Results 81 to 90 of about 1,041,681 (327)
Earnings quality measures and stock return volatility in South Africa
Future Business Journal, 2022 This paper examined the association between various measures of earnings quality and stock return volatility of Johannesburg Stock Exchange (JSE)-listed companies for 10 years from 2009 to 2018.
Nyanine Chuele Fonou-Dombeu +3 more
doaj +1 more source
Volatility Modelling for Tourism Sector Stocks in Borsa Istanbul
International Journal of Economics and Financial Issues, 2020 This paper examines the volatility of the tourism sector in Borsa İstanbul in Turkey, paying special attention to the role of exchange rate exposure in the process.
Gülşah Gençer Çelik
doaj +4 more sources
Beyond Order: Perspectives on Leveraging Machine Learning for Disordered Materials
Advanced Engineering Materials, EarlyView.This article explores how machine learning (ML) revolutionizes the study and design of disordered materials by uncovering hidden patterns, predicting properties, and optimizing multiscale structures. It highlights key advancements, including generative models, graph neural networks, and hybrid ML‐physics methods, addressing challenges like data ...
Hamidreza Yazdani Sarvestani +4 more
wiley +1 more source
Risk-return-volume causality on the Croatian stock market
Ekonomski VjesnikPurpose: Causality between stock returns, volatility and traded volume for 10 most liquid stocks from Zagreb Stock Exchange (ZSE) is examined in this paper.
Jelena Vidović
doaj +1 more source
Forecasting Realized Volatility of Agricultural Commodities
International Journal of Forecasting, 2019 We forecast the realized and median realized volatility of agricultural commodities using variants of the Heterogeneous AutoRegressive (HAR) model. We obtain tick-by-tick data for five widely traded agricultural commodities (Corn, Rough Rice, Soybeans ...
Stavros Degiannakis +3 more
semanticscholar +1 more source
THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY
International Journal of Theoretical and Applied Finance, 2023 The question of the volatility roughness is interpreted in the framework of a data-reconstructed fractional volatility model, where volatility is driven by fractional noise. Some examples are worked out and, using the Malliavin calculus for fractional processes, an option pricing equation and its solution are obtained.
openaire +2 more sources
Advanced Engineering Materials, EarlyView.This study explores aerosol jet‐printed (AJP) surface roughness, its effects on the performance of microwave electronics, and its process contributors. First, an electromagnetic model is vetted for AJP's unique roughness signature. Simulations are built which show process‐induced roughness is as significant as conductor resistivity in driving microwave
Christopher Areias, Alkim Akyurtlu
wiley +1 more source
Pricing Volatility Referenced Assets
Revista Brasileira de Finanças, 2006 Volatility swaps are contingent claims on future realized volatility. Variance swaps are similar instruments on future realized variance, the square of future realized volatility.
Alan De Genaro Dario
doaj
Advanced Engineering Materials, EarlyView.This study investigates the magnetic properties and microstructures of 2PM‐manufactured Ce‐containing (Nd,Pr)‐Fe‐B magnets. The addition of Nd and Dy significantly enhances coercivity by 25% and 81%, respectively, attributed to core‐shell structures.
Chi‐Chia Lin +6 more
wiley +1 more source
Is Stock Price Volatility A Risk? : An Evaluation Review [PDF]
International Journal of Management, Accounting and Economics, 2019 Price volatility presents the investor possibilities and opportunities to buy securities at cheap prices and then sell it when they are overpriced, resulting in a profit at the end of the day.
Rabia Qammar, Rana Zain-Ul-Abidin
doaj