Results 121 to 130 of about 751,692 (303)
MODELING EXCHANGE RATES USING ARCH FAMILY OF MODELS [PDF]
Challenges of the Knowledge Society, 2016 In this study, after a brief literature review, the RON / EURO exchange rate time series over the 03.01.2005 - 05.02.2015 time period is analyzed. After checking the stationarity of the data - ARCH, GARCH, EGARCH and TARCH models will be developed and ...
Ştefan Cristian CIUCU
doaj
Measuring and Testing the Impact of News on Volatility [PDF]
This paper introduces the News Impact Curve to measure how new information is incorporated into volatility estimates. A variety of new and existing ARCH models are compared and estimated with daily Japanese stock return data to determine the shape of the
Robert F. Engle, Victor K. Ng
core
Dispensing Volumetric Additive Manufacturing
Advanced Functional Materials, EarlyView.Dispensing volumetric additive manufacturing (DVAM) prints 3D structures inside a photocurable resin droplet suspended from the tip of a glass pipette, enabling sequential printing without resin vats or manual part removal. Real‐time droplet profiling and ray‐tracing‐based correction compensate for optical distortion at the curved resin‐air interface ...
Hongryung Jeon +5 more
wiley +1 more source
A Comparison of Dental Arch Width and Length on 3D Digital and Plaster Models
Applied SciencesThe aim of the study was to determine potential deviation in measurements of commonly used orthodontic variables, including intermolar width (IMW), intercanine width (ICW), and arch perimeter (AP), when measured on three-dimensional images compared to ...
Valentina Petrović +5 more
doaj +1 more source
Long Memory Features in Return and Volatility of the Malaysian Stock Market [PDF]
This study aims to investigate the existence of long memory in the Malaysian stock market utilizing daily stock price index from the period 1998:09 to 2009:12.
Mohammad Tariqul Islam Khan +1 more
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Advanced Functional Materials, EarlyView.Molten KNO2 treatment induces a lowrefractive index disordered carbon shell on fluorescent nanodiamonds, enhancing fluorescence emission while preserving spin coherence. Machine learningassisted correlative TEMPL enables direct single‐particle resolution of this enhancement relative to air‐oxidized nanodiamonds of similar morphology, establishing a ...
Parkarsh Kumar +10 more
wiley +1 more source
Strict stationarity testing and estimation of explosive ARCH models [PDF]
This paper studies the asymptotic properties of the quasi-maximum likelihood estimator of ARCH(1) models without strict stationarity constraints, and considers applications to testing problems.
Francq, Christian, Zakoian, Jean-Michel
core +1 more source
Advanced Functional Materials, EarlyView.Two pyridinium‐based ionic liquid templated hybrid manganese halides, (C4Py)2[MnCl4] and (C4Py)2[MnBr4], display similar bulk structures but show significantly different photoluminescence behaviors due to the bromine heavy‐atom effect. Their stable local Mn environments remain intact even in the molten state, allowing applications such as luminescence ...
Biswajit Bhattacharyya +22 more
wiley +1 more source
Testing and modelling autoregressive conditional heteroskedasticity of streamflow processes [PDF]
Nonlinear Processes in Geophysics, 2005 Conventional streamflow models operate under the assumption of constant variance or season-dependent variances (e.g. ARMA (AutoRegressive Moving Average) models for deseasonalized streamflow series and PARMA (Periodic AutoRegressive Moving Average ...
W. Wang +4 more
doaj
Non Linear Moving-Average Conditional Heteroskedasticity [PDF]
Ever since the appearance of the ARCH model (Engle 1982a), an impressive array of variance specifications belonging to the same class of models has emerged.
Alfonso Mendoza +1 more
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