Results 31 to 40 of about 251,329 (347)

ESTIMASI NILAI IMPLIED VOLATILITY MENGGUNAKAN SIMULASI MONTE CARLO

E-Jurnal Matematika, 2018
Investing among investors is an exciting activity to gain profit in the financial world. The development of investment in the financial world affects the number of alternative investment instruments that can be offered to investors in the capital market.
MAKBUL MUFLIHUNALLAH, KOMANG DHARMAWAN, NI MADE ASIH   +2 more
doaj   +1 more source

Volatility and spillover analysis between cryptocurrencies and financial indices: a diagonal BEKK and DCC GARCH model approach in support of SDGs

Cogent Economics & Finance
This study explores the volatility spillover effects between clean and dirty cryptocurrencies and key financial indices, specifically focusing on Green Finance Indices (such as solar, wind, and nuclear) and Economic Indices (like the Baltic Dry Index and
Iulia Cristina Iuga, Raluca-Andreea Nerișanu, Larisa-Loredana Dragolea   +2 more
doaj   +1 more source

Maximum likelihood approach for several stochastic volatility models

, 2012
Volatility measures the amplitude of price fluctuations. Despite it is one of the most important quantities in finance, volatility is not directly observable.
Camprodon, Jordi, Perelló, Josep
core   +1 more source

Macroeconomic Volatility and its Significance to the Rising External Indebtedness of Nigeria

Maliye Çalışmaları Dergisi, 2021
The motivation of this study has been to identify the effects of the multidimensional perspectives of macroeconomic volatility on the growth of external debt in Nigeria from 1970 to 2018. Methodologically, the Auto-Regressive Distributed Lag (ARDL) model
Samson Adeniyi Aladejare
doaj   +1 more source

Semi-parametric Model of Idiosyncratic Volatility Pricing by Explaining the Arbitrage Risk [PDF]

تحقیقات مالی, 2020
Objective: The relationship between idiosyncratic volatility and expected return in finance has become a puzzle. While, based on modern portfolio theory, the relationship between risk and expected return is positive, many studies find a negative ...
Mehdi Asima, Reza Eyvazloo
doaj   +1 more source

Mycobacterial cell division arrest and smooth‐to‐rough envelope transition using CRISPRi‐mediated genetic repression systems

FEBS Open Bio, EarlyView.
CRISPRI‐mediated gene silencing and phenotypic exploration in nontuberculous mycobacteria. In this Research Protocol, we describe approaches to control, monitor, and quantitatively assess CRISPRI‐mediated gene silencing in M. smegmatis and M. abscessus model organisms.
Vanessa Point, Wafaa Achache, Janïs Laudouze, Eliana Sepulveda Ramos, Mickaël Maziero, Céline Crauste, Stéphane Canaan, Pierre Santucci   +7 more
wiley   +1 more source

Can we use volatility to diagnose financial bubbles? lessons from 40 historical bubbles

Quantitative Finance and Economics, 2018
We inspect the price volatility before, during, and after financial asset bubbles in orderto uncover possible commonalities and check empirically whether volatility might be used as anindicator or an early warning signal of an unsustainable price ...
Didier Sornette, Peter Cauwels, Georgi Smilyanov   +2 more
doaj   +1 more source

The predictive power of Bitcoin prices for the realized volatility of US stock sector returns

Financial Innovation, 2023
This paper is motivated by Bitcoin’s rapid ascension into mainstream finance and recent evidence of a strong relationship between Bitcoin and US stock markets.
Elie Bouri, Afees A. Salisu, Rangan Gupta   +2 more
doaj   +1 more source

Understanding bio‐based polymers: A study of origins, properties, biodegradation and their impact on health and the environment

FEBS Open Bio, EarlyView.
This review provides an overview of bio‐based polymer sources, their unique functional properties and their environmental impact, and addresses their role as sustainable alternatives. It discusses end‐of‐life options, including composting and anaerobic digestion for renewable energy.
Sabina Kolbl Repinc, Blaž Stres, Mirica Karlovits, Igor Karlovits, Petra Jerič, Ondrej Panák, Anja Verbič, Blaž Likozar, Uroš Novak   +8 more
wiley   +1 more source

Forward implied volatility expansion in time-dependent local volatility models******

ESAIM: Proceedings and Surveys, 2014
We introduce an analytical approximation to efficiently price forward start options on equity in time-dependent local volatility models as the forward start date, the maturity or the volatility coefficient are small.
Bompis Romain, Hok Julien
doaj   +1 more source