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13
result(s) for
"sneer"
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Information Content in Sneer Asymmetry: An Application to Out-of-Sample Implied Volatility Forecasting
by
Jordan, Steven J.
,
Lee, Wonchang
,
Choi, Youngsoo
in
ad hoc Black-Scholes (AHBS)
,
asymmetric volatility sneer
,
Asymmetry
2015
The ad hoc Black-Scholes (AHBS) is one of the most widely used option valuation models among practitioners. The main contribution of this study is that we improve the out-of-sample forecast accuracy of the AHBS model. First, we make the empirical observation that the call and put sneers are discontinuous and have different slopes when moneyness is equal to one. Next, we propose a new data usage methodology that incorporates the information contained in the asymmetric response of the call and put sneers. Our new method provides more accurate out-of-sample forecasts for several intraday time horizons. Our results are robust across several dimensions, including time period, forecast horizon, moneyness, and model specification.
Journal Article
Become a Sleuth! Mystery Dinner Theaters Let Audience Members Help Solve the Crime
2015
\"It's something that gives you good quality entertainment,\" she said. \"It's clean, family fun. You can take the mom, the grandma, the grandkids. I have quite a few young kids who come often to try to solve the mystery. There is a great interest in that.\" \"We are normally a full house,\" [Diana Webster Biehl] said. \"They're very popular and lots of fun because they're interactive. The audience interacts with the characters and their job is to guess who did it.\" \"The audience investigators don't take a lot away from that monologue, they get more when the actors move through the tables,\" she said. \"But in this one, the opposite is true. They'll get a lot of information by watching the scenes and listening to the dialogue on stage.\"
Newspaper Article
Clark County at Work: Alpha Ecological Pest Control
2013
What's ahead: Alpha is working with area schools through its free online educational resource, Fraboom. The program allows teachers to download educational insect activity books from the online children's museum. CEO [Scott Sneer], \"the bug guy,\" and company mascot, \"Seymour Green,\" educate children through an animated online course on the importance of insects in the environment and how they help humans. Alpha also works to hire veterans and help honor them by donating money, time and volunteers.
Newspaper Article
Oldies Are His Goodies
2008
Every night, [Laboe] gives his listeners a run-through of dedications in between playing classic oldies like \"Earth Angel\" by the Penguins, \"Doo Wa Ditty\" by Zapp & Roger and \"Love Between a Boy and Girl\" by The Temprees alongside new artists like Alicia Keys and Mariah Carey. \"Young Latinos like to hold on to their roots,\" said [Richard Sneer], who stocks Laboe's famous compilations, including his 15 volumes of \"Oldies but Goodies\" collection, 12 \"Dedicated to You\" series and Laboe's Chicano rap compilations \"Viva Hip Hop.\" \"Laboe is just as popular with young Latinos as he was 50 years ago,\" said Sneer, whose store specializes in a variety of Chicano music. \"Oldies are stronger than ever because Laboe has always been on top of his game.\"
Newspaper Article
PLANS UNDER WAY FOR 1ST SUMMER CAMP SPONSORED IN POCONOS BY STATE POLICE
1987
The program is being sponsored by state police Troop N at Hazleton and is open to youngsters from the Panther Valley, Lehighton, Palmerton, Jim Thorpe, Weatherly and Hazleton school districts. He said anyone not receiving an appeal letter who wishes to donate can contact him or send a check or money order to Troop N Camp Cadet, in care of Willard Steigerwalt, 628 Franklin Ave, Palmerton, 18071. Steigerwalt is a retired district justice. PHOTO by UNKNOWN. ; Camp Cadet committee members are (seated from left) Jeffrey Mason, Willard Steigerwalt and [Eugene Durigan], president. Standing (from left) are Elbert Solt, Trooper [John E. Smith], Richard E. Forgay, attorney Gary Dobias and Conrad Sthare.
Newspaper Article
Lilana's Diary
1988
Best Face, Female: Eileen Davidson (Ashley on Y&R) won and second place went to Nina Arvesen (Cassandra on Y&R). Honorable mentions went to Joanna Going (Lisa on Another World), Sandy Ferguson (Amanda on Another World) and Mary Beth Evans (Kayla on Days Of Our Lives). My vote went to Eileen. Best Face, Male: Doug Davidson (Paul on Y&R) just edged out Robert Kelker Kelly (Sam on Another World) to win. Terry Lester (Jack on Y&R), Don Diamont (Brad on Y&R) and A Martinez (Cruz on Santa Barbara) followed in that order. My choice was John Loprieno (Cord on One Life To Live). Best Hair, Male: Thom Bierdz (Phillip on Y&R) just beat out Don Diamont (Brad on Y&R) and Billy Warlock (Frankie on Days). I voted for Steve Schnetzer's (Cass on Another World
Newspaper Article
A l'attention du directeur de l'information: Une plainte donne lieu Ga des accusations de mDefait public
in
SNE, Le
2006
\"Cette affaire comprend de graves allDegations qui ont occasionnDe des prDeoccupations quant Ga la sDecuritDe publique au sein de la collectivitDe militaire et de grands efforts d'enquFete\", a dit Maj. Rob Bell, commandant de la RDegion de l'Ouest du SNEFC. \"Maintenant que des accusations ont DetDe portDees, il est important que les membres de la collectivitDe sachent que le SNEFC ne croit pas que ces DevDenements ont eu lieu.\"
Newspaper Article