Results 151 to 160 of about 2,929 (231)

Multisystemic Presentation of Von Hippel-Lindau Disease Revealed by Pheochromocytoma and Takotsubo Syndrome. [PDF]

JACC Case Rep
Cordeanu EM, Mirea C, Vix M, Ohlmann P, Stephan D.   +4 more
europepmc   +1 more source

How climate change shapes global systemic risk transmission: A complex network approach. [PDF]

PLoS One
Zeng L, Lau WY.
europepmc   +1 more source

Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. [PDF]

Financ Innov, 2023
Gherghina ŞC, Simionescu LN.
europepmc   +1 more source

Analysis of impact of Fundamental news on movement of index VIX

, 2015
The thesis investigates the impact of the fundamental news announcements on the movements of the VIX volatility index and the VIX Futures prices. The theoretical part of the thesis explains the construction of the VIX Index and the VIX Futures, describes
Koráb, Pavel
core  

Enhancing Prediction by Incorporating Entropy Loss in Volatility Forecasting. [PDF]

Entropy (Basel)
Urniezius R, Petrauskas R, Vaitkus V, Karimov J, Brazauskas K, Repsyte J, Kacerauskiene E, Harms T, Dargiene J, Ezerskis D.   +9 more
europepmc   +1 more source

Fresh evidence on connectedness between prominent markets during COVID-19 pandemic. [PDF]

Environ Sci Pollut Res Int, 2023
Younis I, Hkiri B, Shah WU, Qureshi F, Ilyas M, Longsheng C.   +5 more
europepmc   +1 more source

What Makes the VIX Tick?

, 2014
We study the minute-by-minute behavior of the VIX index and trading activity in the underlying S&P 500 options market. VIX squared tends to increase around times of macroeconomic news releases.
Edith Liu, Yonghao Pu, Andrew Karolyi, Yinggang Zhou, Xiaoyan Zhang, Alok Kumar, Warren Bailey, Mancang Dong, Andrei Ukhov, Fan Yu, Pamela Moulton, Lin Zheng, David Ng, George Gao   +13 more
core  

Multi-model transfer function approach tuned by PSO for predicting stock market implied volatility explained by uncertainty indexes. [PDF]

Sci Rep
Tissaoui K, Boubaker S, Hkiri B, Azibi N.   +3 more
europepmc   +1 more source

Realised volatility estimators

, 2014
Includes bibliographical references.This dissertation is an investigation into realised volatility (RV) estimators. Here, RV is defined as the sum-of-squared-returns (SSR) and is a proxy for integrated volatility (IV), which is unobservable.
Königkrämer, Sören
core  

The resilience of ethical assets against different uncertainty shocks. [PDF]

Heliyon
Hasan MB, Hassan MK, Rashid M, Akter T, Rafia HT.   +4 more
europepmc   +1 more source