Results 31 to 40 of about 137,575 (264)
Revista de Análisis Económico y Financiero, 2021 Policymakers need accurate forecasts about the future values of exchange rates. This is due to the fact that exchange rate volatility is a useful measure of uncertainty about a country's economic environment.
Victor Chung Alva
doaj +1 more source
Estimation of the Continuous and Discontinuous Leverage Effects [PDF]
SSRN Electronic Journal, 2014 This article examines the leverage effect, or the generally negative covariation between asset returns and their changes in volatility, under a general setup that allows the log-price and volatility processes to be Itô semimartingales. We decompose the leverage effect into continuous and discontinuous parts and develop statistical methods to estimate ...
Aït-Sahalia, Y. +4 more
openaire +5 more sources
A Low Price Correction for Improved Volatility Estimation and Forecasting
Risks, 2017 In this work, we focus on volatility estimation which plays a crucial role in risk analysis and management. In order to improve value at risk (VaR) forecasts, we discuss the concept of low price effect and introduce the low price correction which does ...
George-Jason Siouris, Alex Karagrigoriou
doaj +1 more source
Study of Asymmetric Risk Premium in Value and Growth Stocks Based on P/E Ratio [PDF]
تحقیقات مالی, 2013 In this thesis we predict asymmetric risk premium in bothvalue and growth stock portfolios. There are two competingapproaches to explain value premium: Market Over-reactionHypothesis based on which agents overstate future returns on growthstock, and ...
Mohamadreza Pourebrahimi +2 more
doaj +1 more source
Supporting Survivor‐Centered Care Through Digital Health Integration
Pediatric Blood &Cancer, EarlyView.ABSTRACT Survivors of childhood cancer face barriers to receiving guideline‐based, long‐term follow‐up care. Two digital tools, Passport for Care (PFC) and Cancer SurvivorLink (SurvivorLink), address complementary gaps by enabling tailored survivorship care plan (SCP) generation, updating, storage, and sharing.
Jordan G. Marchak +15 more
wiley +1 more source
Analysis of Influencing Mechanism of Subgrade Frost Heave on Vehicle-Track Dynamic System
Applied Sciences, 2020 Uneven subgrade frost heave has been a severe problem for the operation of high-speed railways in cold regions. In order to reveal the influencing mechanism of frost heave on the vehicle-track system, a novel FEM (finite element method) model based on an
Liang Gao +3 more
doaj +1 more source
Organoids in pediatric cancer research
FEBS Letters, EarlyView.Organoid technology has revolutionized cancer research, yet its application in pediatric oncology remains limited. Recent advances have enabled the development of pediatric tumor organoids, offering new insights into disease biology, treatment response, and interactions with the tumor microenvironment.
Carla Ríos Arceo, Jarno Drost
wiley +1 more source
Les friches militaires, une opportunité pour la reconversion urbaine de petites villes de montagne ?
Revue de Géographie Alpine, 2019 In a frame of limited land resources, mountain territories need to consider the reconversion of wastelands that have lost their functionality as potential source of attractiveness and dynamism.In a context of sustainable development that is also ...
Stéphanie Lotz-Coll
doaj +1 more source
Smile Dynamics -- A Theory of the Implied Leverage Effect [PDF]
SSRN Electronic Journal, 2009 AbstractWe study in details the skew of stock option smiles, which is induced by the so‐called leverage effect on the underlying B i.e. the correlation between past returns and future square returns. This naturally explains the anomalous dependence of the skew as a function of maturity of the option.
Stefano Ciliberti +2 more
openaire +2 more sources
FEBS Letters, EarlyView.Fluorescent probes allow dynamic visualization of phosphoinositides in living cells (left), whereas mass spectrometry provides high‐sensitivity, isomer‐resolved quantitation (right). Their synergistic use captures complementary aspects of lipid signaling. This review illustrates how these approaches reveal the spatiotemporal regulation and quantitative
Hiroaki Kajiho +3 more
wiley +1 more source