Results 181 to 190 of about 184,275 (367)

Implied Normal Volatility [PDF]

Wilmott, 2017
openaire   +2 more sources

The Information Content of Implied Volatility in the Hong Kong and Singapore Covered Warrants Markets [PDF]

This paper examines the informational content and predictive power of implied volatility over different forecasting horizons in a sample of European covered warrants traded in the Hong Kong and Singapore markets.
Cheny Chen, Hoa Nguyen, Ming-Hua Liu
core  

Large Bidirectional Refractive Index Change in Silicon‐rich Nitride via Visible Light Trimming

Advanced Optical Materials, EarlyView.
Continuous‐wave visible light trimming of PECVD silicon‐rich nitride micro‐ring resonators enables precise, large bidirectional refractive index tuning. Resonance shifts as fine as 10 pm are achieved with a cost‐effective setup, demonstrating large red shifts of 49.1 nm and blue shifts of 10.6 nm.
Dmitrii Belogolovskii, Md Masudur Rahman, Karl Johnson, Vladimir Fedorov, Andrew Grieco, Nikola Alic, Abdoulaye Ndao, Paul K. L. Yu, Yeshaiahu Fainman   +8 more
wiley   +1 more source

Research Progress on Atmospheric Turbulence Perception and Correction Based on Adaptive Optics and Deep Learning

Advanced Photonics Research, EarlyView.
This work presents a systematic review of atmospheric turbulence fundamentals, including theoretical formulations and adaptive optics‐based mitigation strategies. This includes an in‐depth examination of the devices, theories, and methodologies associated with traditional correction approaches.
Qinghui Liu, Yihang Di, Mengmeng Zhang, Zhenbo Ren, Jianglei Di, Jianlin Zhao   +5 more
wiley   +1 more source

Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure. [PDF]

J Econ Asymmetries, 2023
Papadamou S, Fassas AP, Kenourgios D, Dimitriou D.   +3 more
europepmc   +1 more source

Forecast performance of implied volatility and the impact of the volatility risk premium [PDF]

Forecasting volatility has received a great deal of research attention, with the relative performance of econometric models based on time-series data and option implied volatility forecasts often being considered.
Adam Clements, Christopher Coleman-Fenn, Ralf Becker   +2 more
core  

Empirical Modification of Force Fields for the Development of Peptide‐Based Gas Sensors

Advanced Sensor Research, EarlyView.
To design selective peptide‐based gas sensors, an empirical force field is introduced. All energetic functions are calibrated not with the liquid phase data but with the experimental gas phase data through the corresponding weights. The accuracy for predicting the gas response of peptide‐based sensors is significantly enhanced from an average of 0.05 ...
Thuc Anh Ngo, Tanju Yildirim, Meng‐Qun Feng, Kosuke Minami, Kota Shiba, Genki Yoshikawa   +5 more
wiley   +1 more source

Do implied volatilities of stock and commodity markets affect conventional & shariah indices differently? An evidence by OVX, GVZ and VIX. [PDF]

Heliyon, 2023
Sheikh SP, Jamil SA, Aysan AF, Atif M, Rabbani MR, Kayani UN.   +5 more
europepmc   +1 more source

Arbitrage-free smoothing of the implied volatility surface [PDF]

, 2009
Matthias R. Fengler
openalex   +1 more source

Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches [PDF]

arXiv
This paper conducts an extensive analysis of Bitcoin return series, with a primary focus on three volatility metrics: historical volatility (calculated as the sample standard deviation), forecasted volatility (derived from GARCH-type models), and implied volatility (computed from the emerging Bitcoin options market).
arxiv