Results 31 to 40 of about 160,839 (311)
Journal of Econometrics, 2011 The study of high-frequency financial data has been one of the most rapidly evolving areas of research over the last decade. We have seen an explosive growth in the availability of such data, which has gone hand in hand with the development of theory for how to analyze the data.
Meddahi, N, Mykland, P, Shephard, N
openaire +1 more source
Good Volatility, Bad Volatility and Option Pricing [PDF]
SSRN Electronic Journal, 2016 Advances in variance analysis permit the splitting of the total quadratic variation of a jump-diffusion process into upside and downside components. Recent studies establish that this decomposition enhances volatility predictions and highlight the upside/downside variance spread as a driver of the asymmetry in stock price distributions. To appraise the
Feunou, Bruno, Okou, Cédric
openaire +2 more sources
Recent Advances in Volatiles of Teas
Molecules, 2016 Volatile compounds are important components of tea aroma, a key attribute of sensory quality. The present review examines the formation of aromatic volatiles of various kinds of teas and factors influencing the formation of tea volatiles, including tea ...
Xin-Qiang Zheng +3 more
doaj +1 more source
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
Current Biology, 2010 Plant volatiles are the metabolites that plants release into the air. The quantities released are not trivial. Almost one-fifth of the atmospheric CO2 fixed by land plants is released back into the air each day as volatiles. Plants are champion synthetic chemists; they take advantage of their anabolic prowess to produce volatiles, which they use to ...
openaire +3 more sources
SSRN Electronic Journal, 2014 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
openaire +3 more sources
ToxicsThe designs and liquid formulations of Electronic Nicotine Delivery System (ENDS) devices continue to rapidly evolve. Thus, it is important to monitor and characterize ENDS aerosols for changes in toxic constituents.
R. Steven Pappas +3 more
doaj +1 more source
浙江大学学报. 农业与生命科学版, 2004 Experiment was conducted in laboratory to study the effects of N. lugens damage levels, developmental stages of infested plants and rice cultivars on attractiveness of N.
MA Bo, LOU Yong-gen, CHENG Jia-an
doaj +1 more source
浙江大学学报. 农业与生命科学版, 2003 Cotesia ruficrus is one of the main larval parasitoids of the rice striped-stemborer (SSB) Chilo suppressalis and rice leaf folder (RLF) Cnaphalocrocis medinalis in rice field habitat.
CHEN Hua-cai, LOU Yong-gen, CHENG Jia-an
doaj +1 more source
Origin and evolution of planetary atmospheres [PDF]
, 1980 Spacecraft and groundbased observations of the atmospheres of solar system objects have provided a definition of their present characteristics and have yielded clues about their past history.
Pollack, James B., Yung, Yuk L.
core +1 more source