The distribution of realized stock return volatility
…, T Bollerslev, FX Diebold, H Ebens - Journal of financial …, 2001 - Elsevier
… of the continuously compounded h-period returns, r t+h,h ≡p t+h −p t , is then(2) r t+h,h |σ
μ t+τ ,Ω t+τ τ=0 h ∼N ∫ 0 h μ t+τ d τ, ∫ 0 h Ω t+τ d τ , where σ μ t+τ ,Ω t+τ τ=0 h denotes the σ-…
μ t+τ ,Ω t+τ τ=0 h ∼N ∫ 0 h μ t+τ d τ, ∫ 0 h Ω t+τ d τ , where σ μ t+τ ,Ω t+τ τ=0 h denotes the σ-…
[PDF][PDF] Realized stock volatility
H Ebens - Department of Economics, Johns Hopkins University, 1999 - Citeseer
Using intradaily high-frequency returns on the Dow Jones Industrial Average portfolio over
the January 1993 to May 1998 period, we document the properties of interdaily ‘realized’…
the January 1993 to May 1998 period, we document the properties of interdaily ‘realized’…
[PDF][PDF] The distribution of stock return volatility
…, T Bollerslev, FX Diebold, H Ebens - NBER Working Paper …, 2000 - Citeseer
We exploit direct model-free measures of daily equity return volatility and correlation obtained
from high-frequency intraday transaction prices on individual stocks in the Dow Jones …
from high-frequency intraday transaction prices on individual stocks in the Dow Jones …
Immunomodulatory effects of amniotic membrane matrix incorporated into collagen scaffolds
RA Hortensius, JH Ebens… - Journal of Biomedical …, 2016 - Wiley Online Library
… albumin and 0.1% Tween 20 for 1 h under shaking at room temperature. Then scaffolds …
% sucrose for 1 h followed by Optimal cutting temperature compound (OCT) for 1 h. Sections of …
% sucrose for 1 h followed by Optimal cutting temperature compound (OCT) for 1 h. Sections of …
Incorporation of the amniotic membrane as an immunomodulatory design element in collagen scaffolds for tendon repair
RA Hortensius, JH Ebens, MJ Dewey… - … biomaterials science & …, 2018 - ACS Publications
Tendon injuries often require surgical intervention and even then result in poor outcomes
due to scar formation and repeated failure. Biomaterial implants offer the potential to address …
due to scar formation and repeated failure. Biomaterial implants offer the potential to address …
Introducing the multi-asset strategy index
H Ebens, C Kotecha, A Ypsilanti… - The Journal of …, 2009 - search.proquest.com
Diversification benefits in general can be obtained by investing in assets with low correlations,
and risk reduction can be monetized via leverage. In this article the authors propose and …
and risk reduction can be monetized via leverage. In this article the authors propose and …
[BOOK][B] On modeling and forecasting stock volatility
H Ebens - 2001 - search.proquest.com
INFORMATION TO USERS Page 1 INFORMATION TO USERS This manuscript has been
reproduced from the microfilm master. UMI films the text directly from the original or copy …
reproduced from the microfilm master. UMI films the text directly from the original or copy …
Discovery of novel pyrazolo [1, 5-a] pyrimidines as potent pan-Pim inhibitors by structure-and property-based drug design
…, J Drummond, G Chan, E Harstad, AJ Ebens - Bioorganic & medicinal …, 2013 - Elsevier
Pim kinases are promising targets for the development of cancer therapeutics. Among the
three Pim isoforms, Pim-2 is particularly important in multiple myeloma, yet is the most difficult …
three Pim isoforms, Pim-2 is particularly important in multiple myeloma, yet is the most difficult …
Conjugation site modulates the in vivo stability and therapeutic activity of antibody-drug conjugates
…, D Patel, SD Spencer, LA Khawli, A Ebens… - Nature …, 2012 - nature.com
The reactive thiol in cysteine is used for coupling maleimide linkers in the generation of
antibody conjugates. To assess the impact of the conjugation site, we engineered cysteines into …
antibody conjugates. To assess the impact of the conjugation site, we engineered cysteines into …
Anti-CD20/CD3 T cell–dependent bispecific antibody for the treatment of B cell malignancies
…, T Junttila, K Totpal, MS Dennis, AJ Ebens - Science translational …, 2015 - science.org
Bispecific antibodies and antibody fragments in various formats have been explored as a
means to recruit cytolytic T cells to kill tumor cells. Encouraging clinical data have been …
means to recruit cytolytic T cells to kill tumor cells. Encouraging clinical data have been …