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Influence of Process Models on Requirement Volatility, and Strategies for its Management: An Empirical Investigation
(Centro Latinoamericano de Estudios en Informática, 2011)
Volatility modelling in the forex market: an empirical evaluation
(Escola de Pós-Graduação em Economia da FGV, 1999-10)
We compare three frequently used volatility modelling techniques: GARCH, Markovian switching and cumulative daily volatility models. Our primary goal is to highlight a practical and systematic way to measure the relative ...
Options listing and the volatility of the underlying asset: a study on the derivative market function
(SSRN, 1996)
There is a lot of misunderstanding about derivative markets. Many people believes that they are a kind of casinos and have no utility to the investors. This work looks on the effects of options introduction in the Brazilian ...
Volatilization of standalone dicamba and dicamba plus glyphosate as function of volatility reducer and different surfaces
(2020-11-01)
Dicamba is a herbicide with a moderate volatility profile. Such volatility behavior can be significantly diminished with formulation technology and volatilization reducers. The objective of this study was to quantify the ...
Option pricing under multiscale stochastic volatility
(2015)
The stochastic volatility model proposed by Fouque, Papanicolaou, and Sircar (2000) explores a fast and a slow time-scale fluctuation of the volatility process to end up with a parsimonious way of capturing the volatility ...
The Relation between Expected Returns and Volatility in the Brazilian Stock MarketThe Relation between Expected Returns and Volatility in the Brazilian Stock Market
(Sociedade Brasileira de Econometria, 2011)
Volatile metabolite profiling reveals the changes in the volatile compounds of new spontaneously generated loquat cultivars
(2017-10)
In recent years, the advantageous traits of three new loquat cultivars have drawn the attention of breeders and growers. All three have spontaneously arisen from the ‘Algerie’ cultivar: the new ‘Xirlero’ cultivar is a bud ...