In this study we present a modelling approach to the implied volatility surface (IVS) that takes care of the particular discrete string structure of implied volatility data.

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Immunoblot analyses revealed that both human glioma cell lines U87 and U251 show increased ATF4 protein levels compared to non-transformed primary astrocytes (Figure 1A)..

Dynamic Semiparametric Factor Models (DSFM) are a model class that allows for the estimation of the implied volatility surface (IVS) in a dynamic context, employing

Keywords: Implied volatility surface, dynamic semiparametric factor model, unit root tests, vector autoregression, impulse responses.. JEL classification:

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The Youth Transitions to Work (YTTW) program, funded through the State Workforce Development Partnership Act, awarded 15 grants in program fiscal year 2009, totaling $2,523,155..

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In this study we present a modelling approach to the implied volatility surface (IVS) that takes care of the particular discrete string structure of implied volatility data...

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This difference occurred in the November-December period when a change in reserve requirement ratios on time deposits (Table IV) increased member bank required reserves by about

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