The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
Heterogeneity and jump are two important factors influencing volatility. Ignoring heterogeneity and jump would reduce the quality of the realized volatility model. Underestimating downside risk is produced. In the present work we investigate the influence of heterogeneity and jump on volatility, establish a HAR-RV-J model based on the HAR-RV models. Our research demonstrates that the empirical results...
This paper examines the mean-reversion property and volatility features of stochastic convenience yields for CO 2 emissions allowances by using ADF, ECM-GARCH and ECM-TGARCH models. Empirical results show that the convenience yields for CO 2 emissions allowances exhibit time-varying trends when different maturities are considered, and that convenience yields exhibit a linear mean-reverting...
According to the characters of large-scale public emergency response, an optimized algorithm for obtaining optimal emergency allocation scheme is established in order to solve resource collision problem among multiple disaster places and multiple resource suppliers. The holistic optimized scheme of all disaster places can be calculated through adjusting the partial optimal scheme of every disaster...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.