- Thisisbecauseimpliedvolatilityisgenerallyhigherthanrealised.Remarkably,cortisolincreasedindirectcorrelationtoimpliedvolatility,ameasureofexpectedfuturevarianceinassetprices.Soitneednotnecessarilybethatinvestorsarecomplacentinallowingimpliedvolatility...
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- Theresult,hesaid,wouldbeunnecessaryvolatility.Thesheervolatilityinthemarketasaresultofthedowngradecouldenduphelping,nothurtingsomeinvestors,especiallyhedgefunds,whichthriveonmarketvolatility.Itishardtosaythatanylevelis"normal";volatilityisinitselfv...
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- 1、Thisconclusionisprovedinthevolatilityspillovereffectmodel.2、Itisveryimportanttomeasurevolatilityspilloverforthedynamicinvestmentportfolioandriskmanagement.3、Inotherwords,thedirectionofthemeanandvolatilityspilloverisfromLondonspotgoldtoShanghaisp...
- 20620
- 1、Physicalpropertiesrefertoviscosity,density,surfacetension,diffusioncoefficient,relativevolatilityandsoon.2、Undertheassumptionofconstantmolaroverflowsandrelativevolatility,asimplifiedmodelisdevelopedtostudythebehaviorofthedistillationprocessunderc...
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