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ABSTRACTWe introduce a new methodology for estimating the parameters of a two-sided jump model, which aims at decomposing the daily stock return evolution into (unobservable) positive and negative jumps as well as Brownian noise. The parameters of interest are the jump beta coefficients which measure the influence of the market jumps on the stock returns, and are latent components. For this purpose, at first we use the Variance Gamma (VG) distribution which is frequently used in modeling financial time series and leads to the revelation of the hidden market jumps' distributions. Then, our method is based on the central moments of the stock returns for estimating the parameters of the model. It is proved that the proposed method provides always a solution in terms of the jump beta coefficients. We thus achieve a semi-parametric fit to the empirical data. The methodology itself serves as a criterion to test the fit of any sets of parameters to the empirical returns. The analysis is applied to NASDAQ and Google returns during the 2006–2008 period. 相似文献
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Brizzi Francesco Birrell Paul J. Plummer Martyn T. Kirwan Peter Brown Alison E. Delpech Valerie C. Gill O. Noel De Angelis Daniela 《Lifetime data analysis》2019,25(4):757-780
Lifetime Data Analysis - CD4-based multi-state back-calculation methods are key for monitoring the HIV epidemic, providing estimates of HIV incidence and diagnosis rates by disentangling their... 相似文献
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Social Indicators Research - Energy poverty has emerged in recent times as a crucial aspect of poverty, afflicting the developing world in general and Nigeria in particular. Drawing from some of... 相似文献
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Aileen O’Driscoll 《Feminist Media Studies》2019,19(5):732-749
While much attention has been given to critiquing sexism and stereotyping in advertising texts, less weight is afforded to examining the gendered opinions and worldviews of the practitioners who create such texts and even less focus on such attitudes as held by advertising students—the next generation of advertisers. This paper is concerned with exploring advertising students’ attitudes towards representations of the sexes in adverts, and how this may reflect their gendered opinions more generally. Analysing individual, semi-structured student interviews (n = 12) reveals that, while there was widespread acknowledgement that sexual objectification of women in advertising remains prevalent, there was a discursive turn towards a concern for men and boys, and assertions that misandry has emerged as a concerning and unwelcome trend in advertising imagery and texts. This was bolstered by a less prevalent theme; one which lauds the figure of the “tomboy” and thereby serves to privilege the male experience. 相似文献
56.
Do the Constructs of the FACES IV Change Based on Definitions of “Family?” A Measurement Invariance Test 下载免费PDF全文
Jacob B. Priest Elizabeth O. Parker Sarah B. Woods 《Journal of marital and family therapy》2018,44(2):336-352
The Family Adaptability and Cohesion Scale (FACES) IV does not provide instructions about which family members respondents should think about while answering questions. This study examined which family members respondents thought about while completing the FACES IV, and if this changed measurement invariance and population heterogeneity of the measure. Using a sample of n = 511 individuals, a latent class analysis showed three distinct classes: Nuclear Family, Family of Origin, and All of the Above. The FACES IV demonstrated measurement invariance across classes on the majority of subscales; however, population heterogeneity tests suggested that the means and variances of the subscales varied across classes. The findings suggest further examination of how the measure functions with unique family constellations is warranted. 相似文献
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Avery C. Edenfield Fredrik O. Andersson 《Voluntas: International Journal of Voluntary and Nonprofit Organizations》2018,29(5):1033-1043
This article examines how a social venture transitions from nascent to formal status and argues that the transformation of the organization set in motion by establishing formal boundaries is a deeply profound one. Drawing from the nonprofit and social entrepreneurship literature on what prompts and energizes individuals to initiate new not-for-profit ventures, and linking it to a notion of revolutionary crisis as organizations emerge and develop, we seek to illuminate and explore the tension, and its consequences, between nonprofit entrepreneurs and the organization they create as the new venture transitions from nascent to formal. We do this by presenting the results from an in-depth case study examining the gestation and boundary-forming phases of Robert’s Place Cooperative, a plucky start-up cooperative in a midsize Midwestern city. 相似文献
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This study utilized both quantitative and qualitative approaches to examine perceptions of aging among rural-dwelling senior citizens (203 women and 112 men), ages 65 and older. Quantitative results revealed that, despite no significant gender differences in the total number of medical conditions reported, women were less likely than men to report that health problems interfered with their daily functioning. Qualitative analyses revealed that women were particularly like to identify relationships, frame of mind, participating in activities, and religion/spirituality as important contributors to successful aging. 相似文献
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The study assessed Israeli students’ emotional–experiential reaction and attitude to different client populations, following a week-long experience in one of five social services settings. The study provides preliminary findings regarding the implications of first year students’ experience on their emphatic skills, a subject that generally has not received adequate scholarly attention. Using a purpose-built, self-administered questionnaire, we found students’ emotional–experiential response to their experience differed by the setting in which they were placed, being lowest in the Bedouin oriented services, intermediate among those placed in juvenile correction services, and highest in mental health, adult and child disability services. Responses were independent of all other explanatory variables, including sex, cognitive ability, previous training experience and perceptual shifts concerning the population served. We discuss possible reasons for these differences.