Showing 471 - 480 of 508
Hybrid Propulsion is an attractive alternative to conventional liquid and solid rocket motors. This is an active area of research and technological developments. Potential wide application of Hybrid Engines opens the possibility for safer and more flexible space vehicle launching and...
Persistent link: https://www.econbiz.de/10010676070
Although quasi maximum likelihood estimator based on Gaussian density (G-QMLE) is widely used to estimate GARCH-type models, it does not perform successfully when error distribution is either skewed or leptokurtic. This paper proposes normal mixture quasi-maximum likelihood estimator (NM-QMLE)...
Persistent link: https://www.econbiz.de/10010776524
Using a momentum trading approach, Dow Jones Industrial stocks are analyzed on an yearly basis for trade execution during the rise, crash, and consolidation period (1999–2001) of the stock market. While the anomalous trend in some of the volatile sectors are seen (i.e., the Microsoft in year...
Persistent link: https://www.econbiz.de/10010590406
Precisely quantifying the heterogeneity or disorder of network systems is important and desired in studies of behaviors and functions of network systems. Although various degree-based entropies have been available to measure the heterogeneity of real networks, heterogeneity implicated in the...
Persistent link: https://www.econbiz.de/10010591018
This article proposes a new model to measure the risk appetite in absence of option prices. Without options transaction, traditional measurements cannot be made. This article establishes a Risk Appetite (RA) indicator by way of change measure and simulation, with two density functions, i.e....
Persistent link: https://www.econbiz.de/10010619016
This research investigated the link between ethical leadership and performance using data from the People's Republic of China. Consistent with social exchange, social learning, and social identity theories, we examined leader-member exchange (LMX), self-efficacy, and organizational...
Persistent link: https://www.econbiz.de/10009195127
Analytical tractability is one of the challenges faced by many alternative models that try to generalize the Black-Scholes option pricing model to incorporate more empirical features. The aim of this paper is to extend the analytical tractability of the Black-Scholes model to alternative models...
Persistent link: https://www.econbiz.de/10009198282
Persistent link: https://www.econbiz.de/10008776264
Quantitative trait loci mapping is focused on identifying the positions and effect of genes underlying an observed trait. We present a collaborative targeted maximum likelihood estimator in a semi-parametric model using a newly proposed 2-part super learning algorithm to find quantitative trait...
Persistent link: https://www.econbiz.de/10009023536
Persistent link: https://www.econbiz.de/10011148020