Results 141 to 150 of about 598,007 (315)
The impact of COVID-19 on commodity options market: Evidence from China. [PDF]
Chen J, Xu L, Xu H.
europepmc +1 more source
The skew pattern of implied volatility in the DAX index options market [PDF]
The aim of this paper is twofold: to investigate how the information content of implied volatility varies according to moneyness and option type and to compare the latter option based forecasts with historical volatility in order to see if they subsume ...
Silvia Muzzioli
core
Coaxing Compliance: Ethiopian Lawyers, Chinese Companies, and the Cultivation of Respect
ABSTRACT Over the past three decades, a growing number of Chinese enterprises have entered Ethiopia's construction and manufacturing sectors as contractors and investors. While adapting to a new regulatory environment, many of these companies have faced administrative challenges and accusations of noncompliance, some of which have been brought to court.
Miriam Driessen
wiley +1 more source
Timing Routines With Patience: A Focused Ethnography on Newborn Breastfeeding in Hospitals
ABSTRACT Breastfeeding positively impacts the lifelong health of women and infants. The World Health Organization (WHO) aims to increase exclusive breastfeeding rates for the first six months from 44% to 70% by 2030, making breastfeeding support crucial.
Annemi Lyng Frandsen +5 more
wiley +1 more source
The Slope of the Smile, and the Comovement of Volatility and Returns
Anthony Neuberger
openalex +1 more source
Incomplete marketing, volatility smiles and volatility trading
Imperial Users ...
Wayne , David Hadyn, Wayne , David Hadyn
openaire +1 more source
Option pricing using EGARCH models [PDF]
Various empirical studies have shown that the time-varying volatility of asset returns can be described by GARCH (generalised autoregressive conditional heteroskedasticity) models. The corresponding GARCH option pricing model of Duan (1995) is capable of
Schmitt, Christian
core
Abstract Infant‐directed singing (IDSi) is a natural means of dyadic communication that contributes to children's mental health by enhancing emotion expression, close relationships, exploration and learning. Therefore, it is important to learn about factors that impact the IDSi.
Raija‐Leena Punamäki +3 more
wiley +1 more source
Catastrophic risks and the pricing of catastrophe equity put options. [PDF]
Arnone M +3 more
europepmc +1 more source

