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Realized volatility: evidence from Brazil
(2012-11-09)
Using intraday data for the most actively traded stocks on the São Paulo Stock Market (BOVESPA) index, this study considers two recently developed models from the literature on the estimation and prediction of realized ...
A non-targeted approach unravels the volatile network in peach fruit
(2012)
Volatile compounds represent an important part of the plant metabolome and are of particular agronomic and biological interest due to their contribution to fruit aroma and flavor and therefore to fruit quality. By using a ...
Skewed Lévy models and implied volatility skew
(World Scientific Publishing Co. Pte Ltd, 2018)
We introduce skewed Lévy models, characterized by a symmetric jump measure multiplied by a damping exponential factor. These models exhibit a clear implied volatility pattern, where the damping parameter controls the implied ...
The impact of exchange rate volatility on economic growth and international tradeThe impact of exchange rate volatility on economic growth and international trade
(Pontifical Catholic University of Argentina, 2022)
Flight responses of Sitotroga cerealella (Lepidoptera: Gelechiidae) to corn kernel volatiles in a wind tunnel
(Arthropod-Plant Interactions, 2018)
Previsão de volatilidade: uma comparação entre volatilidade implícita e realizada
(2011-04-08)
Com origem no setor imobiliário americano, a crise de crédito de 2008 gerou grandes perdas nos mercados ao redor do mundo. O mês de outubro do mesmo ano concentrou a maior parte da turbulência, apresentando também uma ...
Volatile Compounds in Honey Produced in the Central Valley of Ñuble Province, Chile
(Instituto de Investigaciones Agropecuarias, INIA, 2010)
Volatility Spillovers between Equity and Currency Markets: Eviderice from Major Latin American Countries
(Instituto de Economía, Pontificia Universidad Católica de Chile, 2008)