Статті в журналах з теми "VOLATILITY MEASUREMENT"
Оформте джерело за APA, MLA, Chicago, Harvard та іншими стилями
Ознайомтеся з топ-50 статей у журналах для дослідження на тему "VOLATILITY MEASUREMENT".
Біля кожної праці в переліку літератури доступна кнопка «Додати до бібліографії». Скористайтеся нею – і ми автоматично оформимо бібліографічне посилання на обрану працю в потрібному вам стилі цитування: APA, MLA, «Гарвард», «Чикаго», «Ванкувер» тощо.
Також ви можете завантажити повний текст наукової публікації у форматі «.pdf» та прочитати онлайн анотацію до роботи, якщо відповідні параметри наявні в метаданих.
Переглядайте статті в журналах для різних дисциплін та оформлюйте правильно вашу бібліографію.
Arsy, Izza Dinikal, and Dedi Rosadi. "MEASUREMENT OF SUPPORT VECTOR REGRESSION PERFORMANCE WITH CLUSTER ANALYSIS FOR STOCK PRICE MODELING." MEDIA STATISTIKA 15, no. 2 (April 6, 2023): 163–74. http://dx.doi.org/10.14710/medstat.15.2.163-174.
Повний текст джерелаMellman, George S. "Improving Return Volatility Measurement and Presentation." CFA Digest 31, no. 4 (November 2001): 77–79. http://dx.doi.org/10.2469/dig.v31.n4.982.
Повний текст джерелаFreitas, Samuel V. D., Mariana B. Oliveira, Álvaro S. Lima, and João A. P. Coutinho. "Measurement and Prediction of Biodiesel Volatility." Energy & Fuels 26, no. 5 (April 24, 2012): 3048–53. http://dx.doi.org/10.1021/ef3004174.
Повний текст джерелаKarnezi, E., I. Riipinen, and S. N. Pandis. "Measuring the atmospheric organic aerosol volatility distribution: a theoretical analysis." Atmospheric Measurement Techniques Discussions 7, no. 1 (January 28, 2014): 859–93. http://dx.doi.org/10.5194/amtd-7-859-2014.
Повний текст джерелаLee, B. H., E. Kostenidou, L. Hildebrandt, I. Riipinen, G. J. Engelhart, C. Mohr, P. F. DeCarlo, et al. "Measurement of the ambient organic aerosol volatility distribution: application during the Finokalia Aerosol Measurement Experiment (FAME-2008)." Atmospheric Chemistry and Physics Discussions 10, no. 7 (July 20, 2010): 17435–66. http://dx.doi.org/10.5194/acpd-10-17435-2010.
Повний текст джерелаKarnezi, E., I. Riipinen, and S. N. Pandis. "Measuring the atmospheric organic aerosol volatility distribution: a theoretical analysis." Atmospheric Measurement Techniques 7, no. 9 (September 16, 2014): 2953–65. http://dx.doi.org/10.5194/amt-7-2953-2014.
Повний текст джерелаLee, B. H., E. Kostenidou, L. Hildebrandt, I. Riipinen, G. J. Engelhart, C. Mohr, P. F. DeCarlo, et al. "Measurement of the ambient organic aerosol volatility distribution: application during the Finokalia Aerosol Measurement Experiment (FAME-2008)." Atmospheric Chemistry and Physics 10, no. 24 (December 21, 2010): 12149–60. http://dx.doi.org/10.5194/acp-10-12149-2010.
Повний текст джерелаRushworth, S. A., L. M. Smith, A. J. Kingsley, R. Odedra, R. Nickson, and P. Hughes. "Vapour pressure measurement of low volatility precursors." Microelectronics Reliability 45, no. 5-6 (May 2005): 1000–1002. http://dx.doi.org/10.1016/j.microrel.2004.11.007.
Повний текст джерелаCipollini, Fabrizio, Giampiero M. Gallo, and Edoardo Otranto. "Realized volatility forecasting: Robustness to measurement errors." International Journal of Forecasting 37, no. 1 (January 2021): 44–57. http://dx.doi.org/10.1016/j.ijforecast.2020.02.009.
Повний текст джерелаEom, Cheoljun, Taisei Kaizoj, Jong Won Park, and Enrico Scalas. "Realized FX Volatility : Statistical Properties and Applications." Journal of Derivatives and Quantitative Studies 26, no. 1 (February 28, 2018): 1–25. http://dx.doi.org/10.1108/jdqs-01-2018-b0001.
Повний текст джерелаGuo, Ming Yuan. "Weighted Median Realized Volatility and Its Application in China’s Stock Market." Advanced Materials Research 403-408 (November 2011): 5235–38. http://dx.doi.org/10.4028/www.scientific.net/amr.403-408.5235.
Повний текст джерелаABAD, PILAR, and SONIA BENITO. "ACCURATE OF VAR CALCULATED USING EMPIRICAL MODELS OF THE TERM STRUCTURE." International Journal of Theoretical and Applied Finance 12, no. 06 (September 2009): 811–32. http://dx.doi.org/10.1142/s0219024909005476.
Повний текст джерелаLi, Fenglan, Jie Wang, Liyun Su, and Bao Yang. "Dynamic VaR Measurement of Gold Market with SV-T-MN Model." Discrete Dynamics in Nature and Society 2017 (2017): 1–9. http://dx.doi.org/10.1155/2017/5183914.
Повний текст джерелаKangasniemi, Oskari, Pauli Simonen, Jana Moldanová, Hilkka Timonen, Luis M. F. Barreira, Heidi Hellén, Jukka-Pekka Jalkanen, et al. "Volatility of a Ship’s Emissions in the Baltic Sea Using Modelling and Measurements in Real-World Conditions." Atmosphere 14, no. 7 (July 20, 2023): 1175. http://dx.doi.org/10.3390/atmos14071175.
Повний текст джерелаCao, Li-Ming, Xiao-Feng Huang, Yuan-Yuan Li, Min Hu, and Ling-Yan He. "Volatility measurement of atmospheric submicron aerosols in an urban atmosphere in southern China." Atmospheric Chemistry and Physics 18, no. 3 (February 6, 2018): 1729–43. http://dx.doi.org/10.5194/acp-18-1729-2018.
Повний текст джерелаAndersson, Jonas, and Anders Ågren. "Volatility modeling in the presence of measurement errors." Journal of Risk 3, no. 4 (July 2001): 53–67. http://dx.doi.org/10.21314/jor.2001.051.
Повний текст джерелаRahmi, Mustika, Nurul Azma, Aminullah Achmad Muttaqin, Thuba Jazil, and Mahfuzur Rahman. "Risk Volatility Measurement: Evidence from Indonesian Stock Market." Journal of Asian Finance, Economics and Business 3, no. 3 (August 30, 2016): 57–65. http://dx.doi.org/10.13106/jafeb.2016.vol3.no3.57.
Повний текст джерелаFerson, Wayne, and Haitao Mo. "Performance measurement with selectivity, market and volatility timing." Journal of Financial Economics 121, no. 1 (July 2016): 93–110. http://dx.doi.org/10.1016/j.jfineco.2016.02.012.
Повний текст джерелаMitra, Sovan. "Downside risk measurement in regime switching stochastic volatility." Journal of Computational and Applied Mathematics 378 (November 2020): 112845. http://dx.doi.org/10.1016/j.cam.2020.112845.
Повний текст джерелаMohd Jefrie, Mohd Adza, Imbarine Bujang, Jasman Tuyon, and Debbra Toria Anak Nipo. "ESTIMATION AND MODELLING OF VOLATILITY IN THE MALAYSIAN STOCK MARKET." Malaysian Journal of Business and Economics (MJBE) 7, no. 1 (December 31, 2020): 85. http://dx.doi.org/10.51200/mjbe.vi.2695.
Повний текст джерелаZeng, Qin Qing, Le Chen, Min Xie, Ya Qiong Fu, and Zhen Zhou. "Calibration of Thermostatic Bath Used on Electronic Thermometer Verification." Applied Mechanics and Materials 635-637 (September 2014): 819–23. http://dx.doi.org/10.4028/www.scientific.net/amm.635-637.819.
Повний текст джерелаAsri, Marselinus. "MODELING RISK MEASUREMENT IN EMERGING MARKET." Contemporary Journal on Business and Accounting 1, no. 1 (May 7, 2021): 1–22. http://dx.doi.org/10.58792/cjba.v1i1.10.
Повний текст джерелаLi, Zhicheng, and Haipeng Xing. "High-Frequency Quote Volatility Measurement Using a Change-Point Intensity Model." Mathematics 10, no. 4 (February 18, 2022): 634. http://dx.doi.org/10.3390/math10040634.
Повний текст джерелаCain, Kerrigan P., and Spyros N. Pandis. "A technique for the measurement of organic aerosol hygroscopicity, oxidation level, and volatility distributions." Atmospheric Measurement Techniques 10, no. 12 (December 13, 2017): 4865–76. http://dx.doi.org/10.5194/amt-10-4865-2017.
Повний текст джерелаLO, C. F., P. H. YUEN, and C. H. HUI. "OPTION RISK MEASUREMENT WITH TIME-DEPENDENT PARAMETERS." International Journal of Theoretical and Applied Finance 03, no. 03 (July 2000): 581–89. http://dx.doi.org/10.1142/s0219024900000668.
Повний текст джерелаNakajima and Toyoshima. "Measurement of Connectedness and Frequency Dynamics in Global Natural Gas Markets." Energies 12, no. 20 (October 16, 2019): 3927. http://dx.doi.org/10.3390/en12203927.
Повний текст джерелаWang, Yaw-Huei, and Yu-Jen Hsiao. "The Impact of Non-trading Periods on the Measurement of Volatility." Review of Pacific Basin Financial Markets and Policies 13, no. 04 (December 2010): 607–20. http://dx.doi.org/10.1142/s0219091510002098.
Повний текст джерелаMuzzioli, Silvia, Luca Gambarelli, and Bernard De Baets. "Indices for Financial Market Volatility Obtained Through Fuzzy Regression." International Journal of Information Technology & Decision Making 17, no. 06 (November 2018): 1659–91. http://dx.doi.org/10.1142/s0219622018500335.
Повний текст джерелаMitra, Sovan. "Political risk modelling and measurement from stochastic volatility models." International Journal of Sustainable Economy 11, no. 2 (2019): 184. http://dx.doi.org/10.1504/ijse.2019.099064.
Повний текст джерелаMitra, Sovan. "Political risk modelling and measurement from stochastic volatility models." International Journal of Sustainable Economy 11, no. 2 (2019): 184. http://dx.doi.org/10.1504/ijse.2019.10020049.
Повний текст джерелаMalliavin, Paul, and Maria Elvira Mancino. "Instantaneous liquidity rate, its econometric measurement by volatility feedback." Comptes Rendus Mathematique 334, no. 6 (January 2002): 505–8. http://dx.doi.org/10.1016/s1631-073x(02)02297-5.
Повний текст джерелаGorbachev, Olga. "Did Household Consumption Become More Volatile?" American Economic Review 101, no. 5 (August 1, 2011): 2248–70. http://dx.doi.org/10.1257/aer.101.5.2248.
Повний текст джерелаHu, Jiangshan, Yunyun Sui, and Fang Ma. "The Measurement Method of Investor Sentiment and Its Relationship with Stock Market." Computational Intelligence and Neuroscience 2021 (March 13, 2021): 1–11. http://dx.doi.org/10.1155/2021/6672677.
Повний текст джерелаLi, Y., U. Pöschl, and M. Shiraiwa. "Molecular corridors and parameterizations of volatility in the evolution of organic aerosols." Atmospheric Chemistry and Physics Discussions 15, no. 19 (October 15, 2015): 27877–915. http://dx.doi.org/10.5194/acpd-15-27877-2015.
Повний текст джерелаMartinez, Raul E., Brent J. Williams, Yaping Zhang, David Hagan, Michael Walker, Nathan M. Kreisberg, Susanne V. Hering, Thorsten Hohaus, John T. Jayne, and Douglas R. Worsnop. "Development of a volatility and polarity separator (VAPS) for volatility- and polarity-resolved organic aerosol measurement." Aerosol Science and Technology 50, no. 3 (February 2, 2016): 255–71. http://dx.doi.org/10.1080/02786826.2016.1147645.
Повний текст джерелаRoy, Malay K., and Madhusudan Karmakar. "Stock Market Volatility: Roots and Results." Vikalpa: The Journal for Decision Makers 20, no. 1 (January 1995): 37–50. http://dx.doi.org/10.1177/0256090919950104.
Повний текст джерелаRhouas, Sara, Mustapha Bouchekourte, and Norelislam El Hami. "Optimization of the impact measurement of market structure on liquidity and volatility." International Journal for Simulation and Multidisciplinary Design Optimization 13 (2022): 9. http://dx.doi.org/10.1051/smdo/2021040.
Повний текст джерелаYlisirniö, Arttu, Luis M. F. Barreira, Iida Pullinen, Angela Buchholz, John Jayne, Jordan E. Krechmer, Douglas R. Worsnop, Annele Virtanen, and Siegfried Schobesberger. "On the calibration of FIGAERO-ToF-CIMS: importance and impact of calibrant delivery for the particle-phase calibration." Atmospheric Measurement Techniques 14, no. 1 (January 15, 2021): 355–67. http://dx.doi.org/10.5194/amt-14-355-2021.
Повний текст джерелаHuang, Wei, Haiyan Li, Nina Sarnela, Liine Heikkinen, Yee Jun Tham, Jyri Mikkilä, Steven J. Thomas, Neil M. Donahue, Markku Kulmala, and Federico Bianchi. "Measurement report: Molecular composition and volatility of gaseous organic compounds in a boreal forest – from volatile organic compounds to highly oxygenated organic molecules." Atmospheric Chemistry and Physics 21, no. 11 (June 14, 2021): 8961–77. http://dx.doi.org/10.5194/acp-21-8961-2021.
Повний текст джерелаHarnphattananusorn, Supanee. "Asymmetric Relationship between Exchange Rate Volatility and Oil Price: Case Study of Thai-Baht." International Journal of Energy Economics and Policy 12, no. 1 (January 19, 2022): 86–92. http://dx.doi.org/10.32479/ijeep.11940.
Повний текст джерелаLiang, Zhenjie, Futian Weng, Yuanting Ma, Yan Xu, Miao Zhu, and Cai Yang. "Measurement and Analysis of High Frequency Assert Volatility Based on Functional Data Analysis." Mathematics 10, no. 7 (April 1, 2022): 1140. http://dx.doi.org/10.3390/math10071140.
Повний текст джерелаPei, Ziting, Xuhui Wang, and Xingye Yue. "Risk Measurement by G-Expected Shortfall." Mathematical Problems in Engineering 2021 (April 20, 2021): 1–13. http://dx.doi.org/10.1155/2021/6611237.
Повний текст джерелаLi, Ying, Ulrich Pöschl, and Manabu Shiraiwa. "Molecular corridors and parameterizations of volatility in the chemical evolution of organic aerosols." Atmospheric Chemistry and Physics 16, no. 5 (March 14, 2016): 3327–44. http://dx.doi.org/10.5194/acp-16-3327-2016.
Повний текст джерелаYANG, CHUNXIA, SEN HU, BINGYING XIA, and RUI WANG. "LONG MEMORY IN STOCK MARKET VOLATILITY: THE INTERNATIONAL EVIDENCE." Modern Physics Letters B 26, no. 20 (July 5, 2012): 1250128. http://dx.doi.org/10.1142/s021798491250128x.
Повний текст джерелаGrieshop, A. P., J. M. Logue, N. M. Donahue, and A. L. Robinson. "Laboratory investigation of photochemical oxidation of organic aerosol from wood fires 1: measurement and simulation of organic aerosol evolution." Atmospheric Chemistry and Physics 9, no. 4 (February 18, 2009): 1263–77. http://dx.doi.org/10.5194/acp-9-1263-2009.
Повний текст джерелаWulandari, Heni Dwi, Mustafid Mustafid, and Hasbi Yasin. "PENERAPAN METODE EXPONENTIALLY WEIGHTED MOVING AVERAGE (EWMA) DALAM PENGUKURAN RISIKO INEVSTASI SAHAM PORTOFOLIO UNTUK VOLATILITAS HETEROGEN." Jurnal Gaussian 7, no. 3 (August 29, 2018): 248–59. http://dx.doi.org/10.14710/j.gauss.v7i3.26658.
Повний текст джерелаBaule, Rainer, Oliver Entrop, and Sebastian Wessels. "Performance measurement for option portfolios in a stochastic volatility framework." Quantitative Finance 22, no. 3 (December 7, 2021): 519–39. http://dx.doi.org/10.1080/14697688.2021.1985163.
Повний текст джерелаEvans, Greg J. "Measurement and Modeling of Iodine Volatility Above Irradiated Csl Solutions." Nuclear Technology 116, no. 3 (December 1996): 293–305. http://dx.doi.org/10.13182/nt96-a35285.
Повний текст джерелаMetin, Karakas. "Volatility measurement of the world indices using different entropy methods." Thermal Science 23, Suppl. 6 (2019): 1849–61. http://dx.doi.org/10.2298/tsci190130345m.
Повний текст джерелаXu, Xiaoyu. "Has ESG Performance Reduced Stock Price Volatility." Journal of Innovation and Development 3, no. 1 (May 17, 2023): 59–66. http://dx.doi.org/10.54097/jid.v3i1.8421.
Повний текст джерела