Results 51 to 60 of about 607,096 (294)
Proposing blockchain based framework to mitigate VUCA realm problems for automobile life cycle
Frontiers in BlockchainIn today’s automotive industry, characterized by demand volatility, process uncertainty, supply chain complexity, and information ambiguity, achieving operational excellence has become increasingly challenging. To address these issues, we propose a novel
Osama Ahmed, Hiroshi Kamabe
doaj +1 more source
Eco-Efficiency and Stock Market Volatility: Emerging Markets Analysis
Administrative Sciences, 2021 Climate change, the accelerated industrialization of emerging countries, as well as the growing demand for transparency from stakeholders, are all factors that influence the environmental performance of companies. Thus, eco-efficient behavior can improve
Alicia Fernanda Galindo-Manrique +2 more
doaj +1 more source
Estimation of integrated volatility of volatility with applications to goodness-of-fit testing
, 2015 In this paper, we are concerned with nonparametric inference on the volatility of volatility process in stochastic volatility models. We construct several estimators for its integrated version in a high-frequency setting, all based on increments of spot ...
Vetter, Mathias
core +1 more source
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
openaire +3 more sources
FEBS Letters, EarlyView.The Ile181Asn variant of human UDP‐xylose synthase (hUXS1), associated with a short‐stature genetic syndrome, has previously been reported as inactive. Our findings demonstrate that Ile181Asn‐hUXS1 retains catalytic activity similar to the wild‐type but exhibits reduced stability, a looser oligomeric state, and an increased tendency to precipitate ...
Tuo Li +2 more
wiley +1 more source
Analysis of Istanbul Stock Market Returns Volatility with ARCH and GARCH Models
İstanbul İktisat DergisiIn today’s world where globalization is intensely experienced, differences in risk perception, developments in capital markets, and the negativities faced in the markets due to uncertainty are very important when researching the structures of the stock ...
İpek M. Yurttagüler
doaj +1 more source
Energies, 2023 The authors propose an instrumental apparatus for calculating the ratings of Russian companies in the oil and gas and electric power industries based on a weighting method, risk assessment using the minimax criterion and an intellectual tree structure ...
Alex Borodin +3 more
doaj +1 more source
Stock Price Dynamics and Option Valuations under Volatility Feedback Effect [PDF]
, 2012 According to the volatility feedback effect, an unexpected increase in squared volatility leads to an immediate decline in the price-dividend ratio.
Kanniainen, Juho, Piché, Robert
core +2 more sources
Somatic mutational landscape in von Hippel–Lindau familial hemangioblastoma
Molecular Oncology, EarlyView.The causes of central nervous system (CNS) hemangioblastoma in Von Hippel–Lindau (vHL) disease are unclear. We used Whole Exome Sequencing (WES) on familial hemangioblastoma to investigate events that underlie tumor development. Our findings suggest that VHL loss creates a permissive environment for tumor formation, while additional alterations ...
Maja Dembic +5 more
wiley +1 more source
Journal of Degraded and Mining Lands ManagementThis study develops an innovative framework to assess fiscal vulnerability in regions dependent on mining resources in Peru. Using data from 25 departments (2015-2023), this study constructed a multidimensional taxonomy that integrates dependency ...
Hugo Ticona-Salluca +6 more
doaj +1 more source