Results 31 to 40 of about 42,730 (215)
Volatility of Aggregate Volatility and Hedge Fund Returns [PDF]
SSRN Electronic Journal, 2014 This paper investigates empirically whether uncertainty about equity market volatility can explain hedge fund performance both in the cross section and over time. We measure uncertainty via volatility of aggregate volatility (VOV) and construct an investable version through returns on lookback straddles on the VIX index.
Agarwal, V, Arisoy, Y E, Naik, N
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Effects of Lactobacillus fermentation on the phenolic and flavor substances of coconut water [PDF]
Emirates Journal of Food and AgricultureIn this study, Lactobacillus strains with beneficial biofunctions were screened and applied to ferment coconut water. The effects of Lactobacillus fermentation on the phenolic and flavor components of coconut water were investigated.
Hao-Ran Zhang +4 more
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Frontiers in Microbiology, 2023 Chinese plum (Prunus salicina Lindl.) is a nutritionally and economically important stone fruit widely grown around the world. Anthracnose, caused by Collectotrichum spp., is one of the primary biotic stress factors limiting plum production.
Xiaolin Chen +5 more
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Stochastic Volatility of Volatility in Continuous Time
SSRN Electronic Journal, 2009 This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data.
Barndorff-Nielsen, Ole, Veraart, Almut
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Influence of Plant Growth Retardants on Quality of Codonopsis Radix
Molecules, 2017 Plant growth retardant (PGR) refers to organics that can inhibit the cell division of plant stem tip sub-apical meristem cells or primordial meristem cell. They are widely used in the cultivation of rhizomatous functional plants; such as Codonopsis Radix,
Yinyin Liao +8 more
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Volatile Profile of Nuts, Key Odorants and Analytical Methods for Quantification
Foods, 2021 The presence of nuts in diets has notably increased due to their composition, and the presence of antioxidants and their unsaturated fatty acid profile has led to a considerable increase in their consumption.
Arantzazu Valdés García +5 more
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A simple joint model for returns, volatility and volatility of volatility
Journal of Econometrics, 2023 We propose a model that allows for conditional heteroskedasticity in the volatility of asset returns and incorporates current return information into the volatility nowcast and forecast. Our model can capture all stylised facts of asset returns even with Gaussian innovations and is simple to implement.
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Water CyclePeroxymonosulfate (PMS)-based advanced oxidation processes are widely used in environmental purification. But the intrinsic oxidizing properties of unactivated PMS are often overlooked in pollutant degradation.
Xuhao Liu +6 more
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Frontiers in Plant Science, 2018 There is interest in using ligands of chemosensory binding proteins (CBP) to augment an insect’s responsiveness to chemosensory cues. We showed previously that combining a synthetic ligand of a CBP with limonene, a common citrus volatile, enhanced the ...
Joseph M. Patt +3 more
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Development of a Novel Flavored Goat Cheese with Gentiana lutea Rhizomes
Foods, 2023 Gentiana lutea rhizomes, generally used as a bittering agent in food, were harvested from two geographical sites (Massif Central: MC and Jura: J) to evaluate their potential use in the flavoring step during goat cheesemaking.
Christian Coelho +4 more
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