18 results with keyword: 'using implied volatility measure uncertainty rates'
Hull and White (1987) provide the foundation for the practice of using a constant-volatility model to predict stochastic volatility (SV): If volatility evolves independently of
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In this study, I first construct a refined measure of investors’ perceived uncertainty toward upcoming earnings announcement using option contract’s implied volatility and
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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
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2 EC IINS1 Learning tasks + assessment 4 EC IINS2 T1 Research and reporting 2 EC IINS3 C1 European Union. 3 EC IINS4 C2 Intercultural Management & English 3 EC IINS5
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At this juncture, a critical question to pose is: in view of the various forms of oppression inflicted by the Roman Empire on the early Christians, as argued above, can one
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accountability – scrutiny of codes of conduct. Finally, we have social accountability, which describes the situation where public organisations experience an obligation vis-à-vis
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In light of these findings, for our empirical work we will measure short-run and long-run uncertainty using only 30-day and 6-month implied volatility data, describing the volatil-
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Hardware and software selection criteria for production plants with mandatory GMP are modularity, scalability, and support functions for the configuration management of hard- ware
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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),
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7.3 Design plant layouts and prepare layout drawings for cost-effective facilities using technical design process and applying principles of economic and statistical analysis
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Our model suggests that inducing immune quiescence at the site of HIV exposure will reduce the number of activated target cells, thereby preventing infection or limiting it to
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In this study, we showed that tDNA-ILP analysis was a simple and rapid method which allowed the identification of diverse environmental and clinical strains of the 18 Legionella
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The results of this study are also in accordance with the practice of bank soundness assessment in Indonesia using the Risk-Based Bak Rating (RBBR) approach or
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Multifocal choroiditis with panuveitis: Incidence of ocular complications and loss of visual acuity.. Intravitreal injection of
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The site includes information on VA facilities, including health care facilities and Veterans Benefits Administration offices. Information is included for each of the 50 states,
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How do they interact in promoting students' science understanding - In: American educational research journal 52 (2015) 6, S.. 1-27 -
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I think there are several possible answers to these questions and all of them are more interesting than a biographical/psycho- analytical reading of Clark’s play in which
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