Sentence examples for positive volatilities from inspiring English sources

The EGARCH model generates asymmetric conditionally heteroscedastic time series and, according to Rodríguez and Ruiz (2012), it is more flexible than other asymmetric GARCH-type models, to simultaneusly represent the dynamics of financial returns and satisfy the conditions for positive volatilities, covariance stationarity and finite kurtosis.

In complex adaptive systems, antifragility designates the positive sensitivity to volatility, caused by (exceptional or 'black swan') external stressors that intervene with the intended functionality of these systems.

This negative coefficient indicates that stock market volatility is decreasing volatility of foreign exchange market while positive coefficient indicates that stock market volatility is increasing the volatility of foreign exchange market.

Although, NI was denoted as the best in terms of mortality and KI as the worst, their results of variability showed the remaining bad position in KI, conversely the high volatility of positive results in NI.

The spillover of volatility in all markets was found asymmetric in nature (negative shocks generate more volatility than positive shocks of same magnitude).

Thus the relation between underpricing and the market volatility is positive.

It is widely argued that negative shocks are likely to create more volatility than positive shocks having the same magnitude.

The bidirectional spillover in reference to Pakistan, China, Sri Lanka and Hong Kong was found asymmetric in nature, means negative shocks tends to generate more volatility than positive shocks.

Although the Bratislava Region could be considered the best in terms of mortality, the variability results showed quite high volatility in positive results in this region.

One of the primary restrictions of the GARCH models is that it forces a symmetric response of volatility to positive and negative news.

The evidence are however inconsistent with (Beer and Hebein 2011), which reported symmetric volatility spillover (positive shocks have greater effect than negative shocks) between the two markets.