The estimation of the volatility with high-frequency data is plagued by the presence of microstructure noise, which leads to biased measures. Alternative estimators have been developed and tested either on specific structures of the noise or by the speed of convergence to their asymptotic...

This study analyses the situation of the Brazilian population vis-a-vis the Social Security System (SSS) using data from PNAD. We chose the 1982, 1992 and 2002 PNAD data to give a series of pictures of the Brazilian population at equal intervals but under different legal instances with respect...

Corporate earnings announcements unpack large bundles of information that should, if markets are efficient, almost surely trigger jumps in stock prices immediately after the news release. Testing this implication is difficult in practice because most earnings announcements occur in the...

We develop a model for point processes on the real line, where the intensity can be locally unbounded without inducing an explosion. In contrast to an orderly point process, for which the probability of observing more than one event over a short time interval is negligible, the bursting...

In a globalized world, more and more decisions taken by public and private agents are based, directly or indirectly, on international statistics. By putting the national data into perspective and/or complement them with additional indicators, data produced and disseminated by international...

Many complex systems present an intrinsic bipartite nature and are described and modeled in terms of networks. Bipartite networks are often very heterogeneous in the number of relationships that the elements of one set establish with the elements of the other set and the heterogeneity makes it...

OCB ordinarily alludes to practices that decidedly affect the association or its individuals (Poncheri, 2006). OCB can be influenced by imparting in workers an impression of skill in their activity undertakings (Todd, 2003). Bateman and Organ (1983) proposed a noteworthy and solid connection...

Service Quality is a blend of two words, Service and Quality where we discover accentuation on the accessibility of value services to definitive users. RSQS scale has been used for identifying the discriminant service quality factors differentiating the consumer perception of high end apparel...

This study highlights how Winter Storm Benji played a significant role in human responses and displacements on the basis of a multitude of periods, geographic scales, and social vulnerability. This study collects Twitter data between November 20 and December 24, 2017 for Winter Storm Benji in...

Weblogs or blogs have recently received a lot of attention, especially in the business community, with a number of firms encouraging their employees to publish blogs to reach out and connect to a wider audience. It is beginning to be recognized that employee blogs can cast a firm in either a...