Results 91 to 100 of about 1,041,681 (327)
Equity Risk: Measuring Return Volatility Using Historical High-Frequency Data
Studies in Business and Economics, 2019 Market Volatility has been investigated at great lengths, but the measure of historical volatility, referred to as the relative volatility, is inconsistent.
Alan Chow, Kyre Lahtinen
doaj +1 more source
Journal of Economic and Financial Sciences, 2019 Orientation: Modelling of international tourist arrivals’ volatility is vital for marketing, planning, policy formulation and investment purposes among others.
Delson Chikobvu, Tendai Makoni
doaj +1 more source
Volatility of Aggregate Volatility and Hedge Fund Returns [PDF]
SSRN Electronic Journal, 2014 This paper investigates empirically whether uncertainty about equity market volatility can explain hedge fund performance both in the cross section and over time. We measure uncertainty via volatility of aggregate volatility (VOV) and construct an investable version through returns on lookback straddles on the VIX index.
Narayan Y. Naik +3 more
openaire +8 more sources
(WP 2013-06) The Impact of Output and Exchange Rate Volatility on Fixed Private Investment: Evidence from Selected G7 Countries [PDF]
, 2013 This study examines the impact of shocks to exchange rate and output uncertainty (volatility) on real private fixed investment (FI) in Canada, Germany, the United Kingdom, and the United States.
Chowdhury, Abdur, Wheeler, Mark
core +1 more source
Advanced Engineering Materials, EarlyView.Laboratory protocols for producing thin‐film pH electrodes for sterilized single‐use technologies have been successfully developed into a semiautomated workflow, with higher throughput and precision of membrane thickness. Accuracies are within 0.05 pH units versus ground truth, and uncertainty analysis reveals the largest sources of error to be derived
Bingyuan Zhao +4 more
wiley +1 more source
Can Internet search queries help to predict stock market volatility? [PDF]
This paper studies the dynamics of stock market volatility and retail investor attention measured by internet search queries. We find a strong co-movement of stock market indices' realized volatility and the search queries for their names.
Dimpfl, Thomas, Jank, Stephan
core +3 more sources
Advanced Engineering Materials, EarlyView.Ni‐base superalloys produced using additive manufacturing (AM) have a different response to heat treatments when compared to their conventional counterparts. Due to such unpredictability, various alloys with industrial interest are currently overlooked in most prior AM research.
Guilherme Maziero Volpato +6 more
wiley +1 more source
Impact of Oil Price Shocks and Exchange Rate Volatility on Stock Market Behavior in Nigeria
Binus Business Review, 2016 The impact of exchange rate and oil prices fluctuation on the stock market has been a subject of hot debate among researchers. This study examined the impact of both the exchange rate volatility and oil price volatility on stock market volatility in ...
Adedoyin I. Lawal +2 more
doaj +1 more source
A Forecast Comparison of Volatility Models: Does Anything Beat a Garch(1,1)?
, 2004 We compare 330 ARCH-type models in terms of their ability to describe the conditional variance. The models are compared out-of-sample using DM-d exchange rate data and IBM return data, where the latter is based on a new data set of realized variance.
Peter Reinhard Hansen, Asger Lunde
semanticscholar +1 more source
Advanced Engineering Materials, EarlyView.The functional properties of Fe–Mn–Si–Cr‐based shape memory alloys are influenced, among other things, by their chemical composition. Here, the vaporization of Mn, the most volatile element of the alloy, is investigated. It is shown that the process parameters make noninterchangeable contributions to the vaporization and that vaporization differences ...
Maylin Homfeldt, Anastasiya Toenjes
wiley +1 more source