We propose moving average threshold heterogeneous autoregressive (MAT-HAR) models as a novel combination of heterogeneous autoregression (HAR) and threshold autoregression (TAR). The MAT-HAR has multiple groups of lags of a target series, and a threshold term can appear in each group. The...

In this paper, we use the cross-correlation function developed by Cheung and Ng (1996) to investigate the dynamic linkages among G7 countries in the mean and volatility of stock prices from June 2, 2003, through July 31, 2010. In particular, we examined the impact of the American financial...

Continued use of retracted articles amplifies the adverse consequences of propagating questionable knowledge. Because traditional approaches have not been adequate in alleviating continued use of retracted articles, scholars have called for the use of social media to aid in disseminating...

The high temperature deformation behavior of a X30CrMoN15-1 high-nitrogen stainless steel (HNSS) has been investigated using uniaxial compression test in the temperature range of 850–1250 °C and strain rate of 0.001–10 [[EQUATION]] . An Arrhenius-based hyperbolic sine equation was used to...