Results 141 to 150 of about 751,692 (303)
Modeling variations in the cedi/dollar exchange rate in Ghana: an autoregressive conditional heteroscedastic (ARCH) models. [PDF]
Springerplus, 2015 Techie Quaicoe M +3 more
europepmc +1 more source
LARCH, Leverage and Long Memory [PDF]
We consider the long memory and leverage properties of a model for the conditional variance of an observable stationary sequence, where the conditional variance is the square of an inhomogeneous linear combination of past values of the observable ...
Donatas Surgailis +3 more
core
Advanced Functional Materials, EarlyView.We report a versatile nanoclay gel carrier platform that enhances the osteogenic efficacy of demineralized bone matrix (DBM) by integrating nanoclay‐based self‐assembly with cell‐derived exosome mimetics loaded with noggin‐targeting miR‐200c. This design amplifies BMP signaling, thereby promoting DBM‐mediated osteogenesis and offering a promising ...
Changlu Xu +7 more
wiley +1 more source
The analysis of interest rate mean and volatility spillover to the industrial production index and stock markets: The case of China [PDF]
Empirical results found the parameter estimates for the CCC-MGARCH models display that the short run persistence is positive and significant and the positive and significant ARCH and GARCH term show the ARCH and GARCH effect exist in these models.
Ching-Chun Wei
core
Advanced Functional Materials, EarlyView.A sulfonated poly(ether ether ketone)‐based hybrid membrane is fabricated with fluorine‐doped carbon dot (FCD) and functionalized metal organic framework (MIL−101−NH2). The novel design reduces unwanted ion crossover while maintaining a sufficient proton transport pathway.
Tan Trung Kien Huynh +8 more
wiley +1 more source
A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models [PDF]
We investigate a new separable nonparametric model for time series, which includes many ARCH models and AR models already discussed in the literature.
Oliver Linton, Woocheol Kim
core
Advanced Functional Materials, EarlyView.Inspired by natural silicified wood, a biomimetic mineralized chitin‐derived aerogel is constructed. It can withstand 81 000 times its own weight, and its backside temperature is 130.4°C after exposure to ∼1300°C butane flame for 600 s, exhibiting high‐strength, fire‐resistance, and super thermal‐insulation properties.
Kai Xu +11 more
wiley +1 more source
Advanced Functional Materials, EarlyView.This paper presents a digital microfluidics‐based technique for transferring and reconfiguring soft nanomembranes. Laser‐machined nanothin membranes are picked up, transported, and aligned via tailored surface tension and the actuation of water droplets, enabling the development of flexible electronics, the integration of functional materials on 3D ...
Quang Anh Nguyen +15 more
wiley +1 more source
Multivariate ARCH with spatial effects for stock sector and size [PDF]
This paper applies a new spatial approach for the specfication of multivariate GARCH models, called Spatial Effects in ARCH, SEARCH. We consider spatial dependence associated with industrial sectors and capitalization size.
Caporin Massimiliano, Paruolo Paolo
core
Advanced Functional Materials, EarlyView.When hydrated zinc ions are deposited onto Cu substrates at practical current densities, the modified Cu enables simultaneously compact zinc growth and suppressed hydrogen evolution. This regulatory effect originates from the superior adsorption of the modified Cu interface, which enhances zincophilicity and the hydrogen desorption barrier, thereby ...
Zhe Zhu +8 more
wiley +1 more source