Sentence examples for volatility factor from inspiring English sources

For hydrocarbon blends, no volatility factor significantly improved the correlation as compared to PMI, SP, or OESI alone.

The introduction of an additional stochastic volatility factor enormously complicates the pricing of the American options.

For the pricing of the European option, Heston (1993) adopted the Cox-Ingersoll-Ross (CIR) process as dynamics of the variance, with parameters κ, θ, η indicating the mean-reverting speed, long-term mean, and volatility's volatility factor, respectively.

Although the Fama-French model was improved by introducing two extra factors to create the five-factor model, the momentum effect and the low volatility factor are still of concern (Blitz et al., 2016).

Our hypothesis is that a blob having a high volatility factor is more likely to include erroneously segmented parasites than the one which has a low volatility factor.

The volatility factor v u) is determined based on the fraction of frames in which the blob u participates in splits or merges (See Eq. (7)).

Our empirical implementation based on high-frequency five-minute foreign exchange returns suggests the presence of multiple latent stochastic volatility factors and possible jumps.

Furthermore, our analysis of several popular continuous-time stochastic volatility models clearly points to the importance of allowing for multiple latent volatility factors for satisfactorily describing the observed volatility asymmetries.

Regression, ARIMA, GARCH, stochastic volatility, and factor models.

This error likely had the effect of muting volatility by a factor of two and of lowering the VaR... 2. There's going to be some back and forth about modeling strategies, data choice, and so on, and I'm pretty sure some people will try to say that R-R were basically right.

Income Volatility Just One Factor Contributing To Racial Wealth Gap.