Purpose This study aims to investigate patterns of social media posting occurring during the initial post-disaster recovery period. In addition, the study investigates the antecedents of user engagement with Twitter posts or “tweets.” Design/methodology/approach This study uses Hurricane...

As the trade and information flow in the financial markets increasing, they are becoming more volatile and sensitive to extreme events. Markets are now characterized by more frequent extreme events. Generally such extreme events in the market are not normally distributed and need to be modeled...

Financial time series like exchange rates are highly persistent. An unexpected shock to the underlying variable has long lasting effects. The persistence in the volatility of the time series is usually exemplified by a highly persistent fitted GARCH model. Traditional stationary ARMA processes...