Blar i NHH Brage på emneord "volatility"
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Oil and gas service companies adapting procurement and sourcing to the volatile oil and gas market
(Master thesis, 2015)The purpose of this paper is to address the increasing importance of supply chain agility for oil and gas service companies. In a highly volatile and complex oil and gas industry, service companies are increasingly ... -
Properties of range-based volatility estimators
(Journal article; Peer reviewed, 2012)Volatility is not directly observable and must be estimated. Estimator based on daily close data is imprecise. Range-based volatility estimators provide significantly more precision, but still remain noisy volatility ...