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"Operation Long Jump."
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The Nazi conspiracy : the secret plot to kill Roosevelt, Stalin, and Churchill
\"From the New York Times bestselling authors of The First Conspiracy and The Lincoln Conspiracy, The Nazi Conspiracy tells the little-known true story of a Nazi plot to kill FDR, Joseph Stalin, and Winston Churchill at the height of the second World War. In 1943, as the war against Nazi Germany raged abroad, President Franklin Roosevelt wanted one thing: a face-to-face meeting with his allies Joseph Stalin and Winston Churchill. This meeting of the Big Three in Tehran, Iran, would decide some of the most crucial strategic details of the war. Yet when the Nazis found out about the meeting, their own secret plan took shape-an assassination plot that would've changed history. A true story filled with daring rescues, body doubles, and political intrigue, The Nazi Conspiracy details FDR's pivotal meeting in Tehran, and the deadly Nazi plot against the heads of state of the three major Allied powers who attended it. With all the hallmarks of a Brad Meltzer and Josh Mensch page-turner, The Nazi Conspiracy examines the great political minds of the 20th century, exploring the early years of the war in gripping detail. This meeting of The Big Three changed the course of World War II. Here's the inside story of how it all almost went terribly wrong\"-- Provided by publisher.
Book
Density fluctuations for exclusion processes with long jumps
We show that the stationary density fluctuations of exclusion processes with long jumps, whose rates are of the form c±|y-x|-(1+α) where c± depends on the sign of y-x, are given by a fractional Ornstein–Uhlenbeck process for α∈(0,32). When α=32 we show that the density fluctuations are tight, in a suitable topology, and that any limit point is an energy solution of the fractional Burgers equation, previously introduced in Gubinelli and Jara (Stoch Partial Differ Equ Anal Comput 1(2):325–350, 2013) in the finite volume setting.
Journal Article
Three days at the brink : FDR's daring gamble to win World War II
November 1943: World War II teetered in the balance. The Nazis controlled nearly all of the European continent. Japan dominated the Pacific. Allied successes at Sicily and Guadalcanal had gained modest ground but at an extraordinary cost. On the Eastern Front, the Soviets had already lost millions of lives. That same month in Tehran, with the fate of the world in question, the 'Big Three,' Franklin D. Roosevelt, Winston Churchill, and Joseph Stalin, secretly met for the first time to chart a strategy for defeating Hitler. Over three days, this trio, strange bed fellows united by their mutual responsibility as heads of the Allied powers, made essential decisions that would direct the final years of the war and its aftermath. Meanwhile, looming over the covert meeting was the possible threat of a Nazi assassination plot nicknamed 'Operation Long Jump,' heightening the already dramatic stakes.
Book
How Much is a Nonearning Asset with No Current Capital Gains Worth?
Throughout his career, Ngo Van Long made substantial contributions to applied economic theory. With nearly 200 articles and 8 books to his credit, his contributions span the fields of international trade, industrial organization, public finance, natural resources, and environmental economics. This paper contributes to the significant literature which developed after Long (J Econ Theory 10:42–53, 1975), an early contribution to exhaustible resource theory published in the year Long received his PhD. He deduced the optimal extraction path of an exhaustible resource when there is a risk the resource will be nationalized at an unknown time. After surveying the related literature, we deduce the implications of Long’s dynamics when the random event would
raise
rather than lower the competitive price of the asset. We illustrate with 3 applications: an investment project which a court might allow to commence; land with regulatory restrictions preventing development which might be rezoned for an income-generating use; and a futures contract on a currency which might be revalued before the contract expires.
Journal Article
Estimation methods for the LRD parameter under a change in the mean
When analyzing time series which are supposed to exhibit long-range dependence (LRD), a basic issue is the estimation of the LRD parameter, for example the Hurst parameter \\[H \\in (1/2, 1)\\]. Conventional estimators of H easily lead to spurious detection of long memory if the time series includes a shift in the mean. This defect has fatal consequences in change-point problems: Tests for a level shift rely on H, which needs to be estimated before, but this estimation is distorted by the level shift. We investigate two blocks approaches to adapt estimators of H to the case that the time series includes a jump and compare them with other natural techniques as well as with estimators based on the trimming idea via simulations. These techniques improve the estimation of H if there is indeed a change in the mean. In the absence of such a change, the methods little affect the usual estimation. As adaption, we recommend an overlapping blocks approach: If one uses a consistent estimator, the adaption will preserve this property and it performs well in simulations.
Journal Article
Forecasting Volatility for an Optimal Portfolio with Stylized Facts Using Copulas
In this paper, we seek to examine the effect of the presence of stylized facts on forecasting volatility and we model the dependence between exchange rate returns using a flexible approach that allows us to investigate whether the co-movement of the different stylized facts on portfolio optimization. First,we focus on the dependence structure using copulas. The empirical results show that the co-jumps, long memory, leverage effects affect the dependence structure. Second, we analyze the impact of the presence of stylized facts with the dependence structure using Gumbel copula on the optimal portfolio. We propose a new approach to forecasting volatility portfolio with dynamic factor models including stylized facts and assuming that the dependence structure is modeled by the copula parameter. The empirical results show that our approach outperforms the basic models without stylized facts and where the dependence structure is represented by the linear correlation coefficient.
Journal Article