Zobrazeno 1 - 10
of 237
pro vyhledávání: '"Ballestra P"'
We introduce a novel GARCH model that integrates two sources of uncertainty to better capture the rich, multi-component dynamics often observed in the volatility of financial assets. This model provides a quasi closed-form representation of the chara
Externí odkaz:
http://arxiv.org/abs/2410.14585
Christoffersen, Jacobs, Ornthanalai, and Wang (2008) (CJOW) proposed an improved Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model for valuing European options, where the return volatility is comprised of two distinct components
Externí odkaz:
http://arxiv.org/abs/2410.14513
The process of market digitization at the world level and the increasing and extended usage of digital devices reshaped the way consumers employ their leisure time, with the emergence of what can be called digital leisure. This new type of leisure pr
Externí odkaz:
http://arxiv.org/abs/2212.02119
Autor:
Pierre Moulis, Cécile Miot-Sertier, Céline Franc, Laurent Riquier, Beata Beisert, Stéphanie Marchand, Gilles de Revel, Doris Rauhut, Patricia Ballestra
Publikováno v:
OENO One, Vol 58, Iss 3 (2024)
The presence of mousy off-flavours in wine, attributed to the production of N-heterocycles by lactic acid bacteria or Brettanomyces bruxellensis, poses a significant challenge in the winemaking industry. This study is the first one to investigate the
Externí odkaz:
https://doaj.org/article/530305b8512847c6b2af946025f6078f
Autor:
Paul Le Montagner, Laeticia Etourneau, Patricia Ballestra, Marguerite Dols-Lafargue, Warren Albertin, Julie Maupeu, Virginie Moine, Vincent Renouf, Isabelle MASNEUF-POMAREDE
Publikováno v:
OENO One, Vol 58, Iss 3 (2024)
The cellar environment harbours a consortium of microorganisms on the material surfaces and in the air. Among these microorganisms, the spoilage yeast Brettanomyces bruxellensis can colonise surfaces due to its specific bioadhesive properties. In thi
Externí odkaz:
https://doaj.org/article/906503121afa4e849142bdcdaaf06bf9
The mixed fractional Brownian motion ($mfBm$) has become quite popular in finance, since it allows one to model long-range dependence and self-similarity while remaining, for certain values of the Hurst parameter, arbitrage-free. In the present paper
Externí odkaz:
http://arxiv.org/abs/2105.06999
Akademický článek
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Autor:
Pierre Moulis, Cécile Miot-Sertier, Céline Franc, Laurent Riquier, Stéphanie Marchand, Gilles de Revel, Doris Rauhut, Patricia Ballestra
Publikováno v:
IVES Technical Reviews (2023)
In wines, rice cake and sausage skin aromas are generally associated with the alteration of mousy off-flavours and constitute an increasingly prevalent deviation in some wines. In the present study microorganisms present in 25 altered wines were isol
Externí odkaz:
https://doaj.org/article/a57f4b71840f44a7807b27d77caa1c0e
Autor:
Daiki Kiyomichi, Céline Franc, Pierre Moulis, Laurent Riquier, Patricia Ballestra, Stéphanie Marchand, Sophie Tempère, Gilles de Revel
Publikováno v:
IVES Technical Reviews (2023)
The compounds described as being responsible for mousy off-flavor in wine are 2-acetylpyrroline (APY), 2-acetyltetrahydropyridine (ATHP) and 2-ethyltetrahydropyridine (ETHP). However, assay of these compounds is difficult due to their physical-chemic
Externí odkaz:
https://doaj.org/article/2b59914f41be430790763156e4831bef
Autor:
Laura Ballestra
Publikováno v:
AIB Studi, Vol 63, Iss 2 (2023)
Externí odkaz:
https://doaj.org/article/7f20140a7fea4772afe73ac2ce54c55f