Results 41 to 50 of about 231,323 (314)
Philosophical Transactions of the Royal Society B: Biological Sciences, 2010 The high food prices experienced over recent years have led to the widespread view that food price volatility has increased. However, volatility has generally been lower over the two most recent decades than previously. Variability over the most recent period has been high but, with the important exception of rice, not out of line with historical ...
C. L. Gilbert, C. W. Morgan
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VOLATILITY ANALYSIS USING THE EGARCH METHOD: CASE STUDY OF BBCA, BMRI, BRIS
Assets: Jurnal Akuntansi dan PendidikanThis study aimed to test the volatility model of BBCA and BMRI stocks on the IDX. The research problem is whether there is an influence of BBCA and LQ45 volatility on BMRI and vice versa.
Suhendro Suhendro, Purnama Siddi
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Metabolites, 2011 Volatile organic compounds (volatiles) comprise a chemically diverse class of low molecular weight organic compounds having an appreciable vapor pressure under ambient conditions. Volatiles produced by plants attract pollinators and seed dispersers, and provide defense against pests and pathogens.
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Value At Risk (VAR) With Respect To Single Risk Factor [PDF]
Revista Română de Statistică, 2010 The paper reports on developing a value at risk (VaR) model with respect to a single risk factor. In the process, it shows how stochastic differential equation (SDE) and its variants can be considered as special cases of the VaR framework developed ...
Anass BAYAGA
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When the U.S. Stock Market Becomes Extreme?
Risks, 2014 Over the last three decades, the world economy has been facing stock market crashes, currency crisis, the dot-com and real estate bubble burst, credit crunch and banking panics.
Sofiane Aboura
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Stock Market Volatility and Return Analysis: A Systematic Literature Review
Entropy, 2020 In the field of business research method, a literature review is more relevant than ever. Even though there has been lack of integrity and inflexibility in traditional literature reviews with questions being raised about the quality and trustworthiness ...
Roni Bhowmik, Shouyang Wang
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Nonparametric Stochastic Volatility [PDF]
SSRN Electronic Journal, 2010 We provide nonparametric methods for stochastic volatility modeling. Our methods allow for the joint evaluation of return and volatility dynamics with nonlinear drift and diffusion functions, nonlinear leverage effects, and jumps in returns and volatility with possibly state-dependent jump intensities, among other features.
BANDI F, Renò, Roberto
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MODEL APPROACH OF AGGREGATE RETURN VOLATILITY: GARCH(1,1)-COPULA VS GARCH(1,1)-BIVARIATE NORMAL
BarekengAggregate risk is an aggregation of single risks that are both independent and interdependent. In this study, aggregate risk is constructed from two interdependent random risk variables.
Asysta Amalia Pasaribu, Anang Kurnia
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Pediatric Blood &Cancer, EarlyView.ABSTRACT Background B‐acute lymphoblastic leukemia (B‐ALL) is the most common pediatric cancer, and while most children in high‐resource settings are cured, therapy carries risks for long‐term toxicities. Understanding parents’ concerns about these late effects is essential to guide anticipatory support and inform evolving therapeutic approaches ...
Kellee N. Parker +7 more
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Bivariate Volatility Modeling with High-Frequency Data
Econometrics, 2019 We propose a methodology to include night volatility estimates in the day volatility modeling problem with high-frequency data in a realized generalized autoregressive conditional heteroskedasticity (GARCH) framework, which takes advantage of the natural
Marius Matei, Xari Rovira, Núria Agell
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