Results 31 to 40 of about 3,807,054 (238)
Replicating the CBOE VIX using a synthetic volatility index trading algorithm
Cogent Economics & Finance, 2019 This article tests whether a correlation exists between a stochastic synthetic volatility index (SVIX) and the Chicago Board Options Exchange (CBOE) volatility index (VIX) and assesses the success of the indicators’ application by pairing an undeveloped ...
Dayne Cary, Gary van Vuuren
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Quantitative Easing Program and Financial Market Volatility in Indonesia
JEJAK: Jurnal Ekonomi dan Kebijakan, 2017 This research aims to examine the impact of the USD money supply during and before quantitative easing program towards financial market volatility in Indonesia which is proxied by variance of financial market index such as IHSG, Gold Price in IDR, and ...
T. Muhd. Redha Vahlevi, Harjum Muharam
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An analysis between implied and realised volatility in the Greek Derivatives Market [PDF]
, 2009 In this article, we examine the relationship between implied and realised volatility in the Greek derivative market. We examine the differences between realised volatility and implied volatility of call and put options for at-the-money index options with
Filis, G., Filis, George
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Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Background Hereditary Spastic Paraplegia (HSP) comprises a group of rare genetic diseases characterized by length‐dependent axonal degeneration of the corticospinal tracts and dorsal columns, whose main clinical feature is spastic gait. Pathogenic variants in the SPG4 gene cause Spastic Paraplegia Type 4 (SPG4‐HSP), the most common form of HSP.
Gaia Fattorini +12 more
wiley +1 more source
Distribution Characteristics of Wind Speed Relative Volatility and Its Influence on Output Power
Journal of Marine Science and Engineering, 2023 The stochastic fluctuations of wind speed and wind power curve modeling are complex tasks due to fluctuations in the difference between actual and theoretical power output, leading to a reduction in the accuracy of wind-power curve models.
Shigang Qin, Deshun Liu
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Diffuse MRI Edema Predicts Relapse in Cerebral Amyloid Angiopathy–Related Inflammation
Annals of Clinical and Translational Neurology, EarlyView.ABSTRACT Objective To identify MRI predictors of relapse and quantify relapse and mortality risk in cerebral amyloid angiopathy–related inflammation (CAA‐RI). A secondary objective was to assess the association between mycophenolate mofetil use and relapse risk. Methods We performed a retrospective cohort study of 36 patients with CAA‐RI treated at the
G. Abbas Kharal +10 more
wiley +1 more source
Pakistan Journal of Applied Economics, 2022 This study empirically explores the influence of macroeconomic volatilities, such as oil-price volatility, real effective exchange rate volatility and manufacturing output volatility, on stock-price volatility by using annual firm-level unbalanced panel ...
Abdul RASHID +2 more
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Predictability and predictors of volatility smirk: a study on index options
Business: Theory and Practice, 2017 The purpose of this study is to examine the presence of volatility smirk anomaly in index options and its predictability for future returns. The study tests the temporal properties of volatility smirk and further explores the factors determining the ...
Rajesh Pathak, Amarnath Mitra
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The Effect of Crude Oil Price Volatility on Volatility in Tehran Stock Market GARCH Multivariate Approach [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2016 Oil is one of the strategic commodities in any country because it is an important input of production process. According to negative impact of oil price fluctuations on the various sectors of the Iranian economy, stock market performance is an obstacle ...
Mohammad Hassan Fotros, Maryam Hoshidari
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The Role of Energy on the Price Volatility of Fruits and Vegetables: Evidence from Turkey
Bio-based and Applied Economics, 2022 In agricultural economics, fluctuations in food prices and the factors affecting these fluctuations have always been an important research topic. From production to delivery to consumers, the supply chain of agricultural products has a dynamic structure ...
Harun Uçak, Esin Yelgen, Yakup Arı
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