Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring [PDF]
, 2016 This paper discusses a novel explanation for asymmetric volatility based on the anchoring behavioral pattern. Anchoring as a heuristic bias causes investors focusing on recent price changes and price levels, which two lead to a belief in continuing trend and mean-reversion respectively.
arxiv +1 more source
Modelling manure NPK flows in organic farming systems to minimise nitrate leaching, ammonia volatilization and nitrous oxide emissions (OF0197) [PDF]
, 2002 Manure is an important source of organic matter and nutrients in organic farming systems, principally nitrogen (N), phosphorus (P) and potassium (K).
Anon
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Structurally Colored Physically Unclonable Functions with Ultra‐Rich and Stable Encoding Capacity
Advanced Functional Materials, Volume 35, Issue 12, March 18, 2025.This study reports a design strategy for generating bright‐field resolvable physically unclonable functions with extremely rich encoding capacity coupled with outstanding thermal and chemical stability. The optical response emerges from thickness‐dependent structural color formation in ZnO features, which are fabricated by physical vapor deposition ...
Abidin Esidir +8 more
wiley +1 more source
Study on manganese volatilization behavior of Fe–Mn–C–Al twinning-induced plasticity steel
High Temperature Materials and Processes, 2021 In the smelting process of high manganese steel, the volatilization of manganese will be accompanied. In this article, the volatilization of manganese in high manganese steel was studied by simultaneous thermal analyzer.
Lan Fang-jie +5 more
doaj +1 more source
A Review of Volatility and Option Pricing [PDF]
arXiv, 2009 The literature on volatility modelling and option pricing is a large and diverse area due to its importance and applications. This paper provides a review of the most significant volatility models and option pricing methods, beginning with constant volatility models up to stochastic volatility. We also survey less commonly known models e.g.
arxiv
Global-scale modeling of nitrogen balances at the soil surface [PDF]
, 2005 This paper provides global terrestrial surface balances of nitrogen (N) at a resolution of 0.5 by 0.5 degree for the years 1961, 1995 and 2050 as simulated by the model WaterGAP-N.
Siebert, Stefan
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Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility [PDF]
Review of Economics and Statistics, 2015 Abstract Using estimators of the variation of positive and negative returns (realized semivariances) and high-frequency data for the S&P 500 Index and 105 individual stocks, this paper sheds new light on the predictability of equity price volatility.We showthat future volatility is more strongly related to the volatility of past negative returns than ...
Andrew J. Patton, Kevin Sheppard
openaire +3 more sources
Advanced Functional Materials, EarlyView.A materials and device design concept that comprises a self‐assembled ultra‐thin epitaxial ion‐transporting layer, an amorphous oxide overcoat oxygen‐blocking layer, and a partial filament formed during an electroforming step is proposed for low‐current multilevel resistive switching devices.
Ming Xiao +17 more
wiley +1 more source
Mass transfer coefficient for volatilization of volatile organic compounds from wastewater [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2006 Volatilization of volatile organics compounds (VOCs) from wastewater is recognized as an important source that caused air pollution today. In air pollution management regarding VOCs emission to atmosphere, the amount of VOCs that released from wastewater
Intamanee, J. +3 more
doaj
Ammonia Volatilization from Malaysian Soils Following Application of Urea [PDF]
, 1992 Surface application of urea often results in high ammonia volatilization loss. Information on ammonia volatilization in tropical acid soils is limited.
Yusop, Mohd Khanif
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