1,720,966 research outputs found
Jordan matrices on the equivalence of the I(1) conditions for VAR systems
Full text linkDigitised version produced by the EUI Library and made available online in 2020
Winners and losers in Soccer World Cup: a study of recent history and how to bet if you must
No full text17 pages, 3 figures, 4 tables.-- JEL classification codes: L83, C15.-- Contributed to: 4th International Conference on Sports, Tourism and Culture (Athens, Greece, May 31-Jun 2, 2004).Football betting in Europe has seen a rapid growth in the last two decades. However, the
betting market seems to be rather inert in becoming an efficient market in a similar fashion as inefficiencies have been appearing in the international financial markets. A typical fixed odds set provided by the bookmaker for the result of a soccer match would be: (odds for home team win, odds for draw, odds for away team win). The present work differentiates itself from the
others in the relevant literature in the mere fact that the only outcome of probabilistic interest is chosen to be the draw, that is, the most difficult to predict-see Pope and Peel (1989). The FIFA World Cup is considered to be the most important soccer tournament between national teams from all over the world and is taking place every four years. The data used in
the present study come from a 20-year span of World Cup Final Tournaments. Typically the
odds include the bookmaker’s in-built “take” margin, usually in the range of 11-15%. In order for the gambler to make money out of betting he has to be able to determine the true probabilities of a soccer game better than the bookmaker in order to overcome the bookmakers’ profit margin. The estimate for the probability of a draw in a World Cup Final Tournament is found to be 29,76%, which is in agreement with similar results; see for example Dixon and Coles (1997). A simple mathematical sequence, known as the Fibbonacci sequence, is used in order to define a consistent betting strategy. It will be shown that for fixed odds given for a
draw equal to the value 2.618, the betting rule proposed is giving always at least a unit of profit. Nevertheless, the average for a fixed odds is greater than 3.0, thus we consider the odds also as a random variable and the model is implemented by a Monte Carlo simulation.Peer reviewe
Testing the order of integration in a VAR model for I(2) variables
Full text linkDigitised version produced by the EUI Library and made available online in 2020
Essays on nonstationary time series
No full textDefence date: 28 June 2002Examining board: Prof. Anindya Banerjee, EUI ; Prof. Niels Haldrup, University of Aarhus ; Prof. Søren Johansen, ext. EUI and Univ. of Copenhagen, Supervisor ; Prof. Paolo Paruolo, Università dell'InsubriaPDF of thesis uploaded from the Library digitised archive of EUI PhD theses completed between 2013 and 2017-- An alternative proof of Granger's representation theorem for I(1) systems through Jordan matrices
-- Testing the order of integration in a VAR model for I(2) variables
-- Bartlett-type corrections for testing cointegration in the I(1) model : a Monte Carlo simulation stud
Going Beyond Counting First Authors in Author Co-citation Analysis
Full text linkThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Full text link“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Full text linkWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
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