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
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’…

[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 …

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 …

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 …

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 …

[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 …

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 …

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 …

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 …