109,715 research outputs found
Replication Data and Code for: Cross-Border Technology Investments in Recession
No full textThe data and programs replicate tables from "Cross-Border Technology Investments in Recession" by Juliana Yu Sun and Huanhuan Zheng. Please see the ReadMe file for additional details
WeChat and the Chinese diaspora
No full textChinese. diaspora. Introduction. Wanning Sun & Haiqing Yu DOI: 10.4324/ 9781003154754-1 Preamble 1 A few months prior to his departure from the White House, in early August 2020, President Trump, citing national security concerns, ..
Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model
Full text linkRECCHIONI, Maria Cristina; SUN, Yu; TEDESCHI, Gabriele. Can negative interest rates really affect option pricing? Empirical evidence from an explicitly solvable stochastic volatility model. Working Papers from Economics Department, Universitat Jaume I, núm. 2016/23The profound financial crisis generated by the collapse of Lehman Brothers and
the European sovereign debt crisis in 2011 have caused negative values of
government bond yields both in the U.S.A. and in the EURO area. This paper
investigates whether the use of models which allow for negative interest rates can
improve option pricing and implied volatility forecasting. This is done with
special attention to foreign exchange and index options. To this end, we carried
out an empirical analysis on the prices of call and put options on the U.S. S&P
500 index and Eurodollar futures using a generalization of the Heston model in
the stochastic interest rate framework. Specifically, the dynamics of the option’s
underlying asset is described by two factors: a stochastic variance and a stochastic
interest rate. The volatility is not allowed to be negative but the interest rate is.
Explicit formulas for the transition probability density function and moments are
derived. These formulas are used to estimate the model parameters efficiently.
Three empirical analyses are illustrated. The first two show that the use of models
which allow for negative interest rates can efficiently reproduce implied volatility
and forecast option prices (i.e., S&P index and foreign exchange options). The last
studies how the U.S. three-month government bond yield affects the U.S. S&P
500 index
Pristidia ramosa Yu, Sun & Zhang 2012
No full textPristidia ramosa Yu, Sun & Zhang, 2012 Figs 9–17 Pristidia ramosa Yu, Sun & Zhang, 2012: 45, f. 1–16. (male holotype; 6 male and 2 female paratypes from China, Jiangxi Province, Mt. Jinggang) Clubiona expansa Huang & Chen, 2012: 55, f. 15A–G. (male holotype; 1 male and 1 female paratypes from China, Taiwan Province, New Taipei City). Syn. N. Material examined. CHINA: Taiwan, New Taipei City, District Pinglin (24o55’55.78"N, 121°42′41.10"E, 210m), 19 July 2013, F. Liu and W.Gan leg., 1 male (HUBU-TW- 130177) and 1 female (HUBU-TW- 130178); Guizhou, Mt. Fanjing, Taiping village (24o55’55.78"N, 121o42’41.10"E, 634m), 24 May 2015, M. Yan and J.Li leg., 1 female (HUBU-GZ- 150249). Diagnosis. Pristidia ramosa can be easily distinguished from P. cervicornuta sp. nov. by the embolus distinctly longer, the presence of basal teeth on the RTA, RTA expanded, with a blunt tip, and by the absence of TA (Figs 13, 14). Yu, Sun & Zhang (2012: 45) highlighted the differences of this species from P. prima. Description. See Yu, Sun & Zhang (2012). Intraspecific variation. There is almost no difference between the male from Taiwan (HUBU-TW- 130177, Figs 10, 12–14) and the holotype from Jiangxi (Yu, Sun & Zhang 2012: figs 1–7, 12–14). However, some intraspecific variation is exhibited by females from different localities, mostly related to different degrees of sclerotization. The female from Taiwan (HUBU-TW- 130178, Fig. 11) is distinctly larger in size and darker in color than the paratype from Jiangxi (Yu, Sun & Zhang, 2012: fig. 8). Furthermore, in HUBU-TW- 130178, the epigynal ventral plate is more sclerotized (Fig. 15) than in the paratype (Yu, Sun & Zhang 2012: fig. 9); both spermathecae and bursae are totally transparent in HUBU-TW- 130178 (Fig. 16), while more sclerotized in the paratype (Yu, Sun & Zhang 2012: figs 10, 16). Natural history. The spiders inhabit forests in low mountain areas (210–800 m). This is in accordance with data of the type locality provided by Yu, Sun & Zhang (2012) and Huang & Chen (2012). Distribution. Mt. Jinggang in Jiangxi, Mt. Fanjing in Guizhou and New Taipei City in Taiwan, China. The present data showed the extension of the known range of this species of about 560 km to the northwest (Mt. Fanjing) and of 750 km to the southeast (Taiwan) from the type locality (Fig. 17). Remark. Although we have not examined the type specimens of C. expansa, the long filiform embolus, the expanded RTV with a subapical flange, the bell-shaped atrium, and the course of vulvar duct system shown in the original illustrations (Huang & Chen 2012, fig. 15A–G), leave no doubts on this synonymy. Huang & Chen (2012) was published in May, 2012 (day of publication not specified), while Yu, Sun & Zhang (2012) was published in May, 3, 2012. According to the article 21.3 of the International Code of Zoological Nomenclature, the publication date of Huang & Chen (2012) must be specified as May, 31, 2012. Consequently, C. expansa is here considered as a junior synonym of P. ramosa.Published as part of Yu, Hao, Zhang, Jianshuang & Chen, Jian, 2017, Taxonomy of the genus Pristidia Deeleman-Reinhold, 2001 (Araneae: Clubionidae) in China, pp. 411-418 in Zootaxa 4306 (3) on pages 413-416, DOI: 10.11646/zootaxa.4306.3.7, http://zenodo.org/record/84452
Perspectives on Identity, Migration, and Displacement
Full text linkPerspectives on Identity, Migration, and Displacement -- edited by Steven Tötösy de Zepetnek, I-Chun Wang, and Hsiao-Yu Sun (Kaohsiung: National Sun Yat-sen University Press, 2010. ISBN 9789860235418 209 pages, bibliography, index) is a collection of articles about sociological and literary aspects of identity formation as a consequence of (im)migration. (Im)migration results in the problematics of assimilation and hybridity and in postcolonial scholarship, in particular, attention is paid to the concept of migration termed Creolization on the ground that cultural contact, cultural transmission, and cultural transformation result in the creation of new cultures. Copyright release by National Sun Yat-sen University to the authors 2013
FIGURES 20–21 in New Oligaphorura species (Collembola: Onychiuridae) from the forests of East Asia
No full textFIGURES 20–21. Oligaphorura kedroviensis sp. nov.: 20, dorsal chaetotaxy; 21, ventral chaetotaxy of abdomen. Scale 0.1 mm.Published as part of Sun, Xin, Shveenkova, Yu. B., Xie, Zhijing & Babenko, A. B., 2019, New Oligaphorura species (Collembola: Onychiuridae) from the forests of East Asia, pp. 256-270 in Zootaxa 4661 (2) on page 268, DOI: 10.11646/zootaxa.4661.2.2, http://zenodo.org/record/337944
Author GOH Rivera Sun Speech
No full textAuthor GOH Rivera Sun gives her speech during the banquet ceremonies of Mythcon 52 in Albuquerque, NM on July 31st, 2022
Assessment of Self-Archiving in Institutional Repositories: Depositorship and Full-Text Availability
No full textThis research evaluates the success of open access self-archiving in several well-known institutional repositories. Two assessment factors have been applied to examine the current practice of self-archiving: depositorship and the availability of full text. This research discovers that the rate of author self-archiving is low and that the majority of documents have been deposited by a librarian or administrative staff. Similarly, the rate of full-text availability is relatively low, except for Australian repositories. By identifying different practices of self-archiving, repository managers can create new strategies for the operation of their repositories and the development of archiving policies
Chao cai liao yong yu ya bo chang ju jiao: ge xiang yi xing hao sun cai liao yu ti du guang xue na mi bo dao guan
No full textKwok, Hui Kin = 超材料用於亞波長聚焦 : 各向異性耗損材料與梯度光學納米波導管 / 郭栩健.Thesis M.Phil. Chinese University of Hong Kong 2015.Includes bibliographical references (leaves 67-69).Abstracts also in Chinese.Title from PDF title page (viewed on 26, September, 2016).Kwok, Hui Kin = Chao cai liao yong yu ya bo chang ju jiao : ge xiang yi xing hao sun cai liao yu ti du guang xue na mi bo dao guan / Guo Xujian
Dr. Lin Sun, CAU, March 2013
No full textThis video is a conversation with Dr. Lin Sun. Dr. Sun talks about an exhibit at the Woodruff Library titled "At The Boundary." Jordan Moore, AUC Woodruff Library, is the interviewer
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