined over the rationals, with the property that its zeros, and those of all its derivatives are rational numbers. There is a conjecture that says that Q-derived polynomials of degree 4 with distinct roots for themselves and all their...

A second-order asymptotic result for the probability of occurrence of a persistent and aperiodic recurrent event is given if the tail of the distribution of the waiting time for this event is regularly varying with index -1.

__Abstract__ We test risk attitude and risk propensity of executive and non-executive directors of almost all (read: 10) companies listed at the Suriname Stock Exchange. This stock exchange associates with an emerging market, which currently seems to be at its initial stage. With a personalized...

__Abstract__ The paper investigates the impact of jumps in forecasting co-volatility, accommodating leverage effects. We modify the jump-robust two time scale covariance estimator of Boudt and Zhang (2013) such that the estimated matrix is positive definite. Using this approach we can...