Results 31 to 40 of about 607,096 (294)
The traversal method for user address space in Windows 10 system based on VAD tree
Xibei Gongye Daxue Xuebao, 2022 The existing traversal method for user address space in the memory forensic research is only applicable to Windows XP and Windows 7 32-bit system. Windows 10 64-bit system is currently used by most users, which is the main target of network attackers.
ZHAI Jiqiang +3 more
doaj +1 more source
The Volatility of the “Green” Option-Adjusted Spread: Evidence before and during the Pandemic Period
Risks, 2022 The paper is an investigation on the impact of financial markets on the volatility of the green bonds credit risk component, measured by the option-adjusted spread/swap curve (OAS) before and during the pandemic period.
Alessandra Ortolano, Eugenia Nissi
doaj +1 more source
The Effects of Institutional Investors Herding on the Performance of Iran Capial Market Anomalies [PDF]
فصلنامه بورس اوراق بهادار, 2022 Anomalies in financial markets, which is produced and exacerbated by sensitive and imitative behavior and reduces market efficiency, have always been the focus of researchers. In this research, a criterion for measuring the mass turnover of institutional
mohammad hassan ebrahimi sarveolia +3 more
doaj +1 more source
Agriculture, 2022 The volatility of meat prices affects the accessibility and even food security of some consumers in Turkey. This study analyses the prices of selected livestock and a major feed component, wheat, as well as the exchange rate of the domestic currency in ...
Faruk Urak +4 more
doaj +1 more source
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
Asymmetric News Effects on Volatility : Good vs. Bad News in Good vs. Bad Times [PDF]
, 2008 We study the impact of positive and negative macroeconomic US and European news announcements in different phases of the business cycle on the highfrequency volatility of the EUR/USD exchange rate.
Laakkonen, Helinä, Lanne, Markku
core +1 more source
Development of high-frequency volatility estimators in pricing and trading stock options
π-Economy, 2022 Asset return volatility plays a key role in derivative pricing and hedging, risk management and portfolio allocation decisions. This study examined the economic benefit of high-frequency volatility estimators (measures realized) in option pricing and ...
Gayomey John, Zaytsev Andrey
doaj +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