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Volatility Shift
Personal Consumption Expenditures, the preferred measure for inflation by the Federal Reserve Board (FRB), came out at 1.5% year over year. This figure is well ......（以下省略）
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We introduce and define the concept of stream volatility, and propose a novel technique to detect volatility on data str...
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Personal Consumption Expenditures, the preferred measure for inflation by the Federal Reserve Board (FRB), came out at 1...
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由 M Aloy 著作 · 2014 — This paper attempts to provide evidence of “shift-volatility” transmission in the East Asian eq...
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由 DS Broca 著作 · 1994 · 被引用 5 次 — The volatility or risk parameter, usually defined as the standard deviation of st...
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After a period of about two years with fairly steady price increases and persistently low volatility, global stock marke...
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2023年9月6日 — Volatility skew occurs due to the difference in implied volatility (IV) levels of options with different s...
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A higher volatility means that a security's value can potentially be spread out over a larger range of values. This mean...
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由 RA Haugen 著作 · 1991 · 被引用 257 次 — In Section II we present our results on the characteristics of the volatility ...
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由 Y Dendramis 著作 · 2015 · 被引用 30 次 — First, it shows that, indeed, shifts in volatility can be triggered by large ...
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由 CSJ Chu 著作 · 1996 · 被引用 80 次 — Volatility is higher when returns are either above or below the normal regime—the...
volatility shift 參考影音
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