Sentence examples for volatility fluctuations from inspiring English sources

Our model captures both the non-Gaussian shape and the apparent stability of the return distribution by assuming that volatility fluctuations are significant over long time scales but relatively small over short time scales.

The idea that volatility fluctuations cause non-Gaussian returns is not new – it was originally suggested several decades ago and is known as the mixture-of-distributions hypothesis [4], [12] [15].

The barometers they follow closely are gauges of volatility, or fluctuations in the prices of stocks and options.

While the day-to-day shifts of the stock market are not part of the art market, you should be prepared, for volatility and fluctuations in what is deemed desirable at any particular time.

Mothercare's profitable international business – where it has more than 1,000 stores in Europe, the Middle East and Asia – offset the UK losses with an underlying profit of £21.7m, despite economic volatility and currency fluctuations.

The paper tackles the "discounting back" problem that sees a coming apart between the dynamics of real market prices/costs (subject to fluctuations, volatility, and the "supply and demand" law) and the constant prices/costs assumed in conventional feasibility studies.

We relate the time-dependent standard deviation of price fluctuations – volatility – to two microscopic quantities: the number of transactions NΔt in Δt and the variance WΔt2 of the price changes for all transactions in Δt.

That is, in such environments, a DMU's whole performance may be seriously distorted if its future performance, which is sensitive to crude oil price volatility and/or currency fluctuations, is ignored in the evaluation process.

The paper tries to solve the "discounting back" problem that sees a coming apart between the dynamics of real market prices/costs (subject to fluctuations, volatility, and the "supply and demand" law) and the constant prices/costs assumed in conventional feasibility studies.

The volatility also signals further fluctuations in sentiment, with stocks headed for an unclear direction on Friday.

Therefore, higher exchange rate volatility leads towards higher fluctuations in the stocks returns of both indices.