This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data. We discuss how stochastic volatility of volatility can be defined both non–parametrically, where we link it to the quadratic variation of the sto...

This paper uses 2005 Home Mortgage Disclosure Act data aggregated by census tract to measure the relationship between census tract-level college completion rates and the rates at which first lien refinance mortgage applicants submit incomplete loan applications, withdraw loan applications before they are reviewed, and reject lender approved loan offers. This paper also explores the relationship...

The University of North Texas (UNT) Libraries has developed a unique collection assessment tool, the Collection Map, to provide support for a new access‐based collection development philosophy. UNT Librarians realized the limitations of traditional assessment methods to gauge the impact of emerging acquisitions models such as demand‐driven acquisitions (DDA) and large interdisciplinary e‐book c...

Author(s): Gene E. Robinson, Jody A. Banks, Dianna K. Padilla, Warren W. Burggren, C. Sarah Cohen, Charles F. Delwiche, Vicki Funk, Hopi E. Hoekstra, Erich D. Jarvis, Loretta Johnson, Mark Q. Martindale, Carlos Martinez Del Rio, Monica Medina, David E. Salt, Saurabh Sinha, Chelsea Specht, Kevin Strange, Joan E. Strassmann, Billie J. Swalla and Lars Tomanek Source: BioScience, 60(11):923-930. 20...

index Access only to abstracts provided Usage Packages, Databases Citations/impact factor How often journal is cited both locally and globally Cost per use Successful full-text downloads/cost Interlibrary loan (ILL) use Comparing cost per use with cost of ILL JOURNAL OF THE ASSOCIATION FOR INFORMATION SCIENCE AND TECHNOLOGY—•• 2015 3 DOI: 10.1002/asi 520 JOURNAL OF THE ASSOCIATION F R INFORMATI...

In 8] and 9] W. Mackens and the present author presented two generalizations of a method of Cybenko and Van Loan 4] for computing the smallest eigenvalue of a symmetric, positive deenite Toeplitz matrix. Taking advantage of the symmetry or skew symmetry of the corresponding eigenvector both methods are improved considerably.

This paper develops a structural, dynamic model of a banking firm to analyse how banks adjust their loan portfolios over time. In the model, banks experience capital shocks, face uncertain future loan demand, and incur costs based on their proximity to regulatory minimum capital requirements. Non-linear relationships between bank capital levels and lending are derived from the model, and key pa...

This study introduces i-Neuro, a decision support system that can assist in loan decision making by educational loan funding institutions. i-Neuro is a predictive system that integrates Neural Network technique, thus can help the management to predict which application to accept or reject. The prediction can be done as Neural Network has trained previous batch of loan application data and store...

Using annual data from 1997–2014 of 30 provinces, municipalities, and autonomous regions, subdividing trended and cyclical volatility of macroeconomics and inflation, considering different indicators of financial development and financial structure, this paper investigated the impact of financial development and financial structure on macroeconomic volatility. The empirical results found that (...

Volatility in stock markets has been extensively studied in the applied finance literature. In this paper, Artificial Neural Network models based on various back propagation algorithms have been constructed to predict volatility in the Indian stock market through volatility of NIFTY returns and volatility of gold returns. This model considers India VIX, CBOE VIX, volatility of crude oil returns...