Results 41 to 50 of about 1,179,663 (290)
Estimating volatility from recent high frequency data, we revisit the question of the smoothness of the volatility process. Our main result is that log-volatility behaves essentially as a fractional Brownian motion with Hurst exponent H of order 0.1, at any reasonable time scale.
Gatheral, Jim +2 more
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Effects of Lactobacillus fermentation on the phenolic and flavor substances of coconut water [PDF]
In 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
doaj +3 more sources
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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The high food prices experienced over recent years have led to the widespread view that food price volatility has increased. However, volatility has generally been lower over the two most recent decades than previously. Variability over the most recent period has been high but, with the important exception of rice, not out of line with historical ...
C. L. Gilbert, C. W. Morgan
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Estimating Stochastic Volatility under the Assumption of Stochastic Volatility of Volatility [PDF]
We propose novel nonparametric estimators for stochastic volatility and the volatility of volatility. In doing so, we relax the assumption of a constant volatility of volatility and therefore, we allow the volatility of volatility to vary over time. Our methods are exceedingly simple and far simpler than the existing ones. Using intraday prices for the
Moawia Alghalith +2 more
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Influence of Plant Growth Retardants on Quality of Codonopsis Radix
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
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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Volatile organic compounds (volatiles) comprise a chemically diverse class of low molecular weight organic compounds having an appreciable vapor pressure under ambient conditions. Volatiles produced by plants attract pollinators and seed dispersers, and provide defense against pests and pathogens.
openaire +3 more sources
Peroxymonosulfate (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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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
doaj +1 more source

