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Learning and forecasts about option returns through the volatility risk premium
(Elsevier, 2017)
We use learning in an equilibrium model to explain the puzzling predictive power of the volatility risk premium ( V RP) for option returns. In the model, a representative agent fol- lows a rational Bayesian learning process ...
Microbiota from Meloidogyne exigua egg masses and evidence for the effect of volatiles on infective juvenile survival
(Hague Academy of International Law, 2020)
Effect of Drosophila suzukii on Blueberry VOC’s: Chemical Cues for a Pupal Parasitoid, Trichopria anastrephae
(Springer, 2021-07)
Biocontrol agents such as parasitic wasps use long-range volatiles and host-associated cues from lower trophic levels to find their hosts. However, this chemical landscape may be altered by the invasion of exotic insect ...
Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts.
(Pontificia Universidad Católica del PerúPE, 2015)
Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts.
(Pontificia Universidad Católica del PerúPE, 2015)
Modelling the volatility of commodities prices using a stochastic volatility model with random level shifts.
(Pontificia Universidad Católica del PerúPE, 2015)
Standard vs. expectation-based indices of TOT volatility in Argentina and other land-abundant countries
(2014-11)
We mean to improve upon a standing ambiguity in the meaning of "volatility", building an indicator that possesses desirable properties: it reflects unobserved ex ante uncertainty, makes reference to a time process, and ...
Production of volatile compounds by Geotrichum fragrans using cassava wastewater as substrate
(Elsevier B.V., 2003-12-29)
The cassava processing industry generates wastewater named manipueira with a high organic content. Although considered a pollutant, manipueira can be used as substrate for fermentative processes including the cultivation ...
Production of volatile compounds by Geotrichum fragrans using cassava wastewater as substrate
(Elsevier B.V., 2003-12-29)
The cassava processing industry generates wastewater named manipueira with a high organic content. Although considered a pollutant, manipueira can be used as substrate for fermentative processes including the cultivation ...