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Volatility of Prices and Volatility of Dividends

1998
The theoretical model which we present in this chapter is an attempt to develop a framework of analysis sufficiently general to study the volatility of stock prices when markets are efficient but with no a priori specification on the distribution of the relevant stochastic processes. To this aim, we shift the attention from dividends to earnings and we
openaire   +1 more source

Volatile Organic Compounds of Lung Cancer and Possible Biochemical Pathways

Chemical Reviews, 2012
Meggie Hakim   +2 more
exaly  

An All‐Optical, Non‐volatile, Bidirectional, Phase‐Change Meta‐Switch

Advanced Materials, 2013
Behrad Gholipour   +2 more
exaly  

The volatility process

2021
Elisa Alòs, David Garcia Lorite
openaire   +1 more source

Towards the Development of Flexible Non‐Volatile Memories

Advanced Materials, 2013
Su-Ting Han   +2 more
exaly  

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