Results 91 to 100 of about 751,692 (303)
Advanced Functional Materials, EarlyView.This study presents novel anti‐counterfeiting tags with multilevel security features that utilize additional disguise features. They combine luminescent nanosized Ln‐MOFs with conductive polymers to multifunctional mixed‐matrix membranes and powder composites. The materials exhibit visible/NIR emission and matrix‐based conductivity even as black bodies.
Moritz Maxeiner +9 more
wiley +1 more source
Mathematical model of a moment-less arch [PDF]
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 2016 This paper presents a mathematical model for predicting the geometrical shapes of rigid, two-pin, moment-less arches of constant cross section. The advancement of this work lies in the inclusion of arch self-weight and the ability to produce moment-less arch forms for any span/rise ratio, and any ratio of uniformly distributed load per unit span,w, to ...
openaire +3 more sources
Enhancing Low‐Temperature Performance of Sodium‐Ion Batteries via Anion‐Solvent Interactions
Advanced Functional Materials, EarlyView.DOL is introduced into electrolytes as a co‐solvent, increasing slat solubility, ion conductivity, and the de‐solvent process, and forming an anion‐rich solvent shell due to its high interaction with anion. With the above virtues, the batteries using this electrolyte exhibit excellent cycling stability at low temperatures. Abstract Sodium‐ion batteries
Cheng Zheng +7 more
wiley +1 more source
Evaluation of VaR Estimates based on ARCH type Models [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2011 This paper studies four ARCH type models including ARCH, GARCH, EGARCH and TGARCH at Value at Risk (VaR) estimation. The four models were applied to daily Tehran stock market data to assess each model in estimating one day Value at Risk at various ...
Naser Khiabani, Maryam Sarooghi
doaj
The Cusum Test for Parameter Change in Regression with ARCH Errors [PDF]
In this paper, we concentrate ourselves on Inclán and Tiao (1994)'s cusum test in regression models with ARCH errors. The ARCH and GARCH models have long been popular in financial time series analysis. For a general review, see Gouriéroux (1997).Inclán
Koichi Maekawa, Lee, Sangyeol
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Stretching the Printability Metric in Direct‐Ink Writing with Highly Extensible Yield‐Stress Fluids
Advanced Functional Materials, EarlyView.This study introduces “drawability” as a new metric for assessing printability in direct‐ink writing, focusing on gap‐spanning performance and speed robustness. By designing yield‐stress fluids with high extensibility, we demonstrate that extensional strain‐to‐break significantly enhances printability.
Chaimongkol Saengow +9 more
wiley +1 more source
A note on the geometric ergodicity of a nonlinear AR–ARCH model [PDF]
This note studies the geometric ergodicity of nonlinear autoregressive models with conditionally heteroskedastic errors. A nonlinear autoregression of order p (AR(p)) with the conditional variance specified as the conventional linear autoregressive ...
Mika Meitz, Pentti Saikkonen
core
Advanced Functional Materials, EarlyView.The study presents biodegradable and recyclable mixed‐matrix membranes (MMMs), hydrogels, and cryogels using luminescent nanoscale metal‐organic frameworks (nMOFs) and biopolymers. These bio‐nMOF‐MMMs combine europium‐based nMOFs as probes for the status of the materials with the biopolymers agar and gelatine and present alternatives to conventional ...
Moritz Maxeiner +4 more
wiley +1 more source
Photoelastic analysis of stress generated by Connecticut Intrusion Arch (CIA)
Dental Press Journal of OrthodonticsObjective: The present in vitro study evaluated, by means of the photoelastic technique, the effects generated by the Connecticut Intrusion Arch (CIA), with a 90o bend on the distal surface of molar tubes and using the 4 x 2 appliance on the anterior ...
Alessandro Schwertner +3 more
doaj +1 more source
SPURIOUS AND HIDDEN VOLATILITY [PDF]
This paper analyzes the effects caused by outliers on the identification and estimation of GARCH models. We show that outliers can lead to detect spurious conditional heteroscedasticity and can also hide genuine ARCH effects.
Daniel Peña +2 more
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