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2 results

Financial Econometrics
  • Theory and Applications
  • Edited by Shuping Shi, Xiaohu Wang, Tao Zeng
  • Published online:
    20 February 2025
    Print publication:
    27 February 2025
  • Financial Econometrics is a contribution to modern financial econometrics, overviewing both theory and application. It covers, in detail, three important topics in the field that have recently drawn the attention of the academic community and practitioners, with low-frequency data (trend determination, bubble detection, and factor-augmented regressions) and examines various topics in high-frequency financial econometrics with continuous time models and discretized data. Also included are the estimation of stochastic volatility models, posterior-based hypothesis testing, and posterior-based model selection. Exploring topics at the forefront of research in the field of financial econometrics, this book offers an accessible introduction to the research and provides the groundwork for the development of new econometric techniques.

  • Chapter 3 - Monitoring during Cardiopulmonary Bypass

  • Edited by Florian Falter, Albert C. Perrino, Jr, Robert A. Baker
  • Book:
    Cardiopulmonary Bypass
    Published online:
    24 October 2022
    Print publication:
    10 November 2022, pp 25-33

  • Summary

    A fundamental area of responsibility for the perfusionist during cardiopulmonary bypass is to monitor, respond to and document heart lung machine parameters as well as physiological variables obtained from the anesthetic monitor and other physiological monitoring devices.This chapter summarizes the monitoring recommendations such as the 2019 EACTS/EACTA/EBCP guidelines on cardiopulmonary bypass in adult cardiac surgery or the combined recommendations of the Society of Clinical Perfusion Scientists of Great Britain and Ireland for Standards of Monitoring and Safety during CPB and the American Society of ExtraCorporeal Technology Standards and Guidelines for Perfusion Practice and shows how to apply them in daily practice.