Existing online virtual worlds, or electronic environments, are of great significance to social science research, but are somewhat lacking in rigour. One reason is that users might not participate in those virtual worlds in the way they act in real daily life, communicating with each other in...

In this paper, we derive the moments of random vectors with multivariate skew-normal distribution and their quadratic forms. Applications to time series and spatial statistics are discussed. In particular, it is shown that the moments of the sample autocovariance function and of the sample...

Epsilon-negative (ENG) and mu-negative (MNG) materials are successfully realized by using composite right/left-handed transmission line (CRLH TL), based on which the photonic crystals were also constituted. The simulated and measured scattering parameters and phase shift indicate that the...

The loss of cell cycle control is often associated with cancers and other different diseases. With the accumulation of omics data, the network for molecule interactions in the cell cycle process will become much clearer. The identification of the crucial modules in a giant network and...

This paper aims to investigate the importance levels of the components in two groundwater remediation systems and examine the impact of each component on the whole system. Four measures are introduced including structural importance (SI), Birnbaum importance (BI), criticality importance (CI),...

This paper proposed a bivariate interval semi-infinite linear programming (BV-ISIP) method to address a type decision-making problem where various uncertainties exist in functional relations and parameter uncertainty. The performance of the method is also demonstrated via an illustrative example...

Motivated by the controversial debate on mandatory reductions of greenhouse gases in the U.S., this study explores whether the market values corporate response to tackle carbon dioxide emissions. We measure corporate responses using the measure of media tone based on the positive and negative...

We investigate the relation between board composition and operational risk events of financial institutions in the period from 1996 to 2010. Drawing from corporate governance literature, we consider the impact of board characteristics on the likelihood of operational risk events. Overall, our...

Most empirical research of the path-dependent, exotic-option credit risk model focuses on developed markets. Taking Taiwan as an example, this study investigates the bankruptcy prediction performance of the path-dependent, barrier option model in the emerging market. We adopt Duan’s (1994)...

This article investigates the long-term impact of the 11 September 2001 terrorist attacks on the maturity, volume and open interest effects for the S&P 500 index futures contracts. Adopting Chou (2005a, b)'s range-based volatility models, this article provides a number of interesting results....