Results 91 to 100 of about 13,792,513 (203)

How COVID-19 has affected stock market persistence? Evidence from the G7's. [PDF]

Physica A, 2021
Bentes SR.
europepmc   +1 more source

Sub-series 2: Publications

, 2021
Bimonthly magazine discussing topics related to aviation and model airplane engines including collecting, restoring, maintaining, and identifying engines, along with ...
The Model Museum, Daniels, Timothy J.
core  

Sub-series 2: Publications

, 1989
Bimonthly magazine discussing topics related to aviation and model airplane engines including collecting, restoring, maintaining, and identifying engines, along with ...
The Model Museum
core  

Sub-series 2: Publications

, 1963
Bimonthly magazine discussing topics related to aviation and model airplane engines including collecting, restoring, maintaining, and identifying engines, along with ...
The Model Museum, Daniels, Tim
core   +1 more source

Subdiffusive Multifractal Scaling of Implied Volatility: Evidence from 36 Years of VIX Data Using the MMAR Framework

Axioms
We present the first application of the Multifractal Model of Asset Returns (MMAR) to an implied volatility index, using 36 years of daily CBOE VIX observations spanning four economic cycles. Three general conclusions emerge. First, implied volatility is
Georgy Urumov, Panagiotis Chountas
doaj   +1 more source

Quantitative modelling frontiers: a literature review on the evolution in financial and risk modelling after the financial crisis (2008-2019). [PDF]

SN Bus Econ, 2022
Vogl M.
europepmc   +1 more source

Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold. [PDF]

Resour Policy, 2021
Chkili W, Ben Rejeb A, Arfaoui M.
europepmc   +1 more source

Left Lung Model featuring Upper and Lower Lobes

, 2020
This is a multi-colored left lung model where each color designates a specific segment of the upper and lower lobes.

core  

Modeling volatility with time-varying FIGARCH models

This paper puts the light on a new class of time-varying FIGARCH or TV-FIGARCH processes to model the volatility. This new model has the feature to account for the long memory and the structural change in the conditional variance process.
Belkhouja, Mustapha, Boutahary, Mohamed
core  

Pergamon Acropolis Model

, 1950
Detail, Temple of Dionysus at lowest point, center, Temple of Trajan (2nd century CE) in courtyard, theater, lower right; Pergamon was an ancient Greek city in Asia Minor (now Bergama, Turkey), later part of the Roman Empire.
unknown (German model maker)
core