Results 81 to 90 of about 44,033 (313)

Forecasting New Employment Using Nonrepresentative Online Job Advertisements With an Application to the Italian and EU Labor Market

Journal of Forecasting, EarlyView.
ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio, Mario Mezzanzanica   +1 more
wiley   +1 more source

Multi-dimensional scenario forecast for generation of multiple wind farms

Journal of Modern Power Systems and Clean Energy, 2015
A novel multi-dimensional scenario forecast approach which can capture the dynamic temporal-spatial interdependence relation among the outputs of multiple wind farms is proposed.
Ming Yang, You Lin, Simeng Zhu, Xueshan Han, Hongtao Wang   +4 more
doaj   +1 more source

Implied volatility of basket options at extreme strikes

, 2014
In the paper, we characterize the asymptotic behavior of the implied volatility of a basket call option at large and small strikes in a variety of settings with increasing generality.
A d’Aspremont, A Gulisashvili, A Gulisashvili, A Gulisashvili, A Gulisashvili, A Lewis, A Medvedev, B Jourdain, E Benhamou, E Eberlein, E Gobet, E Hashorva, E Luciano, H Berestycki, J Figueroa-López, J Schoenmakers, JMP Albin, L Andersen, M Forde, M Forde, MR Tehranchi, O Barndorff-Nielsen, P Tankov, R Cont, R Lee, R Nelsen, S Asmussen, S Benaim, S Benaim, U Cherubini   +29 more
core   +1 more source

Don't You Know That You're Toxic? How Influencer‐Driven Misinformation Fuels Online Toxicity

Psychology &Marketing, EarlyView.
ABSTRACT Research on misinformation has focused on message content and cognitive bias, overlooking how source type shapes toxic engagement. This study addresses that gap by showing that influencer‐driven misinformation does not merely increase toxicity: it reconfigures its nature and persistence through relational and social influence mechanisms ...
Giandomenico Di Domenico, Federico Mangió, Denitsa Dineva   +2 more
wiley   +1 more source

Improving Upon the Marginal Empirical Distribution Functions when the Copula is Known [PDF]

At the heart of the copula methodology in statistics is the idea of separating marginal distributions from the dependence structure. However, as shown in this paper, this separation is not to be taken for granted: in the model where the copula is known ...
Akker, R. van den, Segers, J.J.J., Werker, B.J.M.   +2 more
core   +1 more source

Investigating dynamic dependence using copulae [PDF]

, 2001
A general methodology for time series modelling is developed which works down from distributional properties to implied structural models including the standard regression relationship.
Bouyé, Eric, Gaussel, Nicolas, Salmon, Mark H.   +2 more
core   +2 more sources

Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions

, 2015
This paper studies convergence properties of multivariate distributions constructed by endowing empirical margins with a copula. This setting includes Latin Hypercube Sampling with dependence, also known as the Iman--Conover method.
Mainik, Georg
core   +1 more source

Analyzing the duration frequency and severity of drought using copula function in the Yazd city [PDF]

, 2021
Mehrtash Eskandaripour, Shahrokh Soltaninia   +1 more
openalex   +1 more source

Laurels or Thorns of Trust? How Embeddedness Moderates the Exchange‐Satisfaction Relationship in Franchising

Managerial and Decision Economics, EarlyView.
ABSTRACT Exchanges in franchise systems are embedded in the level of trust that exists in franchisee–franchisor relationships. Although trust is essential in business relationships, it can unfold a negative side effect on the appreciation of exchange in these relationships as hidden costs of trust.
Matthias Glaser, Josef Windsperger, Evelien Croonen   +2 more
wiley   +1 more source

Efficient estimation of parameters in marginals in semiparametric multivariate models [PDF]

Recent literature on semiparametric copula models focused on the situation when the marginals are specified nonparametrically and the copula function is given a parametric form.
Artem Prokhorov, Valentyn Panchenko
core