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Volatility has been one of the most active and successful areas of research in time series econometrics and economic forecasting in recent decades. This chapter provides a selective survey of the most important theoretical developments and empirical insights to emerge from this burgeoning literature, with a distinct focus on forecasting applications ...
Andersen, Torben G.+3 more
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Investigating Mercury Interactions of Rhodotorula Toruloides IR-1395 for Mercury Bioremediation Processes in Aquatic Environments [PDF]
Introduction: Nowadays, heavy metals pollution is one of the most important environmental problems. Due to the high cost of common refining methods, the use of microbial biomass is recommended to clean up heavy metals.
Niosha Tavassoli Tabatabaeei+4 more
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A novel laboratory model was designed to study the arsenic (As) biotransformation potential of the microalgae Chlorella vulgaris and Nannochloropsis sp. and the cyanobacterium Anabaena doliolum. The Algae were treated under different concentrations of As(
Atul K. Upadhyay+11 more
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We document that in the US over the course of the past century there has been a systematic negative relation between household wealth and business cycle volatility. We develop a microfounded dynamic equilibrium model that contains elements of a traditional Keynesian framework in which economic uctuations can be driven by sunspot-type uctuations in ...
Heathcote, Jonathan, Perri, Fabrizio
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Adsorptive removal of adsorbable organic halogens by activated carbon [PDF]
Current research mainly focuses on the reduction of adsorbable organic halogen (AOX) sources, while studies on AOX monitoring and management in the environment are scarce. Organic pollutants in water are mainly fixed by sediments.
Chengrong Qin+5 more
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X-Ray fluorescence analysis of feldspars and silicate glass: effects of melting time on fused bead consistency and volatilisation [PDF]
Reproducible preparation of lithium tetraborate fused beads for XRF analysis of glass and mineral samples is of paramount importance for analytical repeatability.
Bell, Anthony+11 more
core +3 more sources
Volatility and arbitrage [PDF]
The capitalization-weighted total relative variation $\sum_{i=1}^d \int_0^\cdot _i (t) \mathrm{d} \langle \log _i \rangle (t)$ in an equity market consisting of a fixed number $d$ of assets with capitalization weights $ _i (\cdot)$ is an observable and nondecreasing function of time.
Fernholz, E. Robert+2 more
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Ammonia volatilization, nitrogen in soil, and growth of barley after application of peat manure and pig slurry [PDF]
Peat is added to manure, because its low pH and capacity to adsorb ammonia (NH3) give it potential to reduce nitrogen (N) loss. Peat manure was prepared by mixing pig slurry with moderately humified Sphagnum peat. Less than 1% of applied ammoniacal N was
Mattila, Pasi K.
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Local Volatility of Volatility for the VIX Market [PDF]
ISSN:1380 ...
Walter Farkas+2 more
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Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility [PDF]
We propose novel nonparametric estimators for stochastic volatility and the volatility of volatility. In doing so, we relax the assumption of a constant volatility of volatility and therefore, we allow the volatility of volatility to vary over time. Our methods are exceedingly simple and far simpler than the existing ones. Using intraday prices for the
Moawia Alghalith+2 more
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