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71.
This paper conducts simulation-based comparison of several stochastic volatility models with leverage effects. Two new variants of asymmetric stochastic volatility models, which are subject to a logarithmic transformation on the squared asset returns, are proposed. The leverage effect is introduced into the model through correlation either between the innovations of the observation equation and the latent process, or between the logarithm of squared asset returns and the latent process. Suitable Markov Chain Monte Carlo algorithms are developed for parameter estimation and model comparison. Simulation results show that our proposed formulation of the leverage effect and the accompanying inference methods give rise to reasonable parameter estimates. Applications to two data sets uncover a negative correlation (which can be interpreted as a leverage effect) between the observed returns and volatilities, and a negative correlation between the logarithm of squared returns and volatilities. 相似文献
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73.
Donna Demetri Friedman Beatrice Beebe Joseph Jaffe Don Ross Sandra Triggs 《Clinical Social Work Journal》2010,38(1):8-16
This study examined the association of 6-week maternal self-report depressive symptoms measured by the Center for Epidemiological
Studies-Depression Scale (CES-D) with 4-month infant vocal affect qualities. This was part a larger study which examined many
additional domains of both infant and maternal behavior. Infant vocal affect qualities were examined in 122 4-month old infants
during face-to-face play in relation to 6-week maternal depressive symptoms. Mothers were categorized depressed (26.2%) based
on a 16+ cutoff on the CES-D. Videotaped interactions were coded on a 1-s time basis for infant vocal affect qualities (high
positive, neutral/positive, fuss/whimper, cry, angry protest and silent.) Infants of depressed mothers were more vocally activated
in both positive and negative qualities. In addition, infants of depressed mothers were more vocally variable, specifically
in and out of fuss/whimper, as well as more likely to change, rather than maintain vocal states. 相似文献
74.
Don E. Albrecht Carol Mulford Albrecht Edward Murguia 《The Sociological quarterly》2005,46(3):503-523
The implications of the residential concentration of minority populations are issues of vital concern in the United States. Much of the previous minority concentration literature has focused on African-American residents of metropolitan communities. This article expands on this literature by exploring a variety of minority groups in nonmetropolitan communities. It was found that the minority residents of communities with large minority populations were in worse socioeconomic conditions than the minority residents of predominately white communities. Further, for most socioeconomic variables, it was found that as minority concentration increased, white residents tended to do better. In addition, the extent of racial inequality between minority and white residents was greater in communities with larger minority populations. Implications of the above findings are discussed. 相似文献
75.
76.
Don E. Albrecht 《Rural sociology》1992,57(4):512-520
Abstract In recent years, the most pronounced change in the structure of American agriculture has been the increasing concentration of farm production. A human ecological perspective was used to generate hypotheses about the factors related to variations in farm concentration in U.S. counties. Analysis using the 1978 and 1987 Censuses of Agriculture revealed that concentration is greatest in counties with higher levels of agricultural intensity, greater use of mechanization, and greater use of farm labor. 相似文献
77.
Hepatitis C virus (HCV) has reached epidemic proportions among drug users, and drug programs are in a unique position to provide each of their patients with HCV education. Using a nationwide sample (N = 434) of drug treatment programs, we report the results of a logistic regression analysis that differentiates programs providing HCV education to all of their patients versus programs that do not. Fifty-four percent of the programs provide HCV education to all of their patients. Programs are about four and a half times as likely to provide HCV education to all patients if they dispense methadone; almost four times as likely to provide this service if they educate most of their staff about HCV; twice as likely if they are residential; and almost twice as likely if they conduct HIV testing on-site. Our findings indicate that there is a need to increase HCV educational services in drug treatment programs. 相似文献
78.
Don C. Gibbons 《The Sociological quarterly》1974,15(3):405-416
This paper outlines the career of Maurice F. Parmelee, sociologist, government official, nudist, and author of thirteen books, including the first American criminology text (1918). The contents of the latter are examined and contrasts with contemporary textbooks are noted. Parmelee's career is an anomoly, for although he published abundantly, he faded into sociological obscurity. Some conjecture is offered about scholarly career paths generally, drawn out of the Parmelee case. Finally, the paper argues that historical accounts of the development of American criminology are incomplete, for they fail to mention a number of early figures, including Parmelee. 相似文献
79.
80.