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Volatility analysts, volatility salesmen, and derivatives based on the volatility of volatility?
Alex Castellanos, a Republican media consultant in Virginia, said that voters were feeling some anxiety, but that it was largely based on the volatility of the stock market.
The hurdle rates from 8% to 11%—are based on the volatility of shares in rival companies in the relevant industry, and are under constant review.As scientific as it sounds, however, this approach is not foolproof.
You can, in fact, buy or sell futures based on the volatility statistic.
We notice that using the second equivalence approach based on the volatility parameters used by Heston (1993) (v; κ; φ; η and ρ), for ρ = 0.5 and ρ = − 0.5, the difference Δ Heston − eur is almost at its minimum for λ * * = 1.6 and λ * * = −1.6, respectively.
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Although value-at-risk formulas differ among Wall Street trading desks, they are all based on the historical volatility, or trading patterns, in a type of security.
We further propose an efficient estimator for the linear jump regression model that is formed by optimally weighting the detected jumps with weights based on the diffusive volatility around the jump times.
A composite score is created from each individual recommendation over a given time period and is adjusted for the length of time held and the opportunity (based on the stocks volatility) that was available over the period.
But assets in stock funds that RiskMetrics measures as aggressive, based on the funds' past volatility levels, actually rose to $1.3 trillion today from $430 billion last May.
The success of this ionothermal approach was based on the suppressed solvent volatility and latent acidity of a protic ionic liquid.
Taking into account the negligible vapor pressure of the ILs, the use of separation units based on the difference of volatility among the components of the extract could be an appropriate way.
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