Results 31 to 40 of about 67,667 (314)
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
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Sixty-One Volatiles Have Phylogenetic Signals Across Bacterial Domain and Fungal Kingdom
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
Good Volatility, Bad Volatility and Option Pricing [PDF]
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
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THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY
The question of the volatility roughness is interpreted in the framework of a data-reconstructed fractional volatility model, where volatility is driven by fractional noise. Some examples are worked out and, using the Malliavin calculus for fractional processes, an option pricing equation and its solution are obtained.
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Smelling the wood from the trees: non-linear parasitoid responses to volatile attractants produced by wild and cultivated cabbage [PDF]
Despite a large number of studies on herbivore-induced plant volatiles (HIPVs), little is known about which specific compounds are used by natural enemies to locate prey- or host- infested plants.
Harvey, Jeffrey A. +14 more
core +1 more source
Volatility of Aggregate Volatility and Hedge Fund Returns [PDF]
This paper investigates empirically whether uncertainty about equity market volatility can explain hedge fund performance both in the cross section and over time. We measure uncertainty via volatility of aggregate volatility (VOV) and construct an investable version through returns on lookback straddles on the VIX index.
Agarwal, V, Arisoy, Y E, Naik, N
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The 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
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Recent Advances in Volatiles of Teas
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
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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
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Stochastic Volatility of Volatility in Continuous Time
This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data.
Barndorff-Nielsen, Ole, Veraart, Almut
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