In this paper, we extend the promotion cure rate model studied in Yakovlev and Tsodikov (1996) and Chen et al. (1999) by incorporating an excess of zeros in the modeling. Despite relating covariates to the cure fraction, the current approach does not enable us to relate covariates to the...

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It has been shown that the univariate distributions and other properties of asset returns are sensitive to the data frequency, but the effects of the data frequency on the dependence among returns have hardly been explored. The paper seeks to fill this gap by analyzing the impact of frequency...