Other Statistics and Probability Commons^™

Comparison Of Option Pricing Between Arma-Garch And Garch-M Models, Yi Xi

University of Western Ontario - Electronic Thesis and Dissertation Repository

Option pricing is a major area in financial modeling. Option pricing is sometimes based on normal GARCH models. Normal GARCH models fail to capture the skewness and the leptokurtosis in financial data. The variant GARCH-in-mean (GARCH-M) model is widely used in the option pricing literature. It adds a heteroskedasticity term to the mean equation, which is interpreted as a risk premium, and also incorporates a type of asymmetry.

Our goal is to compare option valuation between GARCH-M and ARMA-GARCH models with normal and non-normal, z-distributed innovations. The models are fitted to the historical return data, and risk neutral measures are ...

Do Non-Response Follow-Ups Improve Or Reduce Data Quality?: A Review Of The Existing Literature, Kristen Olson

Sociology Department, Faculty Publications

The paper systematically reviews existing literature on the relationship between the level of effort to recruit a sampled person and the measurement quality of survey data. Hypotheses proposed for this relationship are reviewed. Empirical findings for the relationship between level of effort as measured by paradata (the number of follow-up attempts, refusal conversion and time in the field) and question-specific item non-response rates, aggregate measures of item non-response rates, response accuracy and various measurement errors on attitudinal questions are examined through a qualitative review.

The Dirty “S” Word: Innovative Teaching Techniques For Counselor Educators Facilitating Learning In Statistics And Research, Rebecca L. Tadlock-Marlo, Megan Michalak

Faculty Research & Creative Activity

Innovative pedagogy will be presented and discussed to help make research a less painful class to both teach and learn. Foci include teaching methods, potential assignments, and suggestions for activities to help facilitate a more fluid learning process for counselors. Attendees will explore aspects of helping students overcome their fear of both statistics and research.

The Construction Of Edmond Halley's 1701 Map Of Magnetic Declination, Lori L. Murray

Electronic Thesis and Dissertation Repository

Using the navigational instruments of his time, Edmond Halley collected data during sea voyages of the HMS Paramore. Following these voyages, in 1701 he published a map showing lines of equal magnetic declination. Magnetic declination or variation is the angular difference between magnetic north and geographical or true north for any point on the earth’s surface. The map has been held up by many as an early, and good, example of statistical graphics. Halley did not reveal the data analytic techniques that he used in his map construction and they remain unknown to this day. Using some mathematical tools ...