Results 271 to 280 of about 67,667 (314)

Co-Evolution of Volatiles and Pyrolytic Residue during Lignin Pyrolysis. [PDF]

ACS Omega
Ma H, Li Y, Zhu H, Ji X, Wu S, Tian Z.
europepmc   +1 more source

Volatile Compounds from Eggs of Three Fruit Fly Drive Aggregation and Oviposition. [PDF]

Insects
Ao G, Ji Q.
europepmc   +1 more source

Idiosyncratic volatility

Finance Research Letters
David Feldman, Chang-Mo Kang, Yifan Zhao
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Chemical Components, Emission Dynamics, and External Immune Functions of Red Palm Weevil Larval Volatiles in Response to Changes in Developmental Stages and Pathogen Stress. [PDF]

Insects
Ding CH, You WQ, Zheng ZW, Pu YC, Xu LN, Hou YM, Zhang Y, Ou-Yang C.   +7 more
europepmc   +1 more source

Stochastic Volatility and the Volatility Smile

, 2008
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Tracking Volatility

Problems of Information Transmission, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
L. Goldentayer, Fima C. Klebaner, Robert Sh. Liptser   +2 more
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Forecasting Volatility with Time-Varying Leverage and Volatility of Volatility Effects

SSRN Electronic Journal, 2018
Abstract Predicting volatility is of primary importance for business applications in risk management, asset allocation, and the pricing of derivative instruments. This paper proposes a measurement model that considers the possibly time-varying interaction of realized volatility and asset returns according to a bivariate model to capture its major ...
Catania, L, Proietti, T
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Nonvolatile, semivolatile, or volatile: Redefining volatile for volatile organic compounds

Journal of the Air & Waste Management Association, 2014
Although widely used in air quality regulatory frameworks, the term "volatile organic compound" (VOC) is poorly defined. Numerous standardized tests are currently used in regulations to determine VOC content (and thus volatility), but in many cases the tests do not agree with each other, nor do they always accurately represent actual evaporation rates ...
Uyên-Uyén T, Võ, Michael P, Morris
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Realized Volatility [PDF]

SSRN Electronic Journal, 2008
Realized volatility is a nonparametric ex-post estimate of the return variation. The most obvious realized volatility measure is the sum of finely-sampled squared return realizations over a fixed time interval. In a frictionless market, the estimate achieves consistency for the underlying quadratic return variation when returns are sampled at ...
Torben G. Andersen, Luca Benzoni
openaire   +3 more sources