Specification Tests for Jump‐Diffusion Models Based on the Characteristic Function
Summary Goodness‐of‐fit tests are suggested for several popular jump‐diffusion processes. The suggested test statistics utilise the marginal characteristic function of the model and its L2‐type discrepancy from an empirical counterpart. Model parameters are estimated either by minimising the aforementioned L2‐type discrepancy or by maximum likelihood ...
Gerrit Lodewicus Grobler +3 more
wiley +1 more source
Quadratic Euler characteristic of symmetric powers of curves. [PDF]
Bröring LF, Viergever AM.
europepmc +1 more source
Collective Bargaining and Monopsony: The Regulation of Noncompete Agreements in France
ABSTRACT Can collective bargaining mitigate monopsony power? This paper studies the extent to which collective agreements regulating employee noncompete clauses affect firm‐level markdowns in French manufacturing. Using a staggered difference‐in‐differences design, we find that such regulation reduces markdowns by 1.3%–2.2% on average.
Tito Boeri +3 more
wiley +1 more source
A Survey of Lattice-Based Physical-Layer Security for Wireless Systems with <i>p</i>-Modular Lattice Constructions. [PDF]
Khodaiemehr H +5 more
europepmc +1 more source
The Origins of Ploem's Filter Cube: A Pandora's Box
Abstract Ploem's filter cube, central to modern epifluorescence microscopy, integrates three matched optical components: an excitation filter, an emission filter, and a dichroic mirror. Together, these elements enable the separation of excitation and emission light paths, producing high‐contrast fluorescence images.
Jack Gordon +3 more
wiley +1 more source
Crystal structure of seladelpar, C<sub>21</sub>H<sub>23</sub>F<sub>3</sub>O<sub>5</sub>S, from synchrotron powder diffraction data and density functional theory. [PDF]
Salazar JK +4 more
europepmc +1 more source
This paper histologically analyzed incremental markings in dental enamel of red fox and grey wolf. Our results demonstrate that previous studies have misidentified these markings, which led to miscalculation of dental growth parameters. Abstract The present study analyzed incremental markings in the enamel of eight mandibular first molars (M1) of red ...
Horst Kierdorf, Uwe Kierdorf
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A parallel CUDA implementation of the Gauss-Legendre-spherical-t method for electrostatic interactions. [PDF]
Gonzales JE, Hwang W, Brooks BR.
europepmc +1 more source
Longevity, Health, and Housing Risk Management in Retirement
ABSTRACT Annuities, long‐term care insurance, and reverse mortgages remain puzzlingly unpopular to manage post‐retirement longevity, health, and housing price risks. We use a flexible life‐cycle model structurally estimated with a unique stated‐preference survey experiment of Canadian households to understand why. Key factors include high risk aversion,
PIERRE‐CARL MICHAUD, PASCAL ST‐AMOUR
wiley +1 more source

