Results 31 to 40 of about 22,148 (267)
Good Volatility, Bad Volatility and Option Pricing [PDF]
SSRN Electronic Journal, 2016 Advances in variance analysis permit the splitting of the total quadratic variation of a jump-diffusion process into upside and downside components. Recent studies establish that this decomposition enhances volatility predictions and highlight the upside/downside variance spread as a driver of the asymmetry in stock price distributions. To appraise the
Feunou, Bruno, Okou, Cédric
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Maize initial development as affected by nitrogen sources and rates at sowing time [PDF]
Biotemas, 2009 The growth of notillage has stimulated an increase in nitrogen applied at maize sowing time. This work was carried out aiming to evaluate the effects of nitrogen fertilizer sources and rates on maize germination.
Paula Bianchet +2 more
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Atmosphere, 2014 The air-sea exchange of two legacy persistent organic pollutants (POPs), γ-HCH and PCB 153, in the North Sea, is presented and discussed using results of regional fate and transport and shelf-sea hydrodynamic ocean models for the period 1996–2005.
Kieran O'Driscoll
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THE FRACTIONAL VOLATILITY MODEL AND ROUGH VOLATILITY
International Journal of Theoretical and Applied Finance, 2023 The question of the volatility roughness is interpreted in the framework of a data-reconstructed fractional volatility model, where volatility is driven by fractional noise. Some examples are worked out and, using the Malliavin calculus for fractional processes, an option pricing equation and its solution are obtained.
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Computational Study on Parametric Variation with Solar Heat Induction of an Entrained Flow Gasifier
Energies, 2022 Gasification has played an important role in the sustainable use of waste biomass, providing useful combustible gases in the process. Gasification has an important role in waste management and promotes energy independence for many oil-deficit countries ...
Anirudh Singh +3 more
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Stochastic Volatility of Volatility in Continuous Time
SSRN Electronic Journal, 2009 This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data.
Barndorff-Nielsen, Ole, Veraart, Almut
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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.
Agarwal, V, Arisoy, Y E, Naik, N
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Effect of rice intermittent irrigation on nitrogen cycle and emission in a lysimeter study [PDF]
Caspian Journal of Environmental SciencesAlthough intermittent irrigation is widely regarded as a saving irrigation water technology in paddy fields, it can cause water and air pollution by changing the nitrogen cycle.
Atefeh M. Soltani, Maryam Navabian
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CFA Institute Magazine, 2013 “In the long run, we may all be dead, as Keynes suggested, but we need to make sure that the short run doesn’t kill us first,” says Andrew Lo.
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Fate of allelochemicals in the soil Destino de aleloquímicos no solo
Ciência Rural, 1997 Allelochemicals are compounds released by one plant or plant residues that may have a negative or positive effect on other plant. The importance of allelopathy was extensively explored during the past three decades, with the work concentrating in the ...
Ribas Antonio Vidal, Thomas Trost Bauman
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