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4-Factor Model
The 4-factor model of [4] is specified by an SDE σt = β0 + β1R1,t + β2R2,t. -
2-Factor Model
The 2-factor model of [4] is specified by an SDE driven by a standard Brownian motion W, σt = β0 + β1R1,t + β2R2,t. -
Guyon–Lekeufack Volatility Model
The instantaneous volatility is modeled as a linear combination of two processes, one is an integral of weighted past price returns and the other is the square-root of an... -
Stock Movement and Volatility Prediction from Tweets, Macroeconomic Factors a...
The dataset used in the paper for stock movement and volatility prediction from tweets, macroeconomic factors and historical prices. -
Market Returns and Volatility
The dataset used in this paper is a time series of monthly excess returns and volatility from 1927 to 2019. -
PANGAEA (Data Publisher for Earth & Environmental Science)
Imported
Fourier Transform Infra-Red spectroscopy (FTIR) of submicron nascent Sea Spra...
The SOAP voyage examined air-sea interactions over the productive waters of the Chatham Rise, east of New Zealand onboard the RV Tangaroa (New Zealand National Institute of... -
PANGAEA (Data Publisher for Earth & Environmental Science)
Imported
Organic volume fraction and hygroscopic growth factor of nascent Sea Spray Ae...
The SOAP voyage examined air-sea interactions over the productive waters of the Chatham Rise, east of New Zealand onboard the RV Tangaroa (New Zealand National Institute of... -
PANGAEA (Data Publisher for Earth & Environmental Science)
Imported
Deliquescence of nascent Sea Spray Aerosol (SSA) measured using VH-TDMA durin...
The SOAP voyage examined air-sea interactions over the productive waters of the Chatham Rise, east of New Zealand onboard the RV Tangaroa (New Zealand National Institute of... -
PANGAEA (Data Publisher for Earth & Environmental Science)
Imported
Ion Beam Analysis (IBA) of submicron nascent Sea Spray Aerosol (SSA) measured...
The SOAP voyage examined air-sea interactions over the productive waters of the Chatham Rise, east of New Zealand onboard the RV Tangaroa (New Zealand National Institute of...
