Results 21 to 30 of about 158,987 (292)
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
openaire +1 more source
Volatiles in protoplanetary disks [PDF]
, 2014 Volatiles are compounds with low sublimation temperatures, and they make up most of the condensible mass in typical planet-forming environments. They consist of relatively small, often hydrogenated, molecules based on the abundant elements carbon ...
Bergin, Edwin A. +6 more
core +2 more sources
On the volatile enrichments and composition of Jupiter [PDF]
, 2005 Using the clathrate hydrates trapping theory, we discuss the enrichments in volatiles in the atmosphere of Jupiter measured by the \textit{Galileo} probe in the framework of new extended core-accretion planet formation models including migration and disk
Olivier Mousis +3 more
core +1 more source
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
openaire +2 more sources
Volatiles in inter-specific bacterial interactions
Frontiers in Microbiology, 2015 The importance of volatile organic compounds for functioning of microbes is receiving increased research attention. However, to date very little is known on how inter-specific bacterial interactions effect volatiles production as most studies have been ...
Olaf eTyc +5 more
doaj +1 more source
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
openaire +10 more sources
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.
openaire +1 more source
Química Nova, 2010 Chemical composition of leaf volatiles of Rosmarinus officinalis and Baccharis dracunculifolia cultured in Southeast of Brazil has been characterized by GC/MS after simultaneous distillation-extraction.
Yilan Fung Boix +3 more
doaj +1 more source
Volatility Options in Rough Volatility Models [PDF]
SSRN Electronic Journal, 2018 We discuss the pricing and hedging of volatility options in some rough volatility models. First, we develop efficient Monte Carlo methods and asymptotic approximations for computing option prices and hedge ratios in models where log-volatility follows a Gaussian Volterra process.
Blanka Horvath +2 more
openaire +3 more sources
Sixty-One Volatiles Have Phylogenetic Signals Across Bacterial Domain and Fungal Kingdom
Frontiers in Microbiology, 2020 Microorganisms are diverse in their genome sequences and subsequently in their encoded metabolic pathways, which enabled them to adapt to numerous environmental conditions.
Moamen M. Elmassry +6 more
doaj +1 more source