... ε α 2 ( z ) d z . Aniel Nieves-González can be contacted at: aniel.nieves@upr.edu 06 04 2021 11 11 2021 02 12 2021 22 12 2021 © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Spectral analysis...

... uses the fact that deep-out-of-the-money puts are used for hedging, whereas deep-out-of-the-money calls are used for speculation. The author uses spectral analysis on QQQ options in the attempt to answer the research question. The author uses spectral analysis because the data in the study are non...

... significant level (Table I). Spectral analysis is an alternative tool for studying cyclical fluctuations in insurance data. The frequency‐domain models are well suited to exploratory investigations, even when relatively short‐time series are available. The periodogram, as an estimate of the spectral...