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Ex-ante volatility measures based on agents' expectations. An application to Argentina's tems of trade
(2017-10)
In this paper we discuss the construction of volatility measures aimed to reflect the ex-ante uncertainty faced by economic agents. The most widely used volatility measure is the standard deviation of the original time ...
Dispersive liquid–liquid microextraction and gas chromatography accurate mass spectrometry for extraction and non-targeted profiling of volatile and semi-volatile compounds in grape marc distillates
(Elsevier Science, 2018-04)
The suitability of dispersive liquid–liquid microextraction (DLLME) and gas chromatography accurate mass spectrometry (GC–MS), based on a time-of-flight (TOF) MS analyzer and using electron ionization (EI), for the ...
Volatile compounds released by maize grains and silks in response to infection by Fusarium verticillioides and its association with pathogen resistance
(2016)
Many plants respond to fungal infections by producing and/or emitting a specific blend of oxylipins, some of them through the lipoxygenase (LOX) pathway. In vitro bioassays revealed that volatiles from silks and grains of ...
An integrative 'omics' approach identifies new candidate genes to impact aroma volatiles in peach fruit
(2013-05-23)
Background: Ever since the recent completion of the peach genome, the focus of genetic research in this area has turned to the identification of genes related to important traits, such as fruit aroma volatiles. Of the over ...
Rapid and direct volatile compound profiling of black and green teas (Camellia sinensis) from different countries with PTR-ToF-MS
(Elsevier Science, 2016-05)
Volatile profiles of 63 black and 38 green teas from different countries were analysed with Proton Transfer Reaction-Time of Flight-Mass Spectrometry (PTR-ToF-MS) both for tea leaves and tea infusion. The headspace volatile ...
Quasi-Maximum Likelihood Estimation of Long-Memory Stochastic Volatility ModelsQuasi-Maximum Likelihood Estimation of Long-Memory Stochastic Volatility Models
(Sociedade Brasileira de Econometria, 2007)
Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface?
(Elsevier, 2015)
We develop a general equilibrium asset pricing model under incomplete information and rational learning in order to understand the unexplained predictability of option prices. In our model, the fundamental dividend growth ...