Results 111 to 120 of about 240,729 (368)
Volatility of Aggregate Volatility and Hedge Fund Returns [PDF]
SSRN Electronic Journal, 2014 This paper investigates empirically whether uncertainty about equity market volatility can explain hedge fund performance both in the cross section and over time. We measure uncertainty via volatility of aggregate volatility (VOV) and construct an investable version through returns on lookback straddles on the VIX index.
Narayan Y. Naik +3 more
openaire +8 more sources
Advanced Functional Materials, EarlyView.A wideband tunable electrochromic device with dynamic thermal emissivity control is demonstrated. The system enables adaptive heat regulation via electrochemically modulated silver deposition, achieving efficient cooling and heating states. The flexible design ensures mechanical robustness under bending conditions, making it promising for portable and ...
Jiawei Liang +10 more
wiley +1 more source
Ammonia removal from water: The comparison between using the wind speed and agitation method [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2005 Ammonia removal from skim latex is an essential step in skim block production process. In general, skim latex contains about 0.4% ammonia by weight of skim latex and needs to be reduced in order to minimize acid usage during rubber coagulation step.
Intamanee, J. +4 more
doaj
Revista Brasileira de Ciência do Solo, 2006 A biodegradabilidade e a distribuição dos agrotóxicos no ambiente determinam o seu potencial poluidor. O risco de contaminação do herbicida atrazina, em Argissolo Vermelho-Amarelo, foi estudado em experimentos de campo complementados com a utilização do ...
Fábio Veríssimo Correia +1 more
doaj +1 more source
Explicit implied volatilities for multifactor local-stochastic volatility models [PDF]
arXiv, 2013 We consider an asset whose risk-neutral dynamics are described by a general class of local-stochastic volatility models and derive a family of asymptotic expansions for European-style option prices and implied volatilities. Our implied volatility expansions are explicit; they do not require any special functions nor do they require numerical ...
arxiv
Advanced Functional Materials, EarlyView.Selective soldering via molten metal printing enables component integration, even in heat‐sensitive applications across fields like additive manufacturing, sustainable electronics, and smart textiles. This method overcomes the temperature limitations of existing technologies.
Dániel Straubinger +4 more
wiley +1 more source
A note on estimating stochastic volatility and its volatility: a new simple method [PDF]
arXiv, 2012 We present a new simple method of estimating stochastic volatility and its volatility. This method is applicable to both cross-sectional and time-series data. Moreover, this method does not require volatility data series.
arxiv
Advanced Functional Materials, EarlyView.The negative differential resistance is exploited, using a La0.67Sr0.33MnO3 thin film network to demonstrate various neuronal functionalities of the human brain, such as leaky‐integrate‐fire and oscillatory patterns. Transmission electron microscope studies show local modification in oxygen octahedra in the network leads to co‐existing phases ...
Azminul Jaman +6 more
wiley +1 more source
Scientia Agricola, 2001 O uso de contrastes ortogonais na análise de experimentos é uma técnica que tem se revelado bastante eficiente na obtenção de efeitos principais, de interação e efeitos aninhados.
José Eduardo Corrente +2 more
doaj +1 more source
On the difference between the volatility swap strike and the zero vanna implied volatility [PDF]
arXiv, 2019 In this paper, Malliavin calculus is applied to arrive at exact formulas for the difference between the volatility swap strike and the zero vanna implied volatility for volatilities driven by fractional noise. To the best of our knowledge, our estimate is the first to derive the rigorous relationship between the zero vanna implied volatility and the ...
arxiv