Results 41 to 50 of about 79,952 (309)
Stochastic Volatility of Volatility in Continuous Time
SSRN Electronic Journal, 2009 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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Role of herbivore-induced maize volatiles in the chemotactic behaviour of Telenomus podisi and Diceraeus melacanthus [PDF]
, 2023 Plants respond indirectly to herbivore injury in a species-specific way and emit a specific blend of volatiles that are attractive to the enemies of herbivores. We evaluated whether maize plants, Zea mays L. (Poaceae), can recognize herbivory damage from
Pereira, W. E. +20 more
core +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
Volatility of Aggregate Volatility and Hedge Fund Returns [PDF]
SSRN Electronic Journal, 2014 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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Molecules, 2020 Functional and nutritional compounds are increased during foxtail millet germination while bad smell is produced due to the fatty acid oxidation. To eliminate the unpleasant aroma, the origins of the volatiles must be known.
PengLiang Li +9 more
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CFA Institute Magazine, 2013 “In the long run, we may all be dead, as Keynes suggested, but we need to make sure that the short run doesn’t kill us first,” says Andrew Lo.
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Design and analysis strategies for robust microbiome ageing research
FEBS Letters, EarlyView.The gut microbiome changes with age and associates with age‐related morbidity and mortality, establishing it as a potential biomarker and intervention target for ageing. Realising this potential requires methodological rigour, yet distinguishing biological signals from methodological artefacts remains challenging across cohorts. This review provides an
Mark Olenik +5 more
wiley +1 more source
Estimating volatility-of-volatility: A comparative analysis [PDF]
Economics LetterszbMATH Open Web Interface contents unavailable due to conflicting licenses.
Jianglei Yuan +3 more
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A simple joint model for returns, volatility and volatility of volatility
Journal of Econometrics, 2023 We propose a model that allows for conditional heteroskedasticity in the volatility of asset returns and incorporates current return information into the volatility nowcast and forecast. Our model can capture all stylised facts of asset returns even with Gaussian innovations and is simple to implement.
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