STOCK MARKET VOLATILITY AND THE FORECASTING ACCURACY OF IMPLIED VOLATILITY INDICES [PDF]
This study develops a new model-free benchmark of implied volatility for the Japanese stock market similar in construction to the new VIX based on the S&P 500 index.
Moo-Sung KIM +2 more
core
Advanced Functional Materials, EarlyView.Field‐free spin‐orbit torque domain‐wall synapses integrated with stochastic MTJ neurons enable compact hardware Boltzmann machines. Leveraging intrinsic stochasticity and multi‐level conductance, the system achieves efficient probabilistic learning with high accuracy, demonstrating a scalable spintronic platform for energy‐efficient edge AI.
Aijaz H. Lone +8 more
wiley +1 more source
Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures [PDF]
This paper tests for long memory in the volatility of the All Ordinaries Index and its Share Price Index (SPI) futures. This has important implications for those agents concerned with the long term volatility in these markets.
Jonathan Dark
core
CONSTRUCTION AND PROPERTIES OF VOLATILITY INDEX FOR WARSAW STOCK EXCHANGE
Quantitative Methods in Economics, 2014 Volatility indices became a important factors on capital markets and are considered as fear factors. First volatility index VIX, was defined for Chicago Board of Trade in 1993, and was developed in 2003.
Tomasz Wiśniewski
doaj
The convergence epidemic volatility index (cEVI) as an alternative early warning tool for identifying waves in an epidemic. [PDF]
Infect Dis Model, 2023 Pateras K +4 more
europepmc +1 more source
Korean Stock Price Index Volatility and Japanese Stock Price Index Volatility
Asia Europe Perspective Association, 2010 In this paper, I investigate empirically lead-lag relationship between KOSPI200 volatility and NIKKEI225 volatility. There is a strong economic relationship between Korea and Japan in investment and international trade. Previous studies have been concentrated on the first moment of stock price index and observed volatility.
openaire +1 more source
Historical Foundation and Practical Guideline for Ferroelectric Switching Kinetic Studies
Advanced Functional Materials, EarlyView.The P and U pulses in the conventional PUND measurements are not identical because of the interplay between switching current and the measurement circuit components. This circuit effect can lead to a shift in polarization transients and misinterpreted physics in the switching kinetics.
Yi Liang, Pat Kezer, John T. Heron
wiley +1 more source
Time-varying volatility in Canadian and U.S. stock index and index futures markets: A multivariate analysis [PDF]
We use a multivariate generalized autoregressive heteroskedasticity model (M-GARCH) to examine three stock indexes and their associated futures prices: the New York Stock Exchange Composite, Standard and Poor's 500, and Toronto 35.
Lucy F. Ackert, Marie D. Racine
core
Did weekly economic index and volatility index impact US food sales during the first year of the pandemic? [PDF]
Financ Innov, 2023 Das N, Gangopadhyay P.
europepmc +1 more source
Advanced Functional Materials, EarlyView.Mesoblends consist of a nanostructured polymer into which a second polymer is imbibed with a selective solvent. In this work, a solvent‐templatable pentablock terpolymer possessing a sulfonated midblock is modified with a hydrophilic polymer that is photocrosslinked in situ, yielding a hierarchical binetwork.
Kacie M. Wells +3 more
wiley +1 more source