Let (εj)j≥0 be a sequence of independent p-dimensional random vectors and τ≥1 a given integer. From a sample ε1,…,εT+τ of the sequence, the so-called lag-τ auto-covariance matrix is Cτ=T−1∑j=1Tετ+jεjt. When the dimension p is large compared to the sample size T, this paper...

type="main" xml:id="jtsa12082-abs-0001"The availability of high-frequency financial data has led to substantial improvements in our understanding of financial volatility. Most existing literature focuses on estimating the integrated volatility over a fixed period. This article proposes a...

Purpose: The purpose of this paper is to examine crisis communication strategies used by four leading Chinese milk companies at various crisis stages to cope with the largest food safety crisis in China. Approaching the interplay between the situational crisis communication theory (Coombs,...

Pain management is a critical international health issue. The Eugene McDermott Center for Pain Management at The University of Texas Southwestern Medical Center conducted a two-stage interdisciplinary pain management program that considers a wide variety of treatments. Prior to treatment...