Perhaps more surprising than the post-announcement increase in volatility is the fact that informed trading can apparently increase volatility before announcements as the informed traders take speculative positions based on their private information (Bauwens, Ben Omrane, and Giot
We therefore investigate whether there is a contemporaneous relationship between changes in the NZVIX and the NZX 15 Index returns, and whether changes in the NZVIX have any predictive power for index returns (Giot
Recent evidence using cross-country analysis confirms that there is a long-term relationship between the stock earnings yield and the long-term government bond rate (Durre and Giot
This does not mean that request for spiritualism is there only in the Indian philosophical texts, but Eliot's clear reference to the Ganges, the voice of Prajapati, and the Giot
'm the crucial moments of his poetic events that provokes one rightly to appreciate Eliot in terms of the Indian philosophy, his drawing upon several other cultural sources apart Mishra does not claim that he is the first scholar to work in the area of Eliot-criticism that has traced Eliot's Indie legacy as he himself has produced a long list of his predecessors.
Bauwens, Luc, and Pierre Giot
(2003) Asymmetric ACD Models: Introducing Price Information in ACD Models.
As Pierre-Roland Giot
, author of The Carnac Alignments, observed in 1993, "There are few monuments that give rise to as many eccentric interpretations as the megaliths or pyramids." Some of these explanations are part of folk tradition, others are part of the equally imaginative tradition of nineteenth-century romanticism.
e Laurent (2003, 2004) constataram que modelos do tipo APARCH com distribuicao Student-t assimetrica superaram o desempenho de modelos com outras distribuicoes nas estimacoes de VaR dentro da amostra (dentro da amostra) e fora da amostra.