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In addition, we allow for leverage effects and we introduce separate risk pricing for the volatility components.
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Where Fa is the molar fraction of the most volatile component; Fb is the molar fraction of the intermediate volatility component, and Fc is the molar fraction of the smallest volatile component.
This model can describe the continuous volatility component and the jump component simultaneously.
The volatility component of the UBS index, which was at its most risk-averse level since March, was the main driver of the decline in risk appetite, Palma said.
The shape of these curves is dependent on the volatility of components in a given crude oil.
For systems of high relative volatility the liquid equilibrium composition (xi) may differ significantly from the charge composition (zi) in the region dilute in the more volatile component.
The observed correlations between low-volatility organic components of soil- and road-derived dusts and the cytokine release by BEAS-2B cells are relevant for investigation of mechanisms linking specific air pollution particle types with the initiating events leading to airway inflammation in sensitive populations.
For all the volatility of the components leading to the unemployment rate calculation, the trend decline there is hard to ignore.
Separating agent (entrainer) selection for extractive distillation of binary mixtures is usually based on the analysis of relative volatility diagrams of components to be separated.
It has long been known that liquidity and volatility are correlated components of the market, affecting each other in a multitude of different ways.
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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