Results 31 to 40 of about 74,000 (316)
Volatility Forecasting for Low-Volatility Investing
SSRN Electronic Journal, 2022 Low-volatility investing often involves sorting and selecting stocks based on retrospective risk measures, for example, the historical standard deviation of returns. In this paper, we use the volatility forecasts from a wide spectrum of volatility models to sort and select stocks and estimate portfolio weights.
Christian Conrad +2 more
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Journal of Futures Markets, 1999 The forecasting ability of the most popular volatility forecasting models is examined and an alternative model developed. Existing models are compared in terms of four attributes: (1) the relative weighting of recent versus older observations, (2) the estimation criterion, (3) the trade-off in terms of out-of-sample forecasting error between simple and
Ederington, Louis H., Guan, Wei
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Application of processed organic municipal solid waste on agricultural land - a scenario analysis [PDF]
, 2006 Source separation, composting and anaerobic digestion, with associated land application, are increasingly being considered as alternative waste management strategies to landfilling and incineration of municipal solid waste (MSW).
Bruun, Sander +4 more
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Rejected Sago Starch as a Coating Material to Mitigate Urea-Nitrogen Emission
Agronomy, 2022 Urea–nitrogen is commonly lost through ammonia (NH3) volatilization, denitrification, and nitrate (NO3−) leaching. Rejected sago starch (RSS), which is a by-product of sago flour extraction, could be used to minimize NH3 volatilization from urea.
Rajan Kavitha +4 more
doaj +1 more source
N, P and K budgets for crop rotations on nine organic farms in the UK [PDF]
, 2003 On organic farms, where the importation of materials to build/maintain soil fertility is restricted, it is important that a balance between inputs and outputs of nutrients is achieved to ensure both short-term productivity and long-term sustainability ...
Berry, P.M. +7 more
core +1 more source
Volatility of volatility of financial markets [PDF]
Mathematical and Computer Modelling, 1998 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
L. Ingber, J.K. Wilson
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Nutrient loss in composting of agroindustrial residues [PDF]
Engenharia Agrícola, 2013 The management of composting may influence the characteristics of the produced compounds. The experiment used three frequencies of plowing, combined with the conditions: with and without coverage of the composting patio, with and without the use of ...
Leocir J. Carneiro +4 more
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Realized Volatility Risk [PDF]
SSRN Electronic Journal, 2009 In this paper we document that realized variation measures constructed from high-frequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting errors in realized volatility are substantive.
Allen, David E. +2 more
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Investigating Mercury Interactions of Rhodotorula Toruloides IR-1395 for Mercury Bioremediation Processes in Aquatic Environments [PDF]
Biological Journal of Microorganism, 2021 Introduction: Nowadays, heavy metals pollution is one of the most important environmental problems. Due to the high cost of common refining methods, the use of microbial biomass is recommended to clean up heavy metals.
Niosha Tavassoli Tabatabaeei +4 more
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From volatility smiles to the volatility of volatility [PDF]
Decisions in Economics and Finance, 2019 The authors review models of the option surface and reduced-form models for stochastic volatility in continuous time, under the risk-neutral measure. They introduce ``forward volatilities'' (in analogy with forward interest rates in the term structure theory), and prove that such objects are conditional expected values, under the risk-neutral measure ...
Dumas B., Luciano E.
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