Purpose This exploratory study aims to examine gay travelers’ travel psychographics (allocentricity and psychocentricity) in relation to openness about sexual orientation, collective self-esteem and socio-demographic variables. Design/methodology/approach A survey is developed and study...

This paper proposes a variant of a threshold stochastic conditional duration (TSCD) model for financial data at the transaction level. It assumes that the innovations of the duration process follow a threshold distribution with a positive support. In addition, it also assumes that the latent...

This paper studies multiscale stochastic volatility models of financial asset returns. It specifies two components in the log-volatility process and allows for leverage/asymmetric effects from both components while return innovation terms follow a heavy/fat tailed Student t distribution. The two...