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排序方式: 共有177条查询结果,搜索用时 15 毫秒
1.
Cathy W. S. Chen F. C. Liu Mike K. P. So 《Australian & New Zealand Journal of Statistics》2008,50(1):29-51
To capture mean and variance asymmetries and time‐varying volatility in financial time series, we generalize the threshold stochastic volatility (THSV) model and incorporate a heavy‐tailed error distribution. Unlike existing stochastic volatility models, this model simultaneously accounts for uncertainty in the unobserved threshold value and in the time‐delay parameter. Self‐exciting and exogenous threshold variables are considered to investigate the impact of a number of market news variables on volatility changes. Adopting a Bayesian approach, we use Markov chain Monte Carlo methods to estimate all unknown parameters and latent variables. A simulation experiment demonstrates good estimation performance for reasonable sample sizes. In a study of two international financial market indices, we consider two variants of the generalized THSV model, with US market news as the threshold variable. Finally, we compare models using Bayesian forecasting in a value‐at‐risk (VaR) study. The results show that our proposed model can generate more accurate VaR forecasts than can standard models. 相似文献
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Speed C 《Menopause international》2007,13(2):88-89
Physical activity is a well recognized approach to the enhancement of general health and wellbeing in both healthy and diseased populations. However, excessive activity can result in exercise-related menstrual dysfunction (ERMD), which can adversely affect bone health and increase the risk of infertility and cardiovascular events in later life. Physicians should maintain a high awareness of EMRD in assessing health risks in the menopausal woman. 相似文献
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Cathy W. S. Chen Hong Than-Thi Mike K. P. So 《Journal of Statistical Computation and Simulation》2019,89(2):191-210
This paper proposes a new hysteretic vector autoregressive (HVAR) model in which the regime switching may be delayed when the hysteresis variable lies in a hysteresis zone. We integrate an adapted multivariate Student-t distribution from amending the scale mixtures of normal distributions. This HVAR model allows for a higher degree of flexibility in the degrees of freedom for each time series. We use the proposed model to test for a causal relationship between any two target time series. Using posterior odds ratios, we overcome the limitations of the classical approach to multiple testing. Both simulated and real examples herein help illustrate the suggested methods. We apply the proposed HVAR model to investigate the causal relationship between the quarterly growth rates of gross domestic product of United Kingdom and United States. Moreover, we check the pairwise lagged dependence of daily PM2.5 levels in three districts of Taipei. 相似文献
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Drawing from literature regarding public engagement, the Elaboration Likelihood Model (ELM), computer-mediated communication research, and emotion psychology, this study examines the effects of companies’ social media communication strategies on public engagement behaviors as indexed by post likes, shares, and comments. Specifically, it investigates how corporate Facebook posts’ functional traits (functional interactivity and vividness) and emotional traits (emotion presence, valence, and strength) impact public engagement online. Through data mining and computer-assisted sentiment analysis of 33,379 posts from 106 Standard & Poor 500 companies’ Facebook accounts, this study finds a negative effect of functional interactivity but a positive effect of vividness on engagement. It also shows that emotional traits overall yield stronger public engagement outcomes. Two-way interactions between emotional and functional features are also detected. Theoretical and practical implications are discussed. 相似文献
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The Time to Think Experiment researches the experience of clinicians, consumers, and families of an intersession break, which has been used historically in various models of family therapy training. This qualitative pilot study explores the experiences of 21 clinicians, 19 consumers, and six family members using this break for reflection, across the domains of family and couple therapy, individual therapy, group work, and supervision in a mental health service covering the whole age range. Using a phenomenological design, the analysis included narrative, thematic, content, and comparative techniques. The paper considers the impact of privileging reflection in the therapy process, in a climate where models, work cultures, and general lifestyles may not encourage it. Using the intersession break to create space to ‘be’ in the therapy process is one way to integrate mindful and family therapy practice. The emerging themes of an intersession break to promote a richer and deeper therapy experience, and the apparent shift of responsibility for change from clinicians to consumers is discussed. 相似文献
9.
Migration Planning Among Female Prospective Labour Migrants from Nepal: A Comparison of First‐Time and Repeat‐Migrants 下载免费PDF全文
Tanya Abramsky Joelle Mak Cathy Zimmerman Ligia Kiss Bandita Sijapati 《International migration (Geneva, Switzerland)》2018,56(4):197-216
As international female labour migration has increased, so too have efforts to prevent the exploitation of labour migrants. However, evidence to underpin prevention efforts remains limited, with little known about labour migrants’ migration planning processes. Using data from a survey of female prospective labour migrants from Nepal, this article compares socio‐demographics and migration‐planning processes between first‐time and repeat‐migrants. We identified several factors which might increase repeat‐migrants’ vulnerability to exploitation during the migration process, or obstruct their engagement in pre‐migration interventions: more rapid migration planning than first‐time migrants; lower involvement in community groups; and a perception that they already have the knowledge they need. Only one‐third of repeat‐migrants planned to go to the same destination and 42 per cent to work in the same sector as previously. With repeat‐migration a common livelihoods strategy, it is crucial that interventions are guided by evidence on the needs of both first‐time‐ and repeat‐migrants. 相似文献
10.
This article explores the role of a case-reading tool, developed by the Safe and Together Institute, deployed across five Australian states, and which engaged workers from child protection (CP) and specialist domestic and family violence (DFV) services. It aimed to assess the extent to which DFV is identified in CP case files and to assess the quality of case practice from a DFV-informed perspective, as documented in the case file. The Safe and Together approach to child welfare provides a robust foundation upon which practitioners from statutory and nonstatutory backgrounds can work collaboratively and reach consensus about how best to ensure the safety and wellbeing of children living with DFV. The case reading is both a process of transformative working for practitioners and an analytical tool through which their agencies can affect systemic change.
IMPLICATIONS
A national audit of 20 child protection case files using the Safe and Together case-reading process indicated that documented child protection practice sits at the lower end of a domestic and family violence-informed Continuum of Practice.
Analysis indicates a need to improve: child protection engagement with fathers who use DFV, assessments of their parenting role and its impact on children and family functioning; identification of adult survivors’ protective capacities and their impact on children.
Research in this area may have broader implications for other professions and government policy both nationally and internationally.