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A Dynamic Theory of Fidelity Networks with an Application to the Spread of HIV/AIDS
Fidelity networks female discrimination stochastic stability HIV/AIDS union formation
2014/12/26
We study the dynamic stability of (in)Ödelity networks, which are networks that form in a mating system of agents of two types (say men and women), where each agent desires direct links with oppo...
Record statistics for biased random walks, with an application to financial data
asymmetric jump distributions finite variance mechanism
2011/3/30
We consider the occurrence of record-breaking events in random walks with asymmetric jump distributions. The statistics of records in symmetric random walks was previously analyzed by Majumdar and Zif...
Time Varying Risk Aversion: An Application to Energy Hedging
Energy Hedging Risk Management Risk Aversion Forecasting
2011/3/31
Risk aversion is a key element of utility maximizing hedge strategies; however, it has typically been assigned an arbitrary value in the literature. This paper instead applies a GARCH-in-Mean (GARCH-M...