Results 271 to 280 of about 231,323 (314)

Humans adapt rationally to approximate estimates of uncertainty. [PDF]

Elife
Pulcu E, Browning M.
europepmc   +1 more source

Ketamine and Psilocybin Differentially Impact Sensory Learning During the Mismatch Negativity

Allohverdi SG, Soltanzadeh M, Schmidt A, Charlton CE, Hauke DJ, Karvelis P, Vollenweider FX, Diaconescu AO.   +7 more
europepmc   +1 more source

Non-parametric Causal Discovery for EU Allowances Returns Through the Information Imbalance

Salvagnin C, Tatto Vd, De Giuli ME, Mira A, Glielmo A.   +4 more
europepmc   +1 more source

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
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Stochastic Volatility [PDF]

SSRN Electronic Journal, 2008
Given the importance of return volatility on a number of practical financial management decisions, the efforts to provide good real-time estimates and forecasts of current and future volatility have been extensive. The main framework used in this context involves stochastic volatility models.
Torben G. Andersen, Luca Benzoni
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Tracking Volatility

Problems of Information Transmission, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Goldentayer, L., Klebaner, F., Liptser, R. Sh.   +2 more
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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
openaire   +2 more sources

Dynamic volatility management: from conditional volatility to realized volatility

Journal of Investment Strategies, 2019
The volatility of concern in conventional volatility-managed strategies such as volatility-targeting strategy and mean-variance optimization is the expected conditional volatility. However for investors, it is the realized volatility that is important, because there is only one realization in the market.
Rongju Zhang, Nicolas Langrene, Yu Tian, Zili Zhu   +3 more
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STOCHASTIC VOLATILITY

International Journal of Theoretical and Applied Finance, 2002
Hull and White [1] have priced a European call option for the case in which the volatility of the underlying asset is a lognormally distributed random variable. They have obtained their formula under the assumption of uncorrelated innovations in security price and volatility.
openaire   +2 more sources