This paper estimates the drift parameters in the fractional Vasicek model from a continuous record of observations via maximum likelihood (ML). The asymptotic theory for the ML estimates (MLE) is established in the stationary case, the explosive case, and the boundary case for the entire range...

Building energy data analysis is a major branch of smart city development research. The usual back propagation neural network model for building energy prediction has problems of unclear physical significance, poor data generalization and low fitting accuracy. Therefore, a composite prediction...

Portfolio optimization and quantitative risk management have been studied extensively since the 1990s and began to attract even more attention after the 2008 financial crisis. This disastrous occurrence propelled portfolio managers to reevaluate and mitigate the risk and return trade-off in...

We examine the effects of limited investor attention on stock returns by using Google search volume index to measure investor attention. We also investigate whether national culture and market development have any role in this relationship. We find that the impact of investor attention on stock...

Tunnelling by large shareholders is a problem representative of ownership concentration. Large shareholders may interfere with a firm's information disclosure to support their tunnelling behaviour, causing a high stock price crash risk. Using listed companies in China from 2001 to 2019 as a...

Purpose: The present study seeks to examine the efficacy of different training modalities on increasing workplace learning, representatives' intent to transfer what they learned into their work, and importantly how training impacts actual work performance. These relationships are tested in the...

Purpose The purpose of this study is to discover the uniqueness of China's online livestreaming industry and to make preliminary predictions about its future. Design/methodology/approach Providing a panoramic description of China's online livestreaming industry and a comparative analysis with...

Humans remain exposed to ongoing security risks. Energy security is closely associated with human life and productive activity and is strongly related to the increasing number of natural extreme events over the past few decades. Therefore, finding the exact relationship between two factors will...

Bio-E10 is short for the biofuel made up of 90% gasoline in volume and 10% bio-ethanol, which is the ethanol made from commercially-grown crops such as corn and wheat by the sugar fermentation process. In China, bio-E10 will be supplied nationwide from 2020 as an alternative to conventional...