Results 41 to 50 of about 1,687,826 (388)
Dynamic co-movements of stock market returns, implied volatility and policy uncertainty [PDF]
, 2013 We examine time-varying correlations among stock market returns, implied volatility and policy uncertainty. Our findings suggest that correlations are indeed time-varying and sensitive to oil demand shocks and US recessions.
Antonakakis, N. +2 more
core +1 more source
ESTIMASI NILAI IMPLIED VOLATILITY MENGGUNAKAN SIMULASI MONTE CARLO
E-Jurnal Matematika, 2018 Investing among investors is an exciting activity to gain profit in the financial world. The development of investment in the financial world affects the number of alternative investment instruments that can be offered to investors in the capital market.
MAKBUL MUFLIHUNALLAH +2 more
doaj +1 more source
Investors’ net buying pressure and implied volatility dynamics
Borsa Istanbul Review, 2022 This study reexamines the influence of different investor types' net options demand on the KOSPI200 options-implied volatility dynamics. We extend Bollen and Whaley (2004) by accounting for options traders' hedging demand for futures contracts, intraday ...
Doojin Ryu +3 more
doaj +1 more source
Time after time – circadian clocks through the lens of oscillator theory
FEBS Letters, EarlyView.Oscillator theory bridges physics and circadian biology. Damped oscillators require external drivers, while limit cycles emerge from delayed feedback and nonlinearities. Coupling enables tissue‐level coherence, and entrainment aligns internal clocks with environmental cues.
Marta del Olmo +2 more
wiley +1 more source
FEBS Letters, EarlyView.The Ile181Asn variant of human UDP‐xylose synthase (hUXS1), associated with a short‐stature genetic syndrome, has previously been reported as inactive. Our findings demonstrate that Ile181Asn‐hUXS1 retains catalytic activity similar to the wild‐type but exhibits reduced stability, a looser oligomeric state, and an increased tendency to precipitate ...
Tuo Li +2 more
wiley +1 more source
, 2010 In this short note, we prove by an appropriate change of variables that the SVI implied volatility parameterization presented in Gatheral's book and the large-time asymptotic of the Heston implied volatility agree algebraically, thus confirming a ...
Gatheral, Jim, Jacquier, Antoine
core +1 more source
FEBS Open Bio, EarlyView.This study addressed how a senior research thesis is perceived by undergraduate students. It assessed students' perception of research skills, epistemological beliefs, and career goals in Biochemistry (science) and BDC (science‐business) students. Completing a thesis improved confidence in research skills, resilience, scientific identity, closed gender‐
Celeste Suart +4 more
wiley +1 more source
Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices
Stats, 2023 In this paper, we conducted an empirical investigation of the realized volatility of cryptocurrencies using an econometric approach. This work’s two main characteristics are: (i) the realized volatility to be forecast filters jumps, and (ii) the benefit ...
Julien Chevallier, Bilel Sanhaji
doaj +1 more source
Option Implied Volatility, Skewness, and Kurtosis and the Cross-Section of Expected Stock Returns
, 2019 Motivated by the nature of asset pricing models, we investigate the cross-sectional relation between the market's ex-ante view of a stock's risk and the stock's ex-ante expected return.
Turan G. Bali, Jianfeng Hu, Scott Murray
semanticscholar +1 more source
FEBS Open Bio, EarlyView.CRISPRI‐mediated gene silencing and phenotypic exploration in nontuberculous mycobacteria. In this Research Protocol, we describe approaches to control, monitor, and quantitatively assess CRISPRI‐mediated gene silencing in M. smegmatis and M. abscessus model organisms.
Vanessa Point +7 more
wiley +1 more source