Measuring relative volatility in high‐frequency data under the directional change approach

a synchronic and diachronic approach to the change route of address terms in the two recent centuries of persian language

terms of address as an important linguistics items provide valuable information about the interlocutors, their relationship and their circumstances. this study was done to investigate the change route of persian address terms in the two recent centuries including three historical periods of qajar, pahlavi and after the islamic revolution. data were extracted from a corpus consisting 24 novels w...

The Impact of Monetary Regime on the Exchange Rate Pass-Through under Exchange Rate Volatility (Dynamic Panel Data Approach)

Measuring the Relative Efficiency of IC Design Firms: A Directional Distance Functions and Meta-Frontier Approach

An alternative approach for evaluating the efficiency of integrated circuit (IC) design firms is presented in this paper. We took into account the differences between technology groups, containing one or more design firms, and input and output factors to prevent influences of scale (e.g., firm size). Specifically, we employed a directional distance function approach to data envelopment analysis...

Volatility Based Change Detection in Data Streams

This work develops techniques for the sequential detection and location estimation of transient changes in the volatility (standard deviation) of time series data. In particular, we introduce a class of change detection algorithms based on the windowed volatility filter. The first method detects changes by employing a convex combination of two such filters with differing window sizes, such that...

Measuring software volatility: a multi-dimensional approach