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281.
We examine moving average (MA) filters for estimating the integrated variance (IV) of a financial asset price in a framework where high-frequency price data are contaminated with market microstructure noise. We show that the sum of squared MA residuals must be scaled to enable a suitable estimator of IV. The scaled estimator is shown to be consistent, first-order efficient, and asymptotically Gaussian distributed about the integrated variance under restrictive assumptions. Under more plausible assumptions, such as time-varying volatility, the MA model is misspecified. This motivates an extensive simulation study of the merits of the MA-based estimator under misspecification. Specifically, we consider nonconstant volatility combined with rounding errors and various forms of dependence between the noise and efficient returns. We benchmark the scaled MA-based estimator to subsample and realized kernel estimators and find that the MA-based estimator performs well despite the misspecification. 相似文献
282.
A Flexible Count Data Regression Model for Risk Analysis 总被引:1,自引:0,他引:1
In many cases, risk and reliability analyses involve estimating the probabilities of discrete events such as hardware failures and occurrences of disease or death. There is often additional information in the form of explanatory variables that can be used to help estimate the likelihood of different numbers of events in the future through the use of an appropriate regression model, such as a generalized linear model. However, existing generalized linear models (GLM) are limited in their ability to handle the types of variance structures often encountered in using count data in risk and reliability analysis. In particular, standard models cannot handle both underdispersed data (variance less than the mean) and overdispersed data (variance greater than the mean) in a single coherent modeling framework. This article presents a new GLM based on a reformulation of the Conway-Maxwell Poisson (COM) distribution that is useful for both underdispersed and overdispersed count data and demonstrates this model by applying it to the assessment of electric power system reliability. The results show that the proposed COM GLM can provide as good of fits to data as the commonly used existing models for overdispered data sets while outperforming these commonly used models for underdispersed data sets. 相似文献
283.
Fried LP Hadley EC Walston JD Newman AB Newman A Guralnik JM Studenski S Harris TB Ershler WB Ferrucci L 《Science of aging knowledge environment : SAGE KE》2005,2005(31):pe24
The American Geriatrics Society sponsored a working conference in January 2004, funded by the National Institute on Aging, to establish the state of the art in frailty research and to set a research agenda for the future. The invited participants included senior basic biologists, epidemiologists, geneticists, and clinical investigators who study aging-related issues. This article summarizes the central theoretical observations on frailty and research needs and opportunities presented and discussed at this conference, and lays out an agenda for future research on frailty. 相似文献
284.
285.
Walston J 《Science of aging knowledge environment : SAGE KE》2004,2004(4):pe4
Research into the biological basis of frailty has been difficult to accomplish because of a lack of standardized definitions, disease and disability confounders, and complex multifactorial etiology. Multiple physiological systems are likely to be involved, including the skeletal muscle, endocrine, and immune/inflammation systems. Physiological characterization of frail older adults might provide etiologic clues. Translational research programs that connect mechanisms related to aging, such as oxidative damage and telomere shortening, to clinical aging-related syndromes will be necessary to further this critical area of geriatric research. 相似文献
286.
Members of an HIV-prevention research network were asked to describe ethical challenges faced in their work. Major themes included acceptable standards of care for participants, defining research of relevance to host countries, reducing risks related to stigma, designing research that meets local needs without contributing to an inadequate status quo, and ensuring informed consent for complex research with potentially vulnerable participants. The challenges are interrelated and highlight the need for innovative, practical strategies to be incorporated into the planning, design, and conduct of HIV prevention trials. Research in applied ethics to support decision-making about HIV prevention research is needed, along with ethics training, mechanisms to support community-wide benefit from research, and expanded dialog on ethics surrounding HIV prevention and public health research. 相似文献
287.
288.
Jeremy Hein 《The Sociological quarterly》1988,29(3):463-478
This article examines how state incorporation reproduces a middleman minority group's occupational role after the migration of that group to the United States. An extension of middleman minority theory is developed to explain why ethnic Chinese refugees from former Indochina are overrepresented in intermediary social service occupations in comparison to Vietnamese, Laotian, and Cambodian refugees. Three propositions are developed and tested focusing on the conflict engendered by an intermediary occupation, staff recruitment patterns, and role orientations among different ethnic groups. Data from participant observation and interviews are used to focus on actual behavior in the workplace, whereas most studies of occupational concentration by ethnic groups have examined the sector level. 相似文献
289.
Theory and Society - The framework that I have used, I suggest, provides insights into how the paradigms in our discipline, or any discipline for that matter, are generated, become dominant and,... 相似文献
290.
Karen Leppel PhD Eric Brucker PhD Jeremy Cochran PsyD 《Journal of aging & social policy》2013,25(1):62-76
If job training has positive impacts on worker satisfaction, then job training can have desirable consequences for an organization that result both directly through its effects on productivity and indirectly through its effects on job satisfaction. Furthermore, the aging of the workforce implies that older workers will become increasingly important to firms and to the economy. This study, therefore, seeks to examine the relationship between job training and job satisfaction, focusing in particular on U.S. workers born in 1964 or earlier. The results of ordered logit regression analysis indicate that availability and quality of training received directly affect job satisfaction. 相似文献