Results 21 to 30 of about 1,179,663 (290)
Journal of Futures Markets, 1999 The forecasting ability of the most popular volatility forecasting models is examined and an alternative model developed. Existing models are compared in terms of four attributes: (1) the relative weighting of recent versus older observations, (2) the estimation criterion, (3) the trade-off in terms of out-of-sample forecasting error between simple and
Ederington, Louis H., Guan, Wei
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Microfibers for juice analysis by solid-phase microextraction. [PDF]
, 2008 In view of the interest in analyzing volatile compounds by SPME, the following five microfibers were tested, polydimethylsiloxane; polyacrylate; polydimethylsiloxane/divinylbenzene; carboxen/polydimethylsiloxane, and carbowax/divinylbenzene, to select ...
Bizzo, Humberto Ribeiro +3 more
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Characterization of mesostasis regions in lunar basalts: Understanding late-stage melt evolution and its influence on apatite formation [PDF]
, 2016 Recent studies geared toward understanding the volatile abundances of the lunar interior have focused on the volatile-bearing accessory mineral apatite.
Agrell +47 more
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The role of Volatile Anesthetics in Cardioprotection: a systematic review. [PDF]
, 2012 This review evaluates the mechanism of volatile anesthetics as cardioprotective agents in both clinical and laboratory research and furthermore assesses possible cardiac side effects upon usage.
Applegate, Richard L +5 more
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Volatility of volatility of financial markets [PDF]
Mathematical and Computer Modelling, 1998 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
L. Ingber, J.K. Wilson
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Foods, 2023 Distilled jujube liquor is an alcoholic beverage made from jujube, which has a unique flavor and a sweet taste. The purpose of this study was to explore the effect of mixed fermentation on the quality of distilled jujube liquor by comparing the ...
Busheng Zhang +4 more
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Differentiation of Agaricus species and other homobasidiomycetes based on volatile production patterns using an electronic nose system [PDF]
, 2003 Comparisons of the qualitative volatile production patterns between seven species of Agaricus, and between two of Volvariella and Pleurotus and one Coprinus species when grown at 25°C on agar media for 14d were made.
Calvo-Bado +19 more
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Realized Volatility Risk [PDF]
SSRN Electronic Journal, 2009 In this paper we document that realized variation measures constructed from high-frequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting errors in realized volatility are substantive.
Allen, David E. +2 more
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Caryolan-1-ol, an antifungal volatile produced by Streptomyces spp., inhibits the endomembrane system of fungi [PDF]
Open Biology, 2017 Streptomyces spp. have the ability to produce a wide variety of secondary metabolites that interact with the environment. This study aimed to discover antifungal volatiles from the genus Streptomyces and to determine the mechanisms of inhibition ...
Gyeongjun Cho +5 more
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From volatility smiles to the volatility of volatility [PDF]
Decisions in Economics and Finance, 2019 The authors review models of the option surface and reduced-form models for stochastic volatility in continuous time, under the risk-neutral measure. They introduce ``forward volatilities'' (in analogy with forward interest rates in the term structure theory), and prove that such objects are conditional expected values, under the risk-neutral measure ...
Dumas B., Luciano E.
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