Results 1 to 10 of about 160,839 (311)
Metabolites, 2011 Volatile organic compounds (volatiles) comprise a chemically diverse class of low molecular weight organic compounds having an appreciable vapor pressure under ambient conditions.
Daryl D. Rowan
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How Does the Volatility of Volatility Depend on Volatility? [PDF]
Risks, 2020 We investigate the state dependence of the variance of the instantaneous variance of the S&P 500 index empirically. Time-series analysis of realized variance over a 20-year period shows strong evidence of an elasticity of variance of the variance parameter close to that of a log-normal model, albeit with an empirical autocorrelation function that ...
Sigurd Emil Rømer, Rolf Poulsen
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Toxics, 2021 Research gaps exist in toxic metals characterization in e-cigarette, or vaping, products (EVPs) as these analytes typically have low concentrations and most standard aerosol trapping techniques have high metals background.
Nathalie Gonzalez-Jimenez +7 more
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A Novel UHPLC-MS/MS Method for Measuring 8-iso-Prostaglandin F2α in Bronchoalveolar Lavage Fluid
Frontiers in Chemistry, 2021 In August 2019, the Centers for Disease Control and Prevention (CDC) received the first reports of lung injuries that were eventually termed e-cigarette, or vaping, product use–associated lung injury (EVALI).
Cory Holder +10 more
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Volatility-of-Volatility Risk [PDF]
Journal of Financial and Quantitative Analysis, 2018 We show that market volatility of volatility is a significant risk factor that affects index and volatility index option returns, beyond volatility itself. The volatility and volatility of volatility indices, identified model-free as the VIX and VVIX, respectively, are only weakly related to each other.
Darien Huang +3 more
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Frontiers in Ecology and Evolution, 2023 Herbivore-induced plant volatiles (HIPVs) from infested plants are exploited by parasitoid wasps as cues to search for host habitat. However, uninfested (intact) and infested plants are often intermingled in nature, and how volatiles released by intact ...
Socheat Ross +4 more
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On the Volatility of Volatility [PDF]
SSRN Electronic Journal, 2006 The Chicago Board Options Exchange (CBOE) Volatility Index, VIX, is calculated based on prices of out-of-the-money put and call options on the S&P 500 index (SPX). Sometimes called the "investor fear gauge," the VIX is a measure of the implied volatility of the SPX, and is observed to be correlated with the 30-day realized volatility of the SPX ...
Stephen D. H. Hsu, Brian M. Murray
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The Volatility of Realized Volatility [PDF]
Econometric Reviews, 2008 In recent years, with the availability of high-frequency financial market data modeling realized volatility has become a new and innovative research direction. The construction of “observable” or realized volatility series from intra-day transaction data and the use of standard time-series techniques has lead to promising strategies for modeling and ...
CORSI, Fulvio +3 more
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Air Ambulance: Antimicrobial Power of Bacterial Volatiles
Antibiotics, 2022 We are currently facing an antimicrobial resistance crisis, which means that a lot of bacterial pathogens have developed resistance to common antibiotics. Hence, novel and innovative solutions are urgently needed to combat resistant human pathogens.
Alexander Lammers +2 more
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SSRN Electronic Journal, 2005 Volatility has been one of the most active and successful areas of research in time series econometrics and economic forecasting in recent decades. This chapter provides a selective survey of the most important theoretical developments and empirical insights to emerge from this burgeoning literature, with a distinct focus on forecasting applications ...
Andersen, Torben G. +3 more
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