(2005) show that splitting past realized volatility into its separate components yields an improved forecast, adding implied volatility allows examining whether the continu- ous

Views about the motorway (future) Other Aesthetics Green space Convenient routes Access to amenities Traffic Road safety Personal safety Recent improvements General

Community Development Employment Program (CDEP) and its ineffectiveness at achieving its goal of alleviating economic disparity; the 2007 Northern Territory National Emergency

Keywords : social media, knowledge sharing, knowledge analytics, learning analytics, activity tracking, awareness and reflection, privacy interface, interests mining,

After presenting the evidence from the literature, this study runs consumption models in which private consumption, GDP, government spending, taxes, transfers and

Lifeline Australia’s Reconciliation Action Plan Working Group comprises of Lifeline Australia staff and an Aboriginal and Torres Strait Islander people representative. The groups

The primary objective of this retrospective cohort analysis was to compare health centers to hospitals in terms of adoption and adherence to new treatment guidelines, using as a

Keywords : density forecasting, jumps, realized volatility, bipower variation, median realized volatility, bivariate

The role of implied volatility in forecasting future realized volatility and jumps in the foreign exchange market, stock, and bond markets. Working Paper

These observations point to the need to develop a better understand of the interaction and overlap between the critical pedagogic approaches (active learning and theoretical debate),

Quantitative and qualitative methods can be combined in various ways in mixed- method studies, and this study illustrates several of them: our qualitative data have helped to

Interestingly, Bandi and Perron (2006) stress the fractional order of volatility is found in the non-stationary region whereas Christensen and Nielson (2006) and Nielsen (2007)

Interestingly, Bandi and Perron (2006) stress the fractional order of volatility is found in the non-stationary region whereas Christensen and Nielson (2006) and Nielsen (2006)

While the Þ nding of fractional cointegration renders the usual inference carried out in this framework invalid, the potential long-memory property of the data allows us to suggest

Volume and volatility convey extremely important implications for market participants. Not surprisingly, the relation between the two has been extensively studied in the past. In

Work in partnership with local Aboriginal and Torres Strait Islander educators to build trust and rapport with students and develop culturally appropriate understandings

High-frequency jump tests are applied to the prices of both futures contracts and their options, to infer the properties of jumps in the price and volatility of the underlying

Effect of systolic blood pressure reduction on hematoma expansion, perihematomal edema, and 3-month outcome among patients with intracerebral hemorrhage: results from