Relevant bibliographies by topics / Cboe VIX

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  1. Journal articles
  2. Dissertations / Theses
  3. Book chapters
  4. Conference papers

Academic literature on the topic 'Cboe VIX'

Author: Grafiati
Published: 4 June 2021
Last updated: 8 February 2022

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Journal articles on the topic "Cboe VIX"

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Mariničevaitė, Tamara, and Jovita Ražauskaitė. "The Relevance of Cboe Volatility Index to Stock Markets in Emerging Economies." Organizations and Markets in Emerging Economies 6, no. 1 (May 29, 2015): 93–106. http://dx.doi.org/10.15388/omee.2015.6.1.14229.

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We examine the capability of CBOE S&P500 Volatility index (VIX) to determine returns of emerging stock market indices as compared to local stock markets volatility indicators. Our study considers CBOE S&P500 VIX, local BRIC stock market volatility indices and BRIC stock market MSCI indices daily returns in the period from January 1, 2009 to September 30, 2014. Research is conducted in two steps. First, we perform Spearman correlation analysis between daily changes in CBOE S&P500 VIX, local BRIC stock market VIX and MSCI BRIC stock market indices returns. Second, we perform multiple regression analysis with ARCH effects to estimate the relevance of CBOE S&P500 VIX and local VIX in determining BRIC stock market returns. Research reports weak correlation between CBOE S&P500 VIX and local VIX (except for Brazil). Furthermore, results challenge the assumption of CBOE S&P500 VIX being an indicator of global risk aversion. We conclude that commonly documented trends of rising globalization and stock markets co-integration are not yet present in emerging economies, therefore the usage of CBOE S&P500 VIX alone in determining BRIC stock market returns should be considered cautiously, and local volatility indices should be accounted for in analysis. Furthermore, the data confirms the presence of safe haven properties in Chinese stock market index.
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Cao, Jiling, Xinfeng Ruan, and Wenjun Zhang. "Inferring information from the S&P 500, CBOE VIX, and CBOE SKEW indices." Journal of Futures Markets 40, no. 6 (January 30, 2020): 945–73. http://dx.doi.org/10.1002/fut.22093.

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Yoo, Eun Gyu, and Sun-Joong Yoon. "CBOE VIX and Jump-GARCH option pricing models." International Review of Economics & Finance 69 (September 2020): 839–59. http://dx.doi.org/10.1016/j.iref.2020.06.026.

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Tsuji, Chikashi. "Does the CBOE Volatility Index Predict Downside Risk at the Tokyo Stock Exchange?" International Business Research 10, no. 3 (January 10, 2016): 1. http://dx.doi.org/10.5539/ibr.v10n3p1.

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This study investigates the predictability of the preceding day’s US volatility index (VIX) from the Chicago Board Options Exchange (CBOE) for sharp price drops of the Tokyo Stock Price Index (TOPIX) by employing several versions of probit models. All our results indicate that the preceding day’s US S&P 500 VIX movement has predictive power for sharp price declines of the TOPIX in Japan. As we repeatedly examined several left tail risks in TOPIX price changes and we also tested by applying some different versions of probit models, our evidence of the forecast power of the S&P 500 VIX for downside risk of the TOPIX shall be very robust.
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Lin, Yueh-Neng. "VIX option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation." Journal of Banking & Finance 37, no. 11 (November 2013): 4432–46. http://dx.doi.org/10.1016/j.jbankfin.2013.03.006.

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Guo, Zi-Yi. "A Model of Plausible, Severe and Useful Stress Scenarios for VIX Shocks." Applied Economics and Finance 4, no. 3 (April 18, 2017): 155. http://dx.doi.org/10.11114/aef.v4i3.2309.

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The implied volatility is a key component in determining option prices, and consequently a model of VIX shocks in stress testing plays a crucial role in quantifying market risk of derivative portfolios. Based on hypothetical moves of SPX spot price, we first apply the “sticky strike” rule to the existing SPX volatility surface and shock the implied volatility level by an additional relative amount, which would be determined by the analysis of historical VIX fluctuations. Then, we calculate the after-shock VIX index level according to the CBOE VIX White paper, and finally determine the daily VIX shocks. Our backtesting results show that the model could generate realistic VIX shocks in mimicking historical financial crises. A simple application of our model generates stress testing scenarios of VIX shocks comparable with the scenarios from a leading financial institution in the United States. Our model has practical implications for the Basel stress testing.
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Hao, J., and J. E. Zhang. "GARCH Option Pricing Models, the CBOE VIX, and Variance Risk Premium." Journal of Financial Econometrics 11, no. 3 (January 20, 2013): 556–80. http://dx.doi.org/10.1093/jjfinec/nbs026.

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Wang, Tianyi, Yiwen Shen, Yueting Jiang, and Zhuo Huang. "Pricing the CBOE VIX Futures with the Heston-Nandi GARCH Model." Journal of Futures Markets 37, no. 7 (November 9, 2016): 641–59. http://dx.doi.org/10.1002/fut.21820.

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Cary, Dayne, Gary van Vuuren, and David McMillan. "Replicating the CBOE VIX using a synthetic volatility index trading algorithm." Cogent Economics & Finance 7, no. 1 (January 1, 2019): 1641063. http://dx.doi.org/10.1080/23322039.2019.1641063.

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MADAN, DILIP B., and KING WANG. "OPTION IMPLIED VIX, SKEW AND KURTOSIS TERM STRUCTURES." International Journal of Theoretical and Applied Finance 24, no. 05 (August 2021): 2150030. http://dx.doi.org/10.1142/s0219024921500308.

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Comparisons are made of the Chicago Board of Options Exchange (CBOE) skew index with those derived from parametric skews of bilateral gamma models and from the differentiation of option implied characteristic exponents. Discrepancies can be due to strike discretization in evaluating prices of powered returns. The remedy suggested employs a finer and wider set of strikes obtaining additional option prices by interpolation and extrapolation of implied volatilities. Procedures of replicating powered return claims are applied to the fourth power and the derivation of kurtosis term structures. Regressions of log skewness and log excess kurtosis on log maturity confirm the positivity of decay in these higher moments. The decay rates are below those required by processes of independent and identically distributed increments.
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Dissertations / Theses on the topic "Cboe VIX"

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Kozyreva, Maria. "How reliable is implied volatility A comparison between implied and actual volatility on an index at the Nordic Market." Thesis, Halmstad University, School of Information Science, Computer and Electrical Engineering (IDE), 2007. http://urn.kb.se/resolve?urn=urn:nbn:se:hh:diva-1635.

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Volatility forecast plays a central role in the financial decision making process. An intrinsic purpose of any investor is profit earning. For that purpose investors need to estimate the risk. One of the most efficient

methods to this end is the volatility estimation. In this theses I compare the CBOE Volatility Index, (VIX) with the actual volatility on an index at the Nordic Market. The actual volatility is defined as the one-day-ahead prediction as calculated by using the GARCH(1,1) model. By using the VIX model I performed consecutive predictions 30 days ahead between February the 2nd, 2007 to March

the 6th, 2007. These predictions were compared with the GARCH(1,1) one-day-ahead predictions for the same period. To my knowledge, such comparisons have not been performed earlier on the Nordic Market. The conclusion of the study was that the VIX predictions tends to higher values then the GARCH(1,1) predictions except for large prices upward jumps, which indicates that the VIX is not able to predict future shocks.

Except from these jumps, the VIX more often shows larger value than the GARCH(1,1). This is interpreted as an uncertainly of the prediction. However, the VIX predictions follows the actual volatility reasonable

well. I conclude that the VIX estimation can be used as a reliable estimator of market volatility.

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Stanley, Spencer, and William Trainor. "FORECASTS AND IMPLICATIONS USING VIX OPTIONS." Digital Commons @ East Tennessee State University, 2021. https://dc.etsu.edu/honors/619.

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This study examines the Chicago Board Option Exchange (CBOE) Volatility Index (VIX) which is the implied volatility calculated from short-term option prices on the Standards & Poor’s 500 stock index (S&P 500). Findings suggest VIX overestimates average volatility by approximately 3% but explains 55% of S&P 500’s proceeding month’s volatility. The implied volatility (IV) from options on the VIX add additional explanatory power for the S&P’s 500 proceeding kurtosis values (a measure of tail risk). The VIX option’s volatility smirks did not add additional explanatory power for explaining the S&P 500 volatility or kurtosis. A simple trading rule based on buying the S&P 500 whether the VIX, IV from the options on the VIX, and the VIX option’s volatility smirk decline over the preceding month results in an additional 0.96% return in the following month. However, this only occurs approximately 10% of the time and does not outperform a simple buy-and-hold strategy as the strategy has the investor out of the market the majority of the time.
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Olofsson, Isak. "@TheRealDonaldTrump’s tweets correlation with stock market volatility." Thesis, KTH, Matematisk statistik, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-275683.

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The purpose of this study is to analyze if there is any tweet specific data posted by Donald Trump that has a correlation with the volatility of the stock market. If any details about the president Trump's tweets show correlation with the volatility, the goal is to find a subset of regressors with as high as possible predictability. The content of tweets is used as the base for regressors. The method which has been used is a multiple linear regression with tweet and volatility data ranging from 2010 until 2020. As a measure of volatility, the Cboe VIX has been used, and the regressors in the model have focused on the content of tweets posted by Trump using TF-IDF to evaluate the content of tweets. The results from the study imply that the chosen regressors display a small significant correlation of with an adjusted R2 = 0.4501 between Trump´s tweets and the market volatility. The findings Include 78 words with correlation to stock market volatility when part of President Trump's tweets. The stock market is a large and complex system of many unknowns, which aggravate the process of simplifying and quantifying data of only one source into a regression model with high predictability.
Syftet med denna studie är att analysera om det finns några specifika egenskaper i de tweets publicerade av Donald Trump som har en korrelation med volatiliteten på aktiemarknaden. Om egenskaper kring president Trumps tweets visar ett samband med volatiliteten är målet att hitta en delmängd av regressorer med för att beskriva sambandet med så hög signifikans som möjligt. Innehållet i tweets har varit i fokus använts som regressorer. Metoden som har använts är en multipel linjär regression med tweet och volatilitetsdata som sträcker sig från 2010 till 2020. Som ett mått på volatilitet har Cboe VIX använts, och regressorerna i modellen har fokuserat på innehållet i tweets där TF-IDF har använts för att transformera ord till numeriska värden. Resultaten från studien visar att de valda regressorerna uppvisar en liten men signifikant korrelation med en justerad R2 = 0,4501 mellan Trumps tweets och marknadens volatilitet. Resultaten inkluderar 78 ord som de när en är en del av president Trumps tweets visar en signifikant korrelation till volatiliteten på börsen. Börsen är ett stort och komplext system av många okända, som försvårar processen att förenkla och kvantifiera data från endast en källa till en regressionsmodell med hög förutsägbarhet.
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Wong, King Hei. "Solving combinatorial based chemical engineering problems via parallel evolutionary approaches /." View abstract or full-text, 2009. http://library.ust.hk/cgi/db/thesis.pl?CBME%202010%20WONGK.

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Deantoni, Julien. "SAIA: Un style architectural pour assurer l'indépendance vis-à-vis d'entrées / sorties soumises à des contraintes temporelles." Phd thesis, INSA de Lyon, 2007. http://tel.archives-ouvertes.fr/tel-00239261.

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Du fait de leur complexité croissante, le développement des systèmes embarqués et temps réel nécessitent conjointement l'application de principes de génie logiciel et l'application de techniques formelles. Le travail développé pendant cette thèse propose une approche et des outils basés sur les modèles. Ces modèles, basés sur UML (Unified Modeling Language), permettent de définir un style architectural appelé SAIA (Sensors Actuators Independent Architecture) dont l'objectif est le développement et la mise au point de systèmes temps réel en intégrant l'évolution et la variabilité des plateformes. On entend ici par plateforme les services de communication entre le système et son environnement physique, c'est-à-dire des opérations de lecture et d'écriture via les capteurs et les actionneurs.

Pour répondre à cet objectif, l'idée de SAIA est de séparer clairement le modèle de plateforme du modèle de l'application. À cette fin, SAIA propose l'introduction d'une plateforme de communication abstraite avec le processus. Cette plateforme abstraite est composée d'entrées et de sorties utiles pour effectuer le contrôle, mais indépendantes d'une technologie de capteurs/actionneurs particulière. L'application est développée en se basant sur les services fournis par la plateforme abstraite.%Une application temps réel ne peut pas être validée en ne considérant que ses aspects fonctionnels.
La stabilité d'une application de contrôle et sa qualité de contrôle sont, entre autres, dépendantes des caractéristiques temporelles de la plateforme abstraite. Cette dernière est donc composée d'un ensemble de services ainsi que d'une description de ses caractéristiques temporelles (notées QoS pour Quality of Service). La description de la QoS de la plateforme abstraite reflète le comportement temporel, sous forme de omega-expression régulière de la plateforme abstraite pour laquelle l'application a le comportement souhaité. Ainsi, nous avons d'un côté un modèle de la plateforme abstraite et de la QoS permettant la correction de l'application et de l'autre un modèle de la plateforme réelle dont la QoS a été analysée. Afin de connecter la plateforme abstraite à la plateforme réelle, SAIA s'appuie sur un connecteur complexe. Ce connecteur complexe est un assemblage de composants, décrit formellement par des automates temporisés réalisant des services de formatage, d'interprétation, de fusion de données et enfin d'adaptation de la QoS.
Le connecteur complexe possède un comportement et modifie donc la QoS de la plateforme réelle. Afin d'évaluer l'impact du connecteur complexe sur la QoS de la plateforme réelle, une analyse formelle basée sur la simulation exhaustive du connecteur complexe est réalisée. Il est alors nécessaire de s'assurer que cette QoS nouvellement évaluée satisfait la QoS de la plateforme abstraite et permet ainsi la réalisation d'un système correct. La vérification de cette satisfaction est basée sur l'établissement d'un contrat de QoS. Dans SAIA, l'établissement d'un contrat de QoS est basé sur une relation de satisfaction (équivalence de trace) entre systèmes à transitions étiquetés. Enfin, SAIA a été mis en oeuvre à plusieurs reprises dont, lors de deux concours d'implémentation de robots d'exploration terrestre dans le cadre de workshop satellites de RTSS (Real Time System Symposium).
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Sokhoyan, Ruzan. "Formation of molecules in ultra-cold atomic gazes via quasi-resonant fields." Phd thesis, Université de Bourgogne, 2010. http://tel.archives-ouvertes.fr/tel-00689121.

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We study the nonlinear mean-field dynamics of diatomic molecule formation at coherent photo- and magneto-association of ultracold atoms focusing on the case when the system is initially in the all-atomic state. We show that in the limit of strongly nonlinear interaction between an ultra-cold atomic-molecular system and a quasi-resonant electromagnetic field, the molecule formation process, depending on the characteristics of the associating field, may evolve according two different scenarios, namely, weak- and strong-oscillatory regimes. In the first case the number of molecules increases without pronounced oscillations of atom-molecule populations, while in the second case high-amplitude Rabi-type oscillations arise. Assuming an arbitrary external field configuration, we construct analytical solutions to describe the system's temporal dynamics in the both interaction regimes. Further, we investigate the influence of inter-particle elastic scattering on the dynamics of coherent molecule formation subject to an external field configuration of the resonance-crossing Landau-Zener model. We derive an approximate solution which for the first time describes the whole temporal dynamics of the molecule formation in this general case.
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Book chapters on the topic "Cboe VIX"

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"Weekly Options on CBOE Volatility Index Futures." In Trading VIX Derivatives, 61–68. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119201274.ch5.

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Senarathne, Chamil W. "Gambling Behaviour in the Cryptocurrency Market." In Research Anthology on Blockchain Technology in Business, Healthcare, Education, and Government, 1536–52. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-5351-0.ch084.

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This article examines whether the investment strategies of cryptocurrency market involve high-risk gambling. Results show that the cryptocurrency risk premiums co-move closely with the return on CBOE Volatility Index (VIX). As such, the strategies of cryptocurrency trading closely resemble that of high-risk gambling. In other words, traders' expectations co-move closely (significantly) with the expected future payoffs from gambling. The co-movement is more pronounced when the gambling offers gains rather than losses and the payoffs are above average. VIX index returns significantly Granger-cause CSAD of returns (with and without Bitcoin) indicates that the cryptocurrency trading constitutes a form of gambling where the motivation for gambling comes from the amount of variation (i.e. riskiness) in the gambling payoffs. These findings warrant policymakers of countries to revisit the existing regulatory framework governing the conduct of electronic finance in the financial services industry.
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Black, Keith. "Chapter 1 An Empirical Exploration of the CBOE Volatility Index (VIX) Futures Market as a Hedge for Equity Market and Hedge Fund Investors." In Research in Finance, 1–18. Emerald Group Publishing Limited, 2012. http://dx.doi.org/10.1108/s0196-3821(2012)0000028004.

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Abdul-Talib, Asmat Nizam, and Sana Arshad. "Searching the Effects of Viral Marketing via Customer-Based Brand Equity on Purchase Intentions." In Handbook of Research on Technology Applications for Effective Customer Engagement, 66–75. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-4772-4.ch005.

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The internet has presented marketers with diverse methods to interact with their target market, and viral marketing is one of those low-cost methods. The purpose of this study is to explore how viral marketing impacts purchase intentions through customer-based brand equity (CBBE) on the basis of models proposed by Aaker and Keller. Social media is one of the essential indicators that influence customers to purchase intensions. However, brand loyalty, one of the important components of CBBE, is studied in terms of customers' purchase intentions. This study focuses on identifying the role of viral marketing in developing positive brand equity in customers' mindsets. A comparison of previous and present CBBE models are also presented in this study.
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Ravaglia, Veronica, Eleonora Brivio, and Guendalina Graffigna. "Engaging Consumers via Twitter." In Advances in Marketing, Customer Relationship Management, and E-Services, 91–109. IGI Global, 2015. http://dx.doi.org/10.4018/978-1-4666-8408-9.ch004.

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The interactive nature of social networking sites contributes to reinforce engagement between consumers and brands in terms of co-creation of shared values. According to Hollebeek (2011), consumer-brand engagement (CBE) implies cognitive, emotional, behavioral factors, which connect a brand with its followers. This chapter will show three successful Twitter strategies from three different brands, using a methodological approach focusing on the relational conditions that turn a brand into an engaging player on Twitter. Interviews with brand communication managers and followers were conducted. Moreover, initiatives were explored through the stream of tweets produced around the brands; pragmatic, semantic, syntactic and structural features of tweets were considered. Results show that, while the three initiatives considered here lean on a cognitive-based CBE, a full engagement in the/a brand's world is needed to build a long-lasting and successful relationship between brand and consumer, in order to co-construct a future shared reality.
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Lee, Sabine. "Children born of war during and after the Second World War." In Children Born of War in the Twentieth Century. Manchester University Press, 2017. http://dx.doi.org/10.7228/manchester/9781526104588.003.0003.

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This chapter explores the relationship between soldiers and local women in various theatres of war during World War II, tracing in particular nationalistic and racial undercurrents in the development of national policies vis-à-vis,military-civilian relations. It traces in particular Nazi policies in both East and West with view to eugenics, as well as Allied policies in preparing for and implementing post-war occupations in Germany and Austria, including guidance for soldiers on relations with the (former) enemy. The final part of the chapter gives a voice to children born of war themselves. Using a variety of sources ranging from ego-documents including autobiographies and memoirs as well as interviews and narratives as well as contemporary media reports, it analyses the CBOW reflections on their lifecourses.
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Kumar, Pawan, and Gursimranjit Singh. "Using Social Media and Digital Marketing Tools and Techniques for Developing Brand Equity With Connected Consumers." In Handbook of Research on Innovations in Technology and Marketing for the Connected Consumer, 336–55. IGI Global, 2020. http://dx.doi.org/10.4018/978-1-7998-0131-3.ch016.

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This chapter provides a theoretical analysis on the role of digital marketing, social media, and digital marketing tools and techniques (DMTT) in developing customer-based brand equity (CBBE). The chapter discuses different types of digital marketing tools and techniques. The review has found that the consumer's behavioural engagement with brands via social media has a positive effect on customer-based brand equity. Digital media has a positive effect on buyer's intentions because it creates a strong connection between customers and business. Web 2.0-based technologies let users create and collaborate and exchange information and values. This has further led to consumers participating in the process of production of goods and services, as co-creators. Customer engagement, co-creating, and sharing of information via online platforms enhances customer relationship and brand equity.
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Conference papers on the topic "Cboe VIX"

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Piasecki, Michael. "Optimization of In-Stream Dissolved Oxygen Via Control of CBOD Loadings Using the Adjoint Method." In Seventh International Conference on Estuarine and Coastal Modeling. Reston, VA: American Society of Civil Engineers, 2002. http://dx.doi.org/10.1061/40628(268)35.

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Canazza Dall'Acqua, Maria Júlia, Relma Urel Carbone Carneiro, and Patricia Moralis Caramori. "TEMAS APRESENTADOS NO VII ENCONTRO DE EDUCAÇÃO ESPECIAL E INCLUSIVA DA UNESP DE ARARAQUARA/SP." In Congresso Brasileiro de Educação Especial. Campinas - SP, Brazil: Galoa, 2014. http://dx.doi.org/10.17648/galoa-cbee-6-29375.

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Correia, Vasti Gonçalves de Paula Correia. "A COMUNICAÇÃO ALTERNATIVA COMO VIA DE ACESSO À INCLUSÃO: REFLEXÕES SOBRE A FORMAÇÃO DE PROFESSORES." In Congresso Brasileiro de Educação Especial. Campinas - SP, Brazil: Galoa, 2014. http://dx.doi.org/10.17648/galoa-cbee-6-29825.

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Raulino e Silva, Rayner, and Mariangela Lima de Almeida. "DESAFIOS E POSSIBILIDADES NA CONSTITUIÇÃO DE UM FÓRUM DE GESTORES PÚBLICOS DE EDUCAÇÃO ESPECIAL PELA VIA DO WEBSITE." In Congresso Brasileiro de Educação Especial. Campinas - SP, Brazil: Galoa, 2014. http://dx.doi.org/10.17648/galoa-cbee-6-29183.

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