Results 61 to 70 of about 443,600 (164)

Using a bootstrap approach to rate the raters [PDF]

open access: yes, 2004
This paper compares the accuracy of credit ratings of Moody s and Standard&Poors. Based on 11,428 issuer ratings and 350 defaults in several datasets from 1999 to 2003 a slight advantage for the rating system of Moody s is detected.
Güttler, André, Andre Guettler
core   +1 more source

Characteristics of Traffic Flows at Kuda Mati non-traffic light Intersection in Workhour and Holidays

open access: yesE3S Web of Conferences, 2018
Characteristics of traffic flow needs to be revealed to describe the traffic flow that occurred at the research location. One of the patterns of traffic flow movement of Merauke Regency that is important enough to be observed is the movement pattern that
Herbin F. Betaubun
doaj   +1 more source

Testing serial independence using the sample distribution function [PDF]

open access: yes, 1993
This paper presents and discusses a nonparametric test for detecting serial dependence. We consider a Cramèr-v.Mises statistic based on the difference between the joint sample distribution and the product of the marginals.
Delgado, Miguel A.
core  

EXPERIMENTAL DETERMINATION OF TEMPERATURES IN CHARACTERISTIC SECTIONS OF THE WORKING ZONE OF A CLOSED TWO-PHASE THERMOSYPHON

open access: yesИзвестия высших учебных заведений: Проблемы энергетики, 2018
In article, presents the results of experimental determination of temperature distributions in characteristic sections of the working zone of a closed two-phase thermosyphon.
G. V. Kuznetsov, A. E. Nurpeiis
doaj   +1 more source

Estimation of a Self-Exciting Poisson Jump Diffusion Model by the Empirical Characteristic Function Method

open access: yes, 1999
This paper proposes a new econometric methodology for the estimation of diffusion models that include a jump component. The jump component's arrival time is endogenously determined, reflecting past volatility in the data and deviations from economic ...
Yu, Jun
core  

Characteristic functions in the Cheyette Interest Rate Model [PDF]

open access: yes, 2011
We investigate the characteristic functions of multi-factor Cheyette Models and the application to the valuation of interest rate derivatives. The model dynamic can be classiffied as an affine-diffusion process implying an exponential structure of the ...
Wystup, Uwe, Beyna, Ingo
core  

Failure to filter: Anxious individuals show inefficient gating of threat from working memory

open access: yesFrontiers in Human Neuroscience, 2013
Dispositional anxiety is a well-established risk factor for the development of psychiatric disorders along the internalizing spectrum, including anxiety and depression.
Daniel M Stout   +2 more
doaj   +1 more source

The Classification of Economic Activity into Expansions and Recessions [PDF]

open access: yes
The Business Cycle Dating Committee (BCDC) of the National Bureau of Economic Research provides a historical chronology of business cycle turning points. This paper investigates three central aspects about this chronology: (1) How skillful is the BCDC in
Oscar Jorda, Travis Berge
core  

Long working hours and health status among employees in Europe: between-country differences

open access: yesScandinavian Journal of Work, Environment & Health, 2013
OBJECTIVES: This study aimed to (i) identify family responsibilities associated with moderately long working hours (41–60 hours a week); (ii) examine the relationship between moderately long working hours and three health outcomes; and (iii) analyze ...
Lucía Artazcoz   +5 more
doaj   +1 more source

Research on the Precise Positioning of Mining Working Faces and an Inversion Method for Characteristic Working Face Parameters Based on a Robust Genetic Algorithm

open access: yesApplied Sciences
Accurate positioning of mining working faces and reliable acquisition of their spatial characteristics play a key role in controlling illegal mining, in addition to identifying underlying hazards in coal mine goafs.
Chuang Jiang   +5 more
doaj   +1 more source

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