Results 101 to 110 of about 237,321 (276)
Option data and modeling BSM implied volatility [PDF]
This contribution to the Handbook of Computational Finance, Springer-Verlag, gives an overview on modeling implied volatility data. After introducing the concept of Black-Scholes-Merton implied volatility (IV), the empirical stylized facts of IV data are
Matthias Fengler
core
Exploring Culturally Safe Oral Health Services for a Regional Aboriginal Community in Victoria
Community Dentistry and Oral Epidemiology, EarlyView.ABSTRACT Objectives National policies have been introduced to promote the delivery of Culturally Safe dental care for Aboriginal and Torres Strait Islander Australians. However, the understanding of what constitutes Culturally Safe dental care and how it can be effectively implemented into clinical practice, remains limited.
Eliza Collins +2 more
wiley +1 more source
SHORT-TERM OPTIONS WITH STOCHASTIC VOLATILITY: ESTIMATION AND EMPIRICAL PERFORMANCE [PDF]
This paper examines the stochastic volatility model suggested by Heston (1993). We employ a time-series approach to estimate the model and we discuss the potential effects of time-varying skewness and kurtosis on the performance of the model.
Gabriele Fiorentini +2 more
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Children &Society, EarlyView.ABSTRACT One of the most widespread crises in recent history, which profoundly reshaped children's everyday lives and well‐being by temporarily and significantly restricting their social contacts and spatial mobility, was the COVID‐19 pandemic. While international studies have examined the subjective well‐being of children during the pandemic, little ...
Iris Würbel +2 more
wiley +1 more source
Estimating the COP Exchange Rate Volatility Smile and the Market Effect of Central Bank Interventions: A CHARN Approach [PDF]
In this paper we estimated a volatility model for COP/US under two different samples, one containing the information before the “discretional interventions” started, and the other using the whole sample.
Norberto Rodríguez +2 more
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A dynamic perspective on depressive symptoms during the first year postpartum. [PDF]
J Psychopathol Clin Sci, 2023 Winstone-Weide LK +3 more
europepmc +1 more source
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
How kin help with parental investments
The British Journal of Sociology, EarlyView.
Aliya Hamid Rao
wiley +1 more source
Developmental Medicine &Child Neurology, EarlyView.A mixed methods approach was used to describe the experiences of parents whose infants received telehealth and face‐to‐face Alberta Infant Motor Scale (AIMS) assessments. Although telehealth delivery of the AIMS was reportedly acceptable to Australian parents, around half of participants preferred face‐to‐face assessment.
Kate L Rawnsley +3 more
wiley +1 more source
The impact of COVID-19 on tail risk: Evidence from Nifty index options. [PDF]
Econ Lett, 2021 Agarwalla SK, Varma JR, Virmani V.
europepmc +1 more source