Results 1 to 10 of about 22,148 (267)
Volatility-of-Volatility Risk [PDF]
Journal of Financial and Quantitative Analysis, 2018 We show that market volatility of volatility is a significant risk factor that affects index and volatility index option returns, beyond volatility itself. The volatility and volatility of volatility indices, identified model-free as the VIX and VVIX, respectively, are only weakly related to each other.
Darien Huang +3 more
+8 more sources
Manganese Constituent in Stainless Steels Oxidized in Oxygen Containing Water Vapor at 800 °C: High Temperature Oxidation and Volatilization [PDF]
E3S Web of Conferences, 2023 Many industrial operations, such as solid oxide fuel cells (SOFCs) or combustion processes, have water vapor environments. Stainless steel was applied as part of these applications at high temperatures.
Sangsuebsri Methanan +4 more
doaj +1 more source
How Does the Volatility of Volatility Depend on Volatility? [PDF]
Risks, 2020 We investigate the state dependence of the variance of the instantaneous variance of the S&P 500 index empirically. Time-series analysis of realized variance over a 20-year period shows strong evidence of an elasticity of variance of the variance parameter close to that of a log-normal model, albeit with an empirical autocorrelation function that ...
Sigurd Emil Rømer, Rolf Poulsen
openaire +5 more sources
The volatilization behaviour of typical fluorine-containing slag in steelmaking [PDF]
Royal Society Open Science, 2020 It was taken as typical steelmaking fluorine-containing slag systems with the remelting electroslag, continuous casting mould flux and refining slag.
Zhongyu Zhao +4 more
doaj +1 more source
Agronomy, 2023 A suitable nitrogen (N) application rate (NAR) and ideal planting period could improve upland rice productivity, enhance the soil water utilization, and reduce N losses.
Tajamul Hussain +9 more
doaj +1 more source
On the Volatility of Volatility [PDF]
SSRN Electronic Journal, 2006 The Chicago Board Options Exchange (CBOE) Volatility Index, VIX, is calculated based on prices of out-of-the-money put and call options on the S&P 500 index (SPX). Sometimes called the "investor fear gauge," the VIX is a measure of the implied volatility of the SPX, and is observed to be correlated with the 30-day realized volatility of the SPX ...
Stephen D. H. Hsu, Brian M. Murray
openaire +2 more sources
Dynamics of Clomazone Formulations Under Different Applications Conditions [PDF]
Planta Daninha, 2019 : Maintenance of straw on the soil surface in sugarcane production areas can influence weed occurrence and herbicide dynamics. After application, considerable losses of clomazone can occur as a result of its physicochemical characteristics.
L. TROPALDI +5 more
doaj +1 more source
The Volatility of Realized Volatility [PDF]
Econometric Reviews, 2008 In recent years, with the availability of high-frequency financial market data modeling realized volatility has become a new and innovative research direction. The construction of “observable” or realized volatility series from intra-day transaction data and the use of standard time-series techniques has lead to promising strategies for modeling and ...
CORSI, Fulvio +3 more
openaire +6 more sources
Volatility of Different Formulations of Clomazone Herbicide [PDF]
Planta Daninha, 2015 Volatilization represents an important process in the displacement of pesticides for the environment. The physicochemical properties of the clomazone molecule indicate its relative volatility.
F. Schreiber +4 more
doaj +2 more sources
Study on volatilization characteristic of vanadium and tungsten of vanadium-based selective catalytic reduction [PDF]
E3S Web of Conferences, 2021 Vanadium-based selective catalyst reduction (V-SCR) has made significant contributions to De-NOx of diesel vehicles. However, the two main catalyst components, V2O5 and WO3, are volatile and toxic.
Liu Yue, Ni Hong, Li Jun, Xie Shuxia
doaj +1 more source