This paper proposes a new statistical model for the analysis of data which arrive at irregular
intervals. The model treats the time between events as a stochastic process and proposes a …

Ankle sprain is a common injury in dancers. Because of the relative frequency of this injury
and its wide acceptance as a likely part of an active lifestyle, in many individuals it may not …

A recent and extensive literature has pioneered the summing of squared observed intra-daily
returns, “realized variance”, to estimate the daily integrated variance of financial asset …

All the known theories and incidents of witchcraft in Western Europe from the fifth to the fifteenth
century are brilliantly set forth in this engaging and comprehensive history. Building on a …

Evil is an intrinsically fascinating topic. In Lucifer, Jeffrey Burton Russell continues his
compelling study of the personification of evil in the figure of the Devil. The previous two volumes …

There are two variance components embedded in the returns constructed using high frequency
asset prices: the time-varying variance of the unobservable efficient returns that would …

" Evil--the infliction of pain upon sentient beings--is one of the most long-standing and serious
problems of human existence. Frequently and in many cultures evil has been personified. …

" Russell has complete mastery of his material, and the book's sweep is grand: a tour of the
first five centuries of Christian intellectual history with the spotlight on the villain instead of the …

… In his first three volumes Jeffrey Burton Russell brought the history of Christian diabology to
… Emphasizing key figures and movements, Russell covers the apogee of the witch craze in …

This paper presents a new model that improves upon several inadequacies of the original
autoregressive conditional duration (ACD) model considered in Engle and Russell (…