Results 61 to 70 of about 1,041,681 (327)
Stochastic Volatility of Volatility in Continuous Time
SSRN Electronic Journal, 2009 This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data.
Barndorff-Nielsen, Ole, Veraart, Almut
openaire +3 more sources
New Directions for Adult and Continuing Education, EarlyView.ABSTRACT Since the January 2021 attack on the US Capitol, the influence of White Christian nationalism (WCN) has become even more pronounced and concerning. Adult educators and the public need a better understanding of whether and how WCN can be unlearned, and the roles ordinary citizens and adult educators can play in this process.
Esther Prins
wiley +1 more source
Volatility Co-Movement in Stock Markets
Mathematics, 2021 The volatility and log-price collective movements among stocks of a given market are studied in this work using co-movement functions inspired by similar functions in the physics of many-body systems, where the collective motions are a signal of ...
María Nieves López-García +4 more
doaj +1 more source
VOLATILIZATION OF PLATINUM. [PDF]
Journal of the American Chemical Society, 1904 n ...
Hulett, G. A., Berger, H. W.
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Evaluation of internal target volume of abdominal tumors using cine‐MRI
Journal of Applied Clinical Medical Physics, EarlyView.Abstract Introduction The detailed anatomy visualization with magnetic resonance (MR)‐guided radiotherapy is particularly attractive for abdominal treatments, but patient respiratory motion can compromise image quality. The “navigator technique” produces high‐quality 3D images, triggered by diaphragm displacement, in exhale phase only.
Jessica Lye +8 more
wiley +1 more source
"Investor attention fluctuation and stock market volatility: Evidence from China".
PLoS ONE, 2023 This paper examines the linkage between Chinese stock market volatility and investor attention fluctuation. In Heterogeneous autoregressive (HAR) model, first, we analyzed the linkage between both decomposed and undecomposed stock market realized ...
Taiji Yang, Siqi Zhuo, Yongsheng Yang
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Transmission of Volatility between Stock Markets
, 1989 This paper investigates why, in October 1987, almost all stock markets fell together despite widely differing economic circumstances. The idea is that "contagion" between markets occurs as the result of attempts by rational agents to infer information ...
M. King, S. Wadhwani
semanticscholar +1 more source
Journal of Applied Clinical Medical Physics, EarlyView.Abstract The well‐being of medical physicists can impact overall system performance, patient safety, and quality of patient care. There are limited formal assessments of factors contributing to physicists well‐being. Nine medical physicists at a US academic medical center were surveyed on 21 workplace factors, drawn from the National Academy of ...
Elizabeth Kwong +13 more
wiley +1 more source
Modeling and Forecasting Realized Volatility
, 2001 This paper provides a general framework for integration of high-frequency intraday data into the measurement, modeling, and forecasting of daily and lower frequency volatility and return distributions.
T. Andersen +3 more
semanticscholar +1 more source
Volatility impacts on the European banking sector: GFC and COVID-19
Annals of Operations Research, 2022 This paper analyses the volatility transmission between European Global Systemically Important Banks (GSIBs) and implied stock market volatility. A Dynamic Conditional Correlation Generalized Autoregressive Conditional Heteroskedasticity model is applied
J. Batten +3 more
semanticscholar +1 more source