Results 181 to 190 of about 87,023 (313)
On uniform tail expansions of multivariate copulas and wide convergence of measures [PDF]
, 2006 Piotr Jaworski
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S&P 500 microstructure noise components: empirical inferences from futures and ETF prices
Journal of Time Series Analysis, Volume 46, Issue 6, Page 1032-1063, November 2025.By studying the differences between futures prices and exchange‐traded fund prices for the S&P 500 index, original results are obtained about the distribution and persistence of the microstructure noise component created by positive bid‐ask spreads and discrete price scales.
Stephen J. Taylor
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Uniform approximation of associative copulas by strict and non-strict copulas
, 2001 Erich Peter Klement +2 more
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Decoupling Interday and Intraday Volatility Dynamics With Price Durations
Journal of Time Series Analysis, Volume 46, Issue 6, Page 1224-1250, November 2025.ABSTRACT This article introduces a novel framework for volatility estimation based on price durations with an adaptive price change threshold. This innovation allows us to disentangle daily and intraday volatility dynamics from price durations, which greatly simplifies the parametric modelling of price durations and hence leads to more accurate ...
Yifan Li +3 more
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syntactic structure of predicatives: clues from the omission of the copula in child English
, 2001 Misha Becker
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Advances in the Historical Linguistics of Signed Languages
Language and Linguistics Compass, Volume 19, Issue 6, November/December 2025.ABSTRACT Scholarship in the field of sign historical linguistics has made important progress in recent years. Here we survey this progress in three areas of research that have received the most attention to date, namely, (i) qualitative approaches to understanding the typical pathways of diachronic change in signed languages, (ii) quantitative ...
Justin M. Power +2 more
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Symmetry and dependence properties within a semiparametric family of bivariate copulas
, 2002 Cécile Amblard, Stéphane Girard
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, 2013 Modeling dependence between two or more variables is a common issue in statistical applications.
Ortego Martínez, María Isabel +1 more
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Hello! How Can I Help You? Role of Technology Appetite on AI Adoption in the Post‐Pandemic Era
R&D Management, Volume 55, Issue 5, Page 1560-1581, November 2025.ABSTRACT Artificial intelligence (AI) has revolutionized many industries, particularly tourism. Using the diffusion of innovation theory, value‐based adoption model, and technology readiness theory, this study examines AI adoption through perceived enjoyment, perceived usefulness, perceived fees, and technicality on perceived value in the tour, travel,
Nitika Sharma, Ruchi Payal, Justin Paul
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