Stochastic and Statistical Analysis of Cnoidal, Snoidal, Dnoidal, Hyperbolic, Trigonometric and Exponential Wave Solutions of a Coupled Volatility Option-Pricing System. [PDF]
Abdalgadir LM +3 more
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Dynamic Evolution of Mass and Physical Properties of Atmospheric Organic Aerosol Under Solar Irradiance. [PDF]
Bai B +11 more
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Photochemical Aging of Indole SOA: Implications for Volatility and Optical Properties. [PDF]
Ajith TC +10 more
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Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility [PDF]
This paper examines the asymmetric response of equity volatility to return shocks. We generalize the news impact function (NIF), originally introduced by Engle and Ng (1993) to study asymmetric volatility under the ARCH-type models, to be applicable to both stochastic volatility (SV) and ARCH-type models.
openaire
Self-Reflection Protects Behavior from Volatile Beliefs Linked to Paranoia. [PDF]
Suthaharan P +3 more
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Importance of Particle-Phase Reactions in the Growth of Newly Formed Particles. [PDF]
Vasudevan-Geetha V +7 more
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Agentic Finance: An Adaptive Inference Framework for Bounded-Rational Investing Agents. [PDF]
MontaƱez Jacquez S +2 more
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Rice price volatility and dietary diversity in Bangladeshi farm households: panel data evidence. [PDF]
Mastura T +4 more
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A Hybrid Model for Copper Futures Price Forecasting Utilizing Complexity-Aware Variational Mode Decomposition and Reconstruction and Multi-Behavior-Triggered Interaction Modeling. [PDF]
Li Y, Liu D.
europepmc +1 more source
LSTM-augmented vine copula modelling for energy-finance contagion analysis. [PDF]
Zeng L, Huang J, Lin X.
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