Sentence examples for volatility interaction from inspiring English sources

We also estimate 2-, 3- and 4-variable multivariate GARCH models, without imposing the assumption of constant correlations, to investigate volatility interaction amongst the currencies.

The paper explores the empirical evidence of the volatility interactions among the Gulf Cooperation Council (GCC) stock markets and world oil price over the weekly period spanning from June 24 , 2005 to March 25 , 2011

Allen and Gale also discuss asset price volatility, the interaction between banks and markets, bubbles and financial contagion, among other topics.

The original SABR model was imperfect, in the sense that it lacked a few desirable features: the mean reversion of volatility, the interaction between different forward rates (which are assumed to be independent), and the possibility of calibrating the parameters to multiple maturities, for instance.

The changes in the volatile compounds composition of bread crust are primarily associated with their initial concentration, their partition coefficients and volatility, the interactions with other components and the bread matrix (Jensen, Oestdal, Skibsted, Larsen, & Thybo, 2011; Pozo-Bayón, Guichard, & Cayot, 2006).

Journalism tends to be about finding answers and locking them down, she said; the focus of "Invisibilia" is about how conceptual systems, emotional systems, and physical systems interact, and the "volatility of the interaction, and how dynamic it is".

Various properties of the flavor compounds, such as molecular size, functional groups, shape and volatility, will determine its interactions with food components and, hence its retention in the food matrix [5].

It should have a high dissolving strength and a great volatility to produce an optimum interaction between polymer and the solvent (Guan et al. 2006).

Though the interaction between income volatility and high tax burdens at the top did produce large decreases in tax revenue in a few states, tax progressivity accounted for little of the overall interstate variation in revenue volatility.

This approach is less exact than the SDE approach in modeling the volatility of the underlying stochastic interaction between molecules.

Relative volatility is related to the interactions between 1,3,5-trioxane and the coexisting species.