Results 1 to 10 of about 20,803 (163)
Study on the relationship between the IVol-BR and the future returns of the Brazilian stock market,
Revista Contabilidade & Finanças, 2020 In 2015, the Financial Economics Research Center (NEFIN) of the University of São Paulo proposed an implicit volatility index for the Brazilian stock market based on the daily prices of options for the Bovespa index (Ibovespa) and that measures the ...
Paloma Vanni Cainelli +2 more
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NetVIX - A Network Volatility Index of Financial Markets [PDF]
Physica A: Statistical Mechanics and its Applications, 2020 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Ahelegbey DF, Giudici P.
europepmc +4 more sources
Volatility of Jakarta Islamic Index
Al-Iqtishad: Jurnal Ilmu Ekonomi Syariah, 2015 Volatility of Jakarta Islamic Index. This study investigates the volatility of Jakarta Islamic Index (JII) in Jakarta Stock Exchange. The method that used in this research is used a simple statistical analysis. The normality of JII return is analyzed to
Hendri Tanjung
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Vancomycin Exposure Dynamics and Clinical Outcomes in Critically Ill Patients: A Retrospective Cohort Study [PDF]
AntibioticsObjectives: Vancomycin is crucial for treating severe Gram-positive infections, but its narrow therapeutic index complicates dosing. Trough monitoring may inadequately reflect exposure, while AUC-guided dosing, although recommended, is often impractical.
Mohamad Amer Nashtar +9 more
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Modeling the Volatility Of the BET-FI Index [PDF]
Revista Română de Statistică, 2013 In this paper we conducted an analysis of stock market risk in Romania, namely on the basis of BET-FI sectoral index (Bucharest Exchange Trading Investment Funds) volatility, developed by the Bucharest Stock Exchange (BSE).
Dan Ion Gherguţ +2 more
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Forecasting of Turkish Sovereign Sukuk Prices Using Artificial Neural Network Model
Acta Infologica, 2021 Recently, artificial neural networks have been successfully applied in many areas such as forecasting financial time series, predicting financial failure, and classification of ratings.
Dilşad Tülgen Çetin, Sedat Metlek
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Empirical Examination on the Drivers of the U.S. Equity Returns in the During the COVID-19 Crisis
Frontiers in Public Health, 2021 This study investigates the drivers of the Standard & Poor's (S&P) 500 equity returns during the COVID-19 crisis era. The paper considers various determinants of the equity returns from December 31, 2019, to February 19, 2021. It is observed that
Qing Wang, Mo Bai, Mai Huang
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Can Bitcoin be a safe haven in fear sentiment?
Technological and Economic Development of Economy, 2022 This paper explores how fear sentiment affects the price of Bitcoin by employing the rolling-window Granger causality tests. The analysis reveals negative influences from the volatility index (VIX) to Bitcoin price (BTC), which ascertains that Bitcoin ...
Chi-Wei Su +3 more
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Energy Strategy Reviews, 2022 The oil price volatility index (OPVI) is a direct and more accurate measure of oil price uncertainty. The significance of the crude oil prices volatility index is used in this paper to examine the effects of crude oil uncertainty on the aggregate and ...
Nenavath Sreenu
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Role of the Global Volatility Indices in Predicting the Volatility Index of the Indian Economy
Risks, 2022 Movements in the volatility index of the Indian economy are influenced by global volatility indices (fear index). This study evaluates the influence of various global implied volatility indices in forecasting the day-to-day binary movements in the ...
Akhilesh Prasad, Priti Bakhshi
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