Gender invariance of dignity in non-terminal elderly patients with chronic diseases: a multicentric study

Quality & Quantity - The Dignity construct, originally developed in end-of-life care, includes perceptions, cognitions and emotions related to the quality of being worthy of esteem or respect....     

Estimating overnight volatility of asset returns by using the generalized dynamic factor model approach

This paper proposes a new approach to estimate the overnight volatility of an individual stock return. Since markets generally do not trade during the overnight period, measures of realized volatility cannot be computed on a “high-frequency” basis. Some studies have resorted to using the square overnight return as a proxy for the overnight realized volatility, but this measure is typically very noisy. The new estimator of the overnight volatility proposed is obtained using the generalized dynamic factor model. The performance of the new proxy is examined using simulated data. This is found to perform better than the squared overnight return. Empirical analysis of the S&P100 constituents confirms the potential of this proxy.     

A Special Gen(d)re of Statistics: Roots,Development and Methodological Prospects of Gender Statistics

The very expression Gender Statistics calls for a double interpretation. It accounts for the popular mix‐up of statistical methodology with its typical products such as indexes, tables and graphs. At the same time it implies a broader and forward‐looking perspective, which is inspired by the increasing demand of gender sensitive statistical information coming from society, official agencies, economy. Gender statistics stands as a proper independent field of statistics with its own objectives and a variety of applications in social, human and life science. Concurrently an emerging necessity of appropriate equipment of methods and dissemination tools is noticeable. The paper tracks the roots and the historical development of gender statistics, reviews critically the existing indexes and practice and outlines methodological needs and research prospects.