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Microscopic origin of non-Gaussian distributions of financial returns
(ELSEVIER SCIENCE BV, 2008)
In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random ...
Microscopic origin of non-Gaussian distributions of financial returns
(Elsevier B.V., 2008-03-01)
In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random ...
Microscopic origin of non-Gaussian distributions of financial returns
(Elsevier B.V., 2008-03-01)
In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random ...
Investment and financial volatility in Latin America
(2002-08)
Financial liberalization and the lifting of capital market restrictions have brought in foreign investment and made more financing available for investment projects,but at the same time have made it easier for financial ...
The Conditional Heterocedasticity on the Argentine Inflation: An Analysis for the Period from 1943 to 2013
(David Publishing, 2017-10)
Numerous economic time series do not have a constant mean and in practical situations, we often see that the variance of observational error is subject to a substantial variability over time. This phenomenon is known as ...
Volatility timing: Pricing barrier options on DAX XETRA index
This paper analyses the impact of different volatility structures on a range of traditional option pricing models for the valuation of call down and out style barrier options. The construction of a Risk-Neutral Probability ...
Estudio de los compuestos volátiles de Theobroma cacao L., durante el proceso tradicional de fermentación, secado y tostado
(2011-06-07)
Fermentation, drying and roasting of cocoa bean are essential steps and they have
effect in the aromatic cocoa quality and its products. In this research the effect of
these processes on the volatile profile of the cocoa ...
Diseño y construcción de un dispositivo piloto con adsorbente a base de carbón activado para retención de compuestos orgánicos volátiles Benceno, Tolueno Etilbenceno y Xileno (BTEX) en aire ambiente para el Complejo Industrial Shushufindi.
(Escuela Superior Politécnica de Chimborazo, 2016-05)
It was made the design and the construction of an absorption device of volatile organic
compounds within the environment for the Industrial Complex Shushufindi based on
activated coal, the volatile organic composes to ...
Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months
(Elsevier B.V., 2006-02-15)
We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for ...
Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months
(Elsevier B.V., 2006-02-15)
We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for ...