This special issue will explore a wide range of issues, from the emerging opportunities and challenges of MMORPGs, the new media industries, emerging technologies and applications and new Challenges in e-Government and e-Public services, to using e-Business to facilitate regional economic...

This paper is intended to provide an overview of the key issues that emerged from the presentations and discussion of a successful workshop organised by the British Academy of Management (BAM) e-Business & e-Government Special Interest Group at Newcastle University Business School on 9-10...

This special issue was born from a Workshop organized by the e-Business & e-Government Special Interest Group of the British Academy of Management (BAM), held on the 3rd-4th May at Brunel University Business School in London. The central theme of the workshop was on the relationship between...

The rapid diffusion of the Internet and the emergence of various social constructs facilitated by Internet technologies are changing the drivers that define how marketing techniques are developed and refined. This paper identifies critical factors for viral marketing, an Internet-based...

Understanding how defaults correlate across firms is a persistent concern in risk management. In this paper, we apply covariate-dependent copula models to assess the dynamic nature of credit risk dependence, which we define as "credit risk clustering". We also study the driving forces of the...

A general model is proposed for flexibly estimating the density of a continuous response variable conditional on a possibly high-dimensional set of covariates. The model is a finite mixture of asymmetric student-t densities with covariate dependent mixture weights. The four parameters of the...

Smooth mixtures, i.e. mixture models with covariate-dependent mixing weights, are very useful flexible models for conditional densities. Previous work shows that using too simple mixture components for modeling heteroscedastic and/or heavy tailed data can give a poor fit, even with a large...

Motivated by increment process modeling for two correlated random and non-random systems from a discrete-time asset pricing with both risk free asset and risky security, we propose a class of semiparametric regressions for a combination of a non-random and a random system. Unlike classical...