Search Results - subject:"time sampling"

Structured observational research in services for people with learning disabilities

Mansell, Jim - London School of Economics (LSE) - 2011

This review focuses on structured observational research, primarily in services for people with learning disabilities. Observational research is particularly useful where people using services are unable to answer interviews or questionnaires about their experiences, and where proxy respondents...

Persistent link: https://www.econbiz.de/10010745357

Continuous-time models, realized volatilities, and testable distributional implications for daily stock returns

Andersen, Torben G.; Bollerslev, Tim; Frederiksen, Per; … - 2008

We provide an empirical framework for assessing the distributional properties of daily speculative returns within the context of the continuous-time jump diffusion models traditionally used in asset pricing finance. Our approach builds directly on recently developed realized variation measures...

Persistent link: https://www.econbiz.de/10010290422

Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns

Andersen, Torben G.; Bollerslev, Tim; Frederiksen, Per; … - Economics Department, Queen's University - 2008

Persistent link: https://www.econbiz.de/10005688350

Panel design effects on response rates and response quality

Franses, Philip Hans; Seger, R. - Faculteit der Economische Wetenschappen, Erasmus … - 2007

To understand changes in individuals' opinions and attitudes it would be best to collect data through panels. Such panels, however, often cause irritation among respondents, resulting in low response rates and low response quality. We address whether this problem can be alleviated by designing a...

Persistent link: https://www.econbiz.de/10010837809

Panel design effects on response rates and response quality

Seger, R.; Franses, Ph.H.B.F. - Erasmus University Rotterdam, Econometric Institute - 2007

Figure 1 about here - Continuous sampling and time sampling Once one has decided upon the number of time periods T⁄ that an …, known as time sampling, has gained attention in recent years. It has been accepted as the natural way to lower the sampling … collected, A(k): † For continuous sampling (CS): ACS(k) = ‰ n¡k for k = 1;2;:::;n¡1 0 elsewhere (1) † For time sampling (TS …

Persistent link: https://www.econbiz.de/10005000457

Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns

Andersen, Torben G.; Bollerslev, Tim; Frederiksen, Per … - School of Economics and Management, University of Aarhus - 2007

We provide an empirical framework for assessing the distributional properties of daily specu- lative returns within the context of the continuous-time modeling paradigm traditionally used in asset pricing finance. Our approach builds directly on recently developed realized variation measures and...

Persistent link: https://www.econbiz.de/10005114122