Conditional Heteroskedasticity in Asset Returns: A New Approach
This paper introduces an ARCH model (exponential ARCH) that (1) allows correlation between returns and volatility innovations (an important feature of stock market volatility ch...
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1,545 publications
Introduction to Fourier optics
The fourth edition of this respected text considerably expands the original and reflects the tremendous advances made in the discipline since 1968. All material has been thoroug...
The Optical Properties of Metal Nanoparticles: The Influence of Size, Shape, and Dielectric Environment
The optical properties of metal nanoparticles have long been of interest in physical chemistry, starting with Faraday's investigations of colloidal gold in the middle 1800s. Mor...
First‐Year <i>Wilkinson Microwave Anisotropy Probe</i> ( <i>WMAP</i> ) Observations: Determination of Cosmological Parameters
WMAP precision data enables accurate testing of cosmological models. We find that the emerging standard model of cosmology, a flat Λ−dominated universe seeded by a nearly scalei...
Document Analysis as a Qualitative Research Method
This article examines the function of documents as a data source in qualitative research and discusses document analysis procedure in the context of actual research experiences....
A General Inductive Approach for Analyzing Qualitative Evaluation Data
A general inductive approach for analysis of qualitative evaluation data is described. The purposes for using an inductive approach are to (a) condense raw textual data into a b...
Sensitivity of Goodness of Fit Indexes to Lack of Measurement Invariance
Two Monte Carlo studies were conducted to examine the sensitivity of goodness of fit indexes to lack of measurement invariance at 3 commonly tested levels: factor loadings, inte...
The Commitment-Trust Theory of Relationship Marketing
Relationship marketing—establishing, developing, and maintaining successful relational exchanges—constitutes a major shift in marketing theory and practice. After conceptualizin...
Why Most Published Research Findings Are False
There is increasing concern that most current published research findings are false. The probability that a research claim is true may depend on study power and bias, the number...
Deciding on the Number of Classes in Latent Class Analysis and Growth Mixture Modeling: A Monte Carlo Simulation Study
Abstract Mixture modeling is a widely applied data analysis technique used to identify unobserved heterogeneity in a population. Despite mixture models' usefulness in practice, ...
Aerosol and Surface Stability of SARS-CoV-2 as Compared with SARS-CoV-1
Aerosol and Surface Stability of SARS-CoV-2 In this research letter, investigators report on the stability of SARS-CoV-2 and SARS-CoV-1 under experimental conditions. The viabil...
Saturation in qualitative research: exploring its conceptualization and operationalization
Saturation has attained widespread acceptance as a methodological principle in qualitative research. It is commonly taken to indicate that, on the basis of the data that have be...