[PDF] Top 20 On the dependence structure of realized volatilities
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On the dependence structure of realized volatilities
... in the GARCH family. A more natural empirical measure of daily returns variability is the so called realized volatility, computed from high-frequency intra day returns, an unbiased and highly ... See full document
26
THE DEPENDENCE OF THE CHAIN BRANCHING DEGREE ON MOLECULAR WEIGHT: FRACTAL ANALYSIS
... Therefore, the purpose of the present paper is description of macromolecular coil structure influence on the accessible for reaction number of branching centers at ... See full document
4
The dependence of alpha-tocopheroxyl radical reduction by hydroxy-2,3-diarylxanthones on structure and micro-environment
... with the other XH derivatives included in Table ...to the ˙TocO radical has been observed as exemplified with XH8 on ...that the species resulting from the ˙X8 transformation do not ... See full document
9
The dependence of the anomalous J/psi suppression on the number of participant nucleons
... to the one described in [8,9]. The only notable difference is that the present analysis does not require the identification of the individual sub-target where the ... See full document
9
How long memory in volatility affects true dependence structure
... markets, the statistical dependence between very distant observations of a price series should be ...existence of long memory in mean of returns is directly related to market ...range ... See full document
19
WORLD FINANCIAL RELATIONS: UNDERSTANDING THE CREDIT DERIVATIVE SWAPS (CDS) DEPENDENCE STRUCTURE
... Understanding the dependence behavior of CDS spreads is important because of the popularity and liquidity of these instruments in the credit ...focused on ... See full document
12
The temperature dependence of the QCD running coupling
... based on general considerations, where no specific calculations of the vertices and self-energies were ...based on the RGE were developed [2, 3], with applications to perturbative QCD ... See full document
4
Three Essays on the Term Structure of Interest Rates
... that the way you estimate the model matters as much as the choice of ...(CIR) on a dataset of weekly zero-coupon Euribor yields from Datastream, for the period from April ... See full document
90
The dependence of plasma density in the topside ionosphere on the solar activity level
... that the maximum ion density in the Southern Hemisphere during the December solstices is larger than that in the Northern Hemisphere during the June ...solstices. The hemispheric ... See full document
7
ANALYSIS OF DEPENDENCE OF THE FLOW TEMPERATURE OF THE PLASTICIZED POLYMER ON THE CHEMICAL STRUCTURE AND CONCENTRATION OF THE POLYMER AND THE PLASTICIZER
... analysis of infl uence of concentration of the plasticizer on the vitrifi cation temperature is based on the two basic ...with the fi rst one, reduction ... See full document
7
Forecasting USD-BRL Currency Rate Volatility using Realized and Implied Volatilities Data ♦
... consists of USD-BRL currency quotes, where USD is the base currency: In other words, the quotes convention used in this work represents which BRL amount, the quote currency, is equivalent to ... See full document
33
EGARCH-RR: realized ranges explaining EGARCH volatilities
... adding the realized volatility as exogenous variable in the variance equation instead of the implied volatility, Zhang and Hu (2013) cast some doubt if the former could provide ... See full document
27
A study on the structure and dynamics of complex networks
... models of neuronal dynamics exist, such as the Hodgkin–Huxley ...for the generation of realistic neural networks, for instance NETMORPH[87] and ...in the next chapter, is to develop toy ... See full document
117
THE INFLUENCE OF BINDING MATERIAL ON POROUS STRUCTURE OF SHAPED HOPCALITE
... properties of manganese oxide catalysts (MOC) that are used for oxidation of carbon monoxide and ozone decomposition, greatly depend on the base phase structure – manganese dioxide and ... See full document
3
Dual dependence of cryobiogical properties of Sf21 cell membrane on the temperature and the concentration of the cryoprotectant.
... and the curve-fitting processes using the 2-p model after the addition of ...change of a Sf21 cell and osmolarity shift of CPA and PBS in the intracellular solution during ... See full document
10
On the altitude dependence of transversely heated O<sup>+</sup> distributions in the cusp/cleft
... in the cusp/cleft, the most likely can- didate for transverse energization is related to electric fields oscillating within some frequency range (see Andr´e and Yau, 1997 for a ...In the cusp/cleft ... See full document
12
Effect of the processing parameters on the crystalline structure of lanthanide orthotantalates.
... presents the results obtained from Raman scattering measurements at room temperature for the two polymorphs DyTaO 4 ...all the 18 active modes predicted by ...assignments of each Raman-active ... See full document
7
Analysis of thermal dependence on the germination of braquiarão seeds using the thermal time model
... germination of four annual clover species. New Zealand Journal of Agricultural Research, ...temperatures of the planting- emergence stage for 11 forage ... See full document
7
The statistical dependence of auroral absorption on geomagnetic and solar wind parameters
... bin, the mean and me- dian values are excluded from the fit. On either side of the mean values, the two dashed black lines show the positions of one standard ... See full document
11
Influence of crystalline structure on the luminescence properties of terbium orthotantalates
... groups of 4f-5d transitions: the spin-allowed 4f-5d transitions are strong and occur at higher energy, while the spin-forbidden 4f-5d transitions are weak and occur at lower energy ...because ... See full document
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