1,721,324 research outputs found
Bias-optimal vol-of-vol estimation: the role of window overlapping
No full textThe simplest and most natural vol-of-vol estimator, the pre-estimated spot variance-based realized variance, is typically plagued by a large finite-sample bias. In this paper, we analytically show that allowing for the overlap of consecutive local windows to pre-estimate the spot variance may correct for this bias. In particular, we provide a feasible rule for the bias-optimal selection of the length of local windows when the volatility is a CKLS process. The effectiveness of this rule for practical applications is supported by numerical and empirical analyses
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
Hawkes-driven stochastic volatility models: goodness-of-fit testing of alternative intensity specifications with S &P500 data
No full textWe introduce a novel stochastic volatility model with price and volatility co-jumps driven by Hawkes processes and develop a feasible maximum-likelihood procedure to estimate the parameters driving the jump intensity. Using S &P500 high-frequency prices over the period May 2007-August 2021, we then perform a goodness-of-fit test of alternative jump intensity specifications and find that the hypothesis of the intensity being linear in the asset volatility provides the relatively best fit, thereby suggesting that jumps have a self-exciting nature
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
Effect of water diffusion limitations on the thermostability of enzymes in non-aqueous environments
No full textSleep Disorders and Cardiovascular Disease
No full textSleep and heart show a bidirectional relationship, in which sleep disorders influence cardiac function and cardiac pathology may conversely disrupt sleep architecture. Sleep is considered a dynamic process with strong effects on cardiovascular homeostasis. Normally, sympathovagal balance ensures a sympathetic predominance during the day and a prevailing parasympathetic activity during the night; during REM sleep, sympathetic burst occur, leading to blood pressure and heart rate instability. Moreover, many sleep disorders may induce sleep fragmentation, leading to increased sympathetic activity and hypothalamic-pituitary axis hyperactivity; these factors may induce vasoconstriction, increased arterial stiffness, and vascular remodeling. Sleep-disordered breathing is associated with hypertension, congestive heart failure, and cardiac rhythm disturbances. Insomnia and short sleeping time are associated with increased risk of coronary heart disease, hypertension, and heart failure. Sleeprelated movement disorders, namely, periodic limb movements and restless leg syndrome, show a strong relationship with cardiovascular disease, but further studies are needed. Autonomic dysregulation has been described in Idiopathic REM sleep behavior disorder, with possible consequences on cardiovascular function. Narcolepsy type 1 patients show a nocturnal non-dipping profile, resulting from impaired sympathovagal balance
Effect of water diffusion limitations on the thermostability of enzymes in non-aqueous environments
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