1,721,348 research outputs found
Risk assessment of active smoking: smoking-attributable mortality and years of potential life lost in Taiwan, 1980 and 1992
No full text
A validity analysis of residential magnetic fields estimated from high-voltage transmission lines
No full textThe intraday bid-ask spread behaviour of the JPY/USD exchange rate in the EBS electronic brokerage system
No full text[[abstract]]Using a sophisticated tool of the Periodic-Generalized Autoregressive Conditional Heteroscedastic (P-GARCH) model, this article investigates the market institutional effects of the determining role of trading activities and exchange rate volatility on the intraday behaviour of the 15-minute JPY/USD exchange rate bid-ask spreads in the Electronic Broking Service (EBS) of electronic brokerage market for the period from 1 January 2003 to 31 December 2005. We find that the exchange rate volatility both significantly and positively affects the bid-ask spreads, while the number of deals and quotation changes negatively affect the bid-ask spreads. These results are similar to those of past studies. We also find that a U-shaped pattern exists in the Tokyo trading hours and an inverted U-shaped pattern in the London trading hours, in addition to a round clock inverted U-shaped pattern of spread volatility. This inverted U-shaped pattern may be caused by unexpected news arrivals. The spread behaviour of the EBS global electronic broking market is not different from that of other electronic interdealer quotation markets and electronic broking markets.[[note]]SSC
Robustness Comparison of the Pena-Box Model and the Factor Model to Extract Useful Predictors
No full text[[abstract]]To forecast the Consumer Price Index, adopting dimension reduction to extract useful predictors from a large set of monthly macroeconomic time series is a way to improve forecasting accuracy. This article compares two methods for extracting predictors, including the well-known classical factor model and the Pena-Box Model, which is a dynamic factor model. Compared with the classical factor model, the Pena-Box Model is more robust with respect to misidentifying models since it captures the time-effect relationship of original variables. Both simulations and empirical studies on forecasting the Consumer Price Index of the Four Asian Tigers confirm the advantages of the Pena-Box Model.[[note]]SSC
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
- …
