Using recent activity signature function methodology developed in Todorov and Tauchen (2010), we provide empirical evidence that individual stocks from the New York Stock Exchange are adequately represented by a Brownian motion plus medium to large (rare) jumps thus invalidating the pure-jump...

Patton and Sheppard (2011) develop the concept of signed jumps as the difference between positive and negative realized positive semivariances. This quantity is well-suited for gauging the risk-return trade-off at high-frequency as it is well-defined each day and, contrary to the squared jump...

Based on a sample of drivers in Brasilia's streets, this article investigates whether distraction explains traffic accidents. A probit model is estimated to determine the predictive power of several variables on traffic accidents. The main conclusion drawn from this study is that the proxies...

This paper examines the trend and annual rate of reduction from 1998-2007 and correlates causal factors based on different data from Statistical Yearbook of Bangladesh 2008 and Sample Vital Registration System 2007. Seven explanatory variables are considered and log-log specified ordinary least...

This paper examines the food insecurity status and coping strategies among the households in the Northern Bangladesh. A three stage stratified random sampling followed by a structured questionnaire was employed to collect primary data from nine different primary sampling units. Locally adjusted...

This paper uses the solution of the linear difference model under rational expectation of Blanchard and Kahn (1980) to test the validity of the inflation stickiness and the Rational Expectation Hypotheses for the Brazilian economy during the period from 06/95 to 09/02. Using the Fuhrer-Moore...

This paper uses the solution of the linear difference model under rational expectation of Blanchard and Kahn (1980) to test the validity of the inflation stickiness and the Rational Expectation Hypotheses for the Brazilian economy during the period from 06/95 to 09/02. Using the Fuhrer-Moore...

Based on a sample of drivers in Brasilia's streets, this article investigates whether distraction explains traffic accidents. A probit model is estimated to determine the predictive power of several variables on traffic accidents. The main conclusion drawn from this study is that the proxies...

This paper examines the trend and annual rate of reduction from 1998-2007 and correlates causal factors based on different data from Statistical Yearbook of Bangladesh 2008 and Sample Vital Registration System 2007. Seven explanatory variables are considered and log-log specified ordinary least...