Purpose This study aims to explore the emotion-based mediator of information security fatigue in the relationship between employees’ information security–related stress (SRS) and information security policy (ISP) compliance intention and the effects of psychological capital (PsyCap) on...

In this article, we study a new Laplace autoregressive model of order p- NLAR(p). Conditional least squares, weighted conditional least squares and maximum quasi-likelihood are used to estimate the model parameters. Comparisons among these estimates of the NLAR(2) model are given via simulation...

In this article, we study a new Laplace autoregressive model of order p NLAR(p). Conditional least squares, weighted conditional least squares and maximum quasi-likelihood are used to estimate the model parameters. Comparisons among these estimates of the NLAR(2) model are given via simulation...

Researchers have constantly asked whether stock returns can be predicted by some macroeconomic data. However, it is known that macroeconomic data may exhibit nonstationarity and/or heavy tails, which complicates existing testing procedures for predictability. In this paper we propose novel...