Results 31 to 40 of about 505,642 (295)
Electrothermaly conditioned carbon fibre for the analysis of volatile pollutants
Journal of Chromatography A, 2023 This study deals with the development of an inexpensive and single-step sorbent manufacturing methodology for the analysis of air pollutants. Disposable carbon fibre sorbents were prepared in a few minutes using the electrothermal conditioning technique.
Halil Selman Pekiyi +3 more
openaire +4 more sources
Comparing the Forecasting Ability of Deferent Models of Volatility in Tehran Exchange Dividend Price Index [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2009 The present research, analyzses the forecasting performance of a variety of conditional and non-conditional models of TEDPIX volatility at the daily frequencies under three performance criteria: namely Tthe root mean square error (RMSE), the mean ...
Reza Tehrani, Mohammad Reza Pourebrahimi
doaj
Comparing GARCH Models by Introducing Fuzzy Asymmetric Realized GARCH [PDF]
مدلسازی اقتصادسنجی, 2018 Estimation of conditional variance has lots of application reflecting economic, especially financial economics, social economics and political economics’ risk and volatility research.
Esmaiel Abounoori, Mohammad Amin Zabol
doaj +1 more source
Volatility conditional on price trends [PDF]
Quantitative Finance, 2010 19 pages, 4 ...
openaire +2 more sources
Modeling and forecasting the volatility of Tehran Exchange Dividend Price Index (TEDPIX) [PDF]
تحقیقات مالی, 2011 Modeling and forecasting the volatility of Tehran Exchange Dividend Price Index (TEDPIX) The present research, analyses the forecasting performance of a variety of conditional and non-conditional models of TEDPIX volatility at the daily frequencies ...
Reza Tehrani +2 more
doaj
Microbial volatile compounds in health and disease conditions [PDF]
Journal of Breath Research, 2012 Microbial cultures and/or microbial associated diseases often have a characteristic smell. Volatile organic compounds (VOCs) are produced by all microorganisms as part of their normal metabolism. The types and classes of VOC produced is wide, including fatty acids and their derivatives (e.g.
Thorn, Robin Michael Statham +1 more
openaire +2 more sources
Rank-invariance conditions for the comparison of volatility forecasts
The Econometrics Journal, 2021 Summary The paper derives four conditions that guarantee rank-invariance, i.e., that the empirical rankings (based on measurement error-affected variance proxies) of competing volatility forecasts be consistent with the true rankings (based on the unobservable conditional variance).
openaire +2 more sources
Modeling and Forecasting the Volatility of Returns in the Infrastructure Sector in Emerging Markets [PDF]
Eurasian Journal of Business and Economics, 2020 Understanding the volatility behaviour of specific sectors of the economy enables investors to formulate workable investment strategies, and policy-makers to formulate policies that dampen excess volatility. This study examined the volatility features
Rabson MAGWEVA, Mabutho SIBANDA
doaj +1 more source
Discrete Dynamics in Nature and Society, 2013 Under departures from the cost-of-carry theory, traded spot prices and conditional volatility disturbed from futures market have significant impacts on futures price of emissions allowances, and then we propose time-varying hedge ratios and hedging ...
Kai Chang
doaj +1 more source
The exponentiated half logistic skew-t distribution with GARCH-type volatility models
Scientific African, 2022 Most financial time series have non-normal features such as heavy tails, excess kurtosis and skewness. Financial asset returns volatility is also a significant measure in financial decisions, option pricing, risk management, and portfolio selection, so ...
O.D. Adubisi +3 more
doaj +1 more source