7 resultados para implied volatility
em Universidade do Minho
Resumo:
Tese de Doutoramento em Ciências da Literatura (área de especialização em Literatura Portuguesa).
Resumo:
In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.
Resumo:
Gold nanorods (AuNRs) have emerged as an exceptional nanotool for a myriad of applications ranging from cancer therapy to tissue engineering. However, their surface modification with biocompatible and stabilizing biomaterials is crucial to allow their use in a biological environment. Herein, low-acyl gellan gum (GG) was used to coat AuNRs surface, taking advantage of its stabilizing, biocompatible and gelling features. The layer-by-layer based strategy implied the successive deposition of poly(acrylic acid), poly(allylamine hydrochloride) and GG, which allowed the formation of a GG hydrogel-like shell with 7 nm thickness around individual AuNRs. Stability studies in a wide range of pH and salt concentrations showed that the polysaccharide coating can prevent AuNRs aggregation. Moreover, a reversible pH-responsive feature of the nanoparticles was observed. Cytocompatibility and osteogenic ability of GG-coated AuNRs was also addressed. After 14 days of culturing within SaOS-2, an osteoblast-like cell line, in vitro studies revealed that AuNRs-GG exhibit no cytotoxicity, were internalized by the cells and localized inside lysosomes. AuNRs-GG combined with osteogenic media enhanced the mineralization capacity two-fold, as compared to cells exposed to osteogenic media alone. The proposed system has shown interesting features for osteogenesis, and further insights might be relevant for drug delivery, tissue engineering and regenerative medicine.
Resumo:
Dissertação de mestrado em Finanças
Resumo:
Tese de Doutoramento em Ciências (Especialidade de Física)
Resumo:
Relatório de estágio de mestrado em Ciências da Comunicação (área de especialização em Publicidade e Relações Públicas)
Resumo:
Dissertação de mestrado em Ciências da Educação (área de especialização em Supervisão Pedagógica na Educação em Ciências)