Results 41 to 50 of about 30,224 (313)
Good Volatility, Bad Volatility and Option Pricing [PDF]
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
openaire +2 more sources
Nitrogen volatilization form plants [PDF]
In plant nitrogen metabolism, a significant role is played not only by the uptake of nitrogen compounds but also by their release into the environment.
Rudolf Kastori, Kastori Rudolf R.
core +1 more source
Fungi capable of arsenic (As) accumulation and volatilization are hoped to tackle As-contaminated environment in the future. However, little data is available regarding their performances in field soils.
Xiu-rong WANG +7 more
doaj +1 more source
Maize initial development as affected by nitrogen sources and rates at sowing time [PDF]
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
doaj
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
doaj +1 more source
Effect of Pb Volatilization on Dielectric Properties of 0.77PbMg1/3(Nb0.9Ta0.1)2/3O3-0.23PbTiO3 [PDF]
Lead magnesium niobate-lead titanate (PMN-PT) is an intriguing candidate for applications in many electronic devices such as multi-layer capacitors, electro-mechanical transducers etc. because of its high dielectric constant, low dielectric loss and high
Akujobi I +5 more
core +1 more source
Stochastic Volatility of Volatility in Continuous Time
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]
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
openaire +5 more sources
Using DNDC Model to Help Mitigate Ammonia Volatilization from Paddy Fields
【Objective】 Reducing nitrogen loss from leaching and emissions is essential to increasing nitrogen fertilizer use efficiency in developing sustainable agriculture.
BI Wentong +4 more
doaj +1 more source
Computational Study on Parametric Variation with Solar Heat Induction of an Entrained Flow Gasifier
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
doaj +1 more source

