Looking out of the void : Scaffolds to assist drama higher research degree students on the path to artist–scholar

In recent years, a number of Australian and international universities have offered the ability to complete postgraduate qualifications using the research frame known as creative practice as research. This has been particularly prevalent in the Drama discipline in the Creative Industries Faculty at Queensland University of Technology (QUT). There has been a noticeable shift away from students undertaking a traditional research Master of Arts (Research) or Doctor of Philosophy to a higher proportion of research higher degree students undertaking research through their creative work. The somewhat ephemeral nature of the theatre and performance practice can generate anxieties for students about how to best represent, analyse and discuss the creative practice within a theoretical frame. The argument in this paper is situated in the experience of two artist-scholars who undertook their studies at QUT while under principal supervision of the author and explores the research scaffolds that supervisors in Drama at QUT have developed to assist research higher degree students to navigate the tricky persona of artist–scholar.

Interdependence between Greece and other European stock markets: A comparison of wavelet and VMD copula, and the portfolio implications

The interdependence of Greece and other European stock markets and the subsequent portfolio implications are examined in wavelet and variational mode decomposition domain. In applying the decomposition techniques, we analyze the structural properties of data and distinguish between short and long term dynamics of stock market returns. First, the GARCH-type models are fitted to obtain the standardized residuals. Next, different copula functions are evaluated, and based on the conventional information criteria and time varying parameter, Joe-Clayton copula is chosen to model the tail dependence between the stock markets. The short-run lower tail dependence time paths show a sudden increase in comovement during the global financial crises. The results of the long-run dependence suggest that European stock markets have higher interdependence with Greece stock market. Individual country’s Value at Risk (VaR) separates the countries into two distinct groups. Finally, the two-asset portfolio VaR measures provide potential markets for Greece stock market investment diversification.