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Volatility transmissson in emerging European foreign exchange markets
exchange rates. To measure the overall magnitude and evolution of volatilityThis paper studies the dynamics of volatility transmission between Central of daily exchange rate volatility based on intraday data. We f...
AH - Ekonomie
- 2010 •
- D
Rok uplatnění
D - Stať ve sborníku
Implied volatility smoothing at COVID-19 times
is applied to an extensive set of data to study the evolution of the implied volatility of the shape of the implied volatility smile of the options written on several equity indexes and on several stocks. The implied v...
Statistics and probability
- 2023 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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Potassium isotope composition of Mars reveals a mechanism of planetary volatile retention
The abundances of water and highly to moderately volatile elements in planets are considered critical to mantle convection, surface evolution processes, and habitability’ missions, ‘follow the water’, and more broadly ‘volatiles...
Geology
- 2021 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
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Defence strategies of Chrysomela lapponica (Coleoptera: Chrysomelidae) larvae: relative efficacy of secreted and stored defences against insect and avian predators
. We addressed the role of major groups of predators in the evolution of these two of secretions after the first attack; this suggests the presence of non-volatile defensive, volatile secretions and non-volatile co...
Zoology
- 2018 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Comparison of accuracy of portfolio returns modelling for different periods on the market
, how the characteristics of a market evolution influence the accuracy of VaR estimation is back tested in different periods. The volatility of returns in each of exceptions. It is apparent from the results, that for constant vo...
AE - Řízení, správa a administrativa
- 2012 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
The development of profit and risk of selected financial companies listed on the Stock Exchange NYSE
In the present article is analyzed the evolution of returns and risks in the sector "Financials" on the stock exchange NYSE. The work focuses on the situation volatility of the markets. This suggests that investors have responded in...
AH - Ekonomie
- 2011 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Monitoring Volatile Compounds with SPME-Gas Chromatography During Mould Cheese Ripening
) procedure coupled to gas chromatography was used to study the evolution of volatileFlavour is one of the most important quality criteria that influences the selection and consumption of food. Volatile compounds potentiall...
GM - Potravinářství
- 2004 •
- D
Rok uplatnění
D - Stať ve sborníku
Evolution and quality of coal seams in the Dětmarovice ? Petrovice area of the Upper Silesian Basin
The ash yield in the anhydrous state Ad (%) and the degree of coalification determined by the content of the volatile matter Vdaf (%)belong to qualitative parameters which determine the usability of coal for carbonization, underground gasifi...
DB - Geologie a mineralogie
- 2012 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Investment disputes and their explicit role in option market uncertainty and overall risk instability
in unspecified uncertainty and additional risk. The implied volatility of options is shown representation of artificial implied volatility smiles is used to ensure the overall model of an investment dispute on the overall riskiness...
Applied Economics, Econometrics
- 2023 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
A Study of Condensates Collected during the Fermentation of Grape Must
into two parts. In the first part, the evolution of the individual volatiles, Sauvignon blanc) were investigated and the total content of the selected volatile on the measurements using a GC-MS (gas chromatography-mass spe...
Other agricultural sciences
- 2024 •
- Jimp •
- Link
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Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
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