1,720,994 research outputs found
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
Nonparametric and Parametric Analyses on the Forward Rate Volatilities and Their Implications on Interest Rate Options Pricing
No full textBased on the results obtained in the nonparametric analysis, this paper proposes an HJM volatility model and estimates it in the GARCH-family models. The proposed volatility model is compared with four alternative HJM models and shown to perform well both in capturing the volatility movement and in American options pricing.Made available in DSpace on 2015-09-28T16:03:19Z (GMT). No. of bitstreams: 2
license.txt: 4848 bytes, checksum: 96035ab3f5e1c23cc7138a224ce498bd (MD5)
9953188.pdf: 4804083 bytes, checksum: f877d85cc4f1721cd3113d9560ad2dc5 (MD5)
Previous issue date: 1999Embargo set by: Seth Robbins for item 88730
Lift date: Forever
Reason: Restricted to the U of I community idenfinitely during batch ingest of legacy ETDsRestricted to the U of I community idenfinitely during batch ingest of legacy ETDsU of I Only110 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1999
Nonparametric and Parametric Analyses on the Forward Rate Volatilities and Their Implications on Interest Rate Options Pricing
No full text110 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1999.Based on the results obtained in the nonparametric analysis, this paper proposes an HJM volatility model and estimates it in the GARCH-family models. The proposed volatility model is compared with four alternative HJM models and shown to perform well both in capturing the volatility movement and in American options pricing.U of I OnlyRestricted to the U of I community idenfinitely during batch ingest of legacy ETD
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
Three Essays on Modeling Financial Risk and Pricing Financial Assets
No full textEssay three: Nonparametric estimation of multifactor diffusion processes and its applications to Heath-Jarrow-Morton interest rate models . This essay develops a nonparametric estimation framework for multifactor diffusion processes with multivariate diffusion functions and applies it to multifactor Heath-Jarrow-Morton interest rate models. The nonparametrically estimated diffusion functions can help us to choose appropriate parametric functional forms of the diffusion functions and to determine the number of sufficient factors. It is found that a two-factor HJM model is in general sufficient and that the diffusion function for the first factor can not be reduced to a univariate function. The drift function under the risk neutral measure is estimated and compared with that estimated under the real measure, providing an estimate of the risk premium function based on historical data.Made available in DSpace on 2015-09-28T16:03:19Z (GMT). No. of bitstreams: 2
license.txt: 4848 bytes, checksum: 96035ab3f5e1c23cc7138a224ce498bd (MD5)
9953056.pdf: 7253330 bytes, checksum: 57a148ca2b7991c766519ae4d42119e2 (MD5)
Previous issue date: 1999Embargo set by: Seth Robbins for item 88729
Lift date: Forever
Reason: Restricted to the U of I community idenfinitely during batch ingest of legacy ETDsRestricted to the U of I community idenfinitely during batch ingest of legacy ETDsU of I Only170 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 1999
Three Essays on Empirical Asset Pricing
No full textThe third chapter estimates the conditional variance of daily stock returns using an extended GARCH model with event-related dummy variables to capture the predictable components of volatility change, such as earnings announcements, macroeconomic announcements, day-of-the-week effects, etc. We examine the out-of-sample forecasting ability and find this model provides a better performance compared to the usual GARCH(1,1) volatility model. In addition, we find that the dependence on the random components increases after we include the predictable components. This implies that modeling volatilities using only past returns without other predictable variables could underestimate the persistence levels of volatilities and thus bias the volatility forecasts, especially those over long horizons.Made available in DSpace on 2015-09-28T16:03:16Z (GMT). No. of bitstreams: 2
license.txt: 4848 bytes, checksum: 96035ab3f5e1c23cc7138a224ce498bd (MD5)
3314760.pdf: 1506573 bytes, checksum: 1108ebc3321cb6d8dc44791f69224741 (MD5)
Previous issue date: 2008Embargo set by: Seth Robbins for item 88721
Lift date: Forever
Reason: Restricted to the U of I community idenfinitely during batch ingest of legacy ETDsRestricted to the U of I community idenfinitely during batch ingest of legacy ETDsU of I Only100 p.Thesis (Ph.D.)--University of Illinois at Urbana-Champaign, 2008
Dispelling the Myths Behind First-author Citation Counts
Full text linkWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
- …
