Results 101 to 110 of about 747,562 (306)
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
core
Advanced Functional Materials, EarlyView.A multivalent antiviral platform based on honeycomb‐shaped DNA nanostructures (HC–Urumin) is developed to enhance the potency and breadth of the host defense peptide Urumin. Through spatially patterned trimeric presentation, HC–Urumin disrupts influenza A virus entry, improves cell viability, and reduces disease severity in vivo‐offering a modular and ...
Saurabh Umrao +11 more
wiley +1 more source
Pressure-Arching Characteristics in Roof Blocks during Shallow Coal Mining
Advances in Civil Engineering, 2018 To reveal the performance of the stepped subsidence and the strong roof weighting during shallow coal mining, taking the fully mechanized mining face with large mining height in the Shendong mining area in China as the engineering background, theoretical
Yanhai Zhao +4 more
doaj +1 more source
Answering the Critics: Yes, ARCH Models Do Provide Good Volatility Forecasts [PDF]
Volatility permeates modern financial theories and decision making processes. As such, accurate measures and good forecasts of future volatility are critical for the implementation and evaluation of asset pricing theories.
Tim Bollerslev, Torben G. Andersen
core
Spectrally Tunable 2D Material‐Based Infrared Photodetectors for Intelligent Optoelectronics
Advanced Functional Materials, EarlyView.Intelligent optoelectronics through spectral engineering of 2D material‐based infrared photodetectors. Abstract The evolution of intelligent optoelectronic systems is driven by artificial intelligence (AI). However, their practical realization hinges on the ability to dynamically capture and process optical signals across a broad infrared (IR) spectrum.
Junheon Ha +18 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
Asymptotic Filtering Theory for Multivariate Arch Models* [PDF]
Journal of Econometrics, 1996 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire +1 more source
Advanced Functional Materials, EarlyView.This study advances our understanding of aortic valve stenosis by capturing spatially resolved chemical and structural changes at the nanoscale. The findings highlight the potential of combined Raman and electron microscopy for understanding calcification mechanisms across diverse tissue types.
Robin H. M. Van der Meijden +11 more
wiley +1 more source
Asymmetric Response of Volatility: Evidence from Stochastic Volatility Models and Realized Volatility [PDF]
This paper examines the asymmetric response of equity volatility to return shocks. We generalize the news impact function (NIF), originally introduced by Engle and Ng (1993) to study asymmetric volatility under the ARCH-type models, to be applicable to ...
Jun Yu
core
Advanced Functional Materials, EarlyView.A new electrochemical system based on a microporous hybrid of carbon nanoplatelets and nanotubes to selectively capture Ni2+ from wastewater is constructed. The system temperature rises rapidly when irradiated with sunlight, which enhances the Ni2+ removal rate by 250% and the selectivity by 53%, and the energy consumption is also reduced by 51 ...
Ziquan Wang +11 more
wiley +1 more source