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131.
In recent years, with the availability of high-frequency financial market data modeling realized volatility has become a new and innovative research direction. The construction of “observable” or realized volatility series from intra-day transaction data and the use of standard time-series techniques has lead to promising strategies for modeling and predicting (daily) volatility. In this article, we show that the residuals of commonly used time-series models for realized volatility and logarithmic realized variance exhibit non-Gaussianity and volatility clustering. We propose extensions to explicitly account for these properties and assess their relevance for modeling and forecasting realized volatility. In an empirical application for S&P 500 index futures we show that allowing for time-varying volatility of realized volatility and logarithmic realized variance substantially improves the fit as well as predictive performance. Furthermore, the distributional assumption for residuals plays a crucial role in density forecasting. 相似文献
132.
What explains frontline workers' views on poverty? A comparison of three types of welfare sector institutions 下载免费PDF全文
Helena Blomberg Johanna Kallio Christian Kroll Mikko Niemelä 《International Journal of Social Welfare》2015,24(4):324-334
The study analysed views on poverty among Finnish frontline workers in three welfare sector institutions. Two different institutional logics, universal and selective, and two sectors, the public and the voluntary, were represented. A nationwide survey among social security officials, municipal social workers and diaconal workers was utilised (N = 2,124). The methods applied included factor analysis, the examination of means and multivariate analysis of variance. Frontline workers were found to support structural reasons for poverty regardless of institutional affiliation. Analyses, however, also revealed significant differences between the institutions, but not of the kind expected. Social security officials, working in a universal institution, were less likely to endorse structural factors and more likely to endorse individualistic poverty explanations than were social and diaconal workers. Type of education and personal political ideology, respectively, were also found to be of significant importance for poverty perceptions, independent of institutional logic. 相似文献
133.
Christian Thöni 《Theory and Decision》2014,76(4):529-545
Antisocial punishment—punishment of pro-social cooperators—has shown to be detrimental for the efficiency of informal punishment mechanisms in public goods games. The motives behind antisocial punishment acts are not yet well understood. This article shows that inequality aversion predicts antisocial punishment in public goods games with punishment. The model by Fehr and Schmidt (Q J Econ 114(3): 817–868, 1999) allows to derive conditions under which antisocial punishment occurs. With data from three studies on public goods games with punishment I evaluate the predictions. A majority of the observed antisocial punishment acts are not compatible with inequality aversion. These results suggest that the desire to equalize payoffs is not a major determinant of antisocial punishment. 相似文献
134.
135.
Objectives. Are legislators' party affiliations or is district partisanship the greatest predictor of legislative support of the president? Do members of the U.S. House emphasize different policy positions when casting roll calls than when communicating their positions to constituents? We theorize that party is less important in legislators' district‐oriented behavior than in roll‐call voting. When casting roll calls, legislators are agents facing multiple principals, namely, political party leaders and their district constituencies. When engaging in district‐oriented behavior, the only key principal is the legislator's constituency. Methods. We analyze legislators' positions on roll calls and in platforms. Platforms are examined with a unique data set of franked mass mailings sent by House members. Linear and limited dependent variable models are employed. Results. Our findings show that constituency preferences are a more consistent predictor of legislative support for the president when analyzing legislators' platforms, and that political party has a relatively limited effect. When analyzing roll‐call votes, party is the key predictor. Conclusions. Political parties may be interested in what legislators do as opposed to what they say. The platform findings are in contrast to most recent empirical work examining position taking, though consistent with the canonical works of Mayhew and Fenno. This has implications for theories of parties in Congress that tie party behavior in the legislature to partisanship in the electorate. 相似文献
136.
Christian Bauer 《Theory and Decision》2012,73(4):621-647
For non-additive set functions, the independent product, in general, is not unique and the Fubini theorem is restricted to slice-comonotonic functions. In this paper, we use the representation theorem of Gilboa and Schmeidler (Math Oper Res 20:197?C212, 1995) to extend the M?bius product for non-additive set functions to non-finite spaces. We extend the uniqueness result of Ghirardato (J Econ Theory 73:261?C291, 1997) for products of two belief functions and weaken the requirements on the marginals necessary to obtain the Fubini property in the product. More importantly, we show that for the M?bius product one side of the Fubini theorem holds for all integrable functions if one of the marginals either is a probability or a convex combination of a chain of unanimity games, i.e., we relax the requirement of slice-comonotonicity and enrich the set of possible applications. 相似文献
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138.
Reviewed by Marcelle Christian Holmes Ph.D. 《Journal of sex research》2013,50(4):395-397
Higgins, Trussell, Moore, and Davidson (2010) expand our understanding of sexual satisfaction by showing that first vaginal sex is more likely to be psychologically than physically satisfying and by revealing differences between women and men and similarities between African Americans and Whites. Their analyses highlight the need for further theory-building, explicating the dynamics of change over time, integrating qualitative and quantitative approaches, and articulating implications for public policy. These are crucial steps toward developing a social science of sexual satisfaction. More research that focuses on positive aspects of sexuality, such as satisfaction, should be encouraged. 相似文献
139.
Some individuals report problems during and after Internet sex engagement, such as missing sleep and forgetting appointments, which are associated with negative life consequences. One mechanism potentially leading to these kinds of problems is that sexual arousal during Internet sex might interfere with working memory (WM) capacity, resulting in a neglect of relevant environmental information and therefore disadvantageous decision making. In this study, 28 healthy individuals performed 4 experimental manipulations of a pictorial 4-back WM task with neutral, negative, positive, or pornographic stimuli. Participants also rated 100 pornographic pictures with respect to sexual arousal and indicated masturbation urges previous to and following pornographic picture presentation. Results revealed worse WM performance in the pornographic picture condition of the 4-back task compared with the three remaining picture conditions. Furthermore, hierarchical regression analysis indicated an explanation of variance of the sensitivity in the pornographic picture condition by the subjective rating of the pornographic pictures as well as by a moderation effect of masturbation urges. Results contribute to the view that indicators of sexual arousal due to pornographic picture processing interfere with WM performance. Findings are discussed with respect to Internet sex addiction because WM interference by addiction-related cues is well known from substance dependencies. 相似文献
140.
James D. Griffith Sharon Mitchell Christian L. Hart Lea T. Adams Lucy L. Gu 《Journal of sex research》2013,50(7):621-632
The damaged goods hypothesis posits that female performers in the adult entertainment industry have higher rates of childhood sexual abuse (CSA), psychological problems, and drug use compared to the typical woman. The present study compared the self-reports of 177 porn actresses to a sample of women matched on age, ethnicity, and marital status. Comparisons were conducted on sexual behaviors and attitudes, self-esteem, quality of life, and drug use. Porn actresses were more likely to identify as bisexual, first had sex at an earlier age, had more sexual partners, were more concerned about contracting a sexually transmitted disease (STD), and enjoyed sex more than the matched sample, although there were no differences in incidence of CSA. In terms of psychological characteristics, porn actresses had higher levels of self-esteem, positive feelings, social support, sexual satisfaction, and spirituality compared to the matched group. Last, female performers were more likely to have ever used 10 different types of drugs compared to the comparison group. A discriminant function analysis was able to correctly classify 83% of the participants concerning whether they were a porn actress or member of the matched sample. These findings did not provide support for the damaged goods hypothesis. 相似文献