Results 151 to 160 of about 751,692 (303)

Forecasting Value-at-Risk Using the Markov-Switching ARCH Model [PDF]

This paper analyzes the application of the Markov-switching ARCH model (Hamilton and Susmel, 1994) in improving value-at-risk (VaR) forecast. By considering a mixture of normal distributions with varying variances over different time and regimes, we find
Wei-Ting Tang, Yin-Feng Gau
core  

Large Transverse Thermoelectric Effect in Weyl Semimetal TaIrTe4 Engineered for Photodetection

Advanced Functional Materials, EarlyView.
This experimental work shows that the anomalous scanning photocurrent response patterns of the Weyl semimetal TaIrTe4${\rm TaIrTe}_4$ under visible and long‐wave infrared illumination are due to a large transverse thermoelectric response of the material.
Morgan G. Blevins, Xianglin Ji, Vivian J. Santamaria‐Garcia, Abhishek Mukherjee, Thanh Nguyen, Mingda Li, Svetlana V. Boriskina   +6 more
wiley   +1 more source

Asymptotically Optimal Tests when Parameters are Estimated

, 2011
The main purpose of this paper is to provide an asymptotically optimal test. The proposed statistic is of Neyman-Pearson-type when the parameters are estimated with a particular kind of estimators.
Lounis, Tewfik
core   +1 more source

Fluid Forces Control Structural Remodeling of Blind‐Ended Lymphatic Microvessels

Advanced Healthcare Materials, EarlyView.
Using innovative microfluidic biofabrication with fluid mechanical insights, we recapitulated the blind‐ended microanatomy and physiological drainage properties of capillary lymphatics. Our results reveal the interrelationship between intra‐ and extraluminal regions of lymphatic vessels due to flow‐induced sprouting and morphological changes that ...
Jacob C. Holter, Shashwat S. Agarwal, Joseph W. Tinapple, Joseph M. Barlage, Travis H. Jones, Jonathan W. Song   +5 more
wiley   +1 more source

Price volatility forecasts for agricultural commodities:an application of volatility models,option implieds and composite approaches forfutures prices of corn and wheat [PDF]

There has been substantial research effort aimed to forecast futures price return volatilities of financial and commodity assets. Some part of this research focuses on the performance of time-series models (in particular ARCH models) versus option ...
Benavides, Guillermo
core  

Characterization of an Injectable Poly(vinyl alcohol)‐gelatin Hydrogel for Growth Factor Delivery in an Orthopedic Application

Advanced Healthcare Materials, EarlyView.
This work introduces photo‐crosslinkable tyraminated poly(vinyl alcohol)‐gelatin (PVA‐GT) hydrogels as tunable injectable platforms for tissue engineering and growth factor delivery applications. This schematic illustrates the two developed hydrogel formulations and the experimental workflow used to evaluate their physico‐chemical properties in vitro ...
Alessia Longoni, Gretel S. Major, Sam Arnold, Samuel Tomkins, Eugenia Spessot, Scott Loeffler, Kieran Lau, Richard Tan, Jessica Harte, Roslyn Kemp, Tess Reynolds, Jelena Rnjak‐Kovacina, Gary J. Hooper, Tim B. F. Woodfield, David C. Kieser, Khoon S. Lim   +15 more
wiley   +1 more source

MODEL MATEMATIK UNTUK MENENTUKAN NILAI TUKAR MATA UANG RUPIAH TERHADAP DOLLAR AMERIKA

Jurnal Teknik Industri, 1999
The main objective of this paper is to estimate parameters in the heteroskedasticity models, particularly in Auto Regressive Conditional Heteroskedasticity - ARCH(1) and Generalized Autoregressive Conditional Heteroskedasticity- GARCH(1,1).
Jani Rahardjo, Shirley Adelia, Siana Halim   +2 more
doaj  

Market Reaction and Volatility in the Brazilian Stock Market [PDF]

We perform an event study to investigate stock returns associated to the announcement of equity issues by Brazilian firms between 1992 and 2003 aiming to determine the market reaction before, during, and after the issue announcement.
Alberto Shigueru Matsumoto, Otavio Ribeiro De Medeiros   +1 more
core  

Small Extracellular Vesicles from Neural Cells: Physiological and Pathological Roles, and Potential in Neurodegenerative Therapy

Advanced Healthcare Materials, EarlyView.
Neural cell–derived small extracellular vesicles (sEVs) are emerging as pivotal mediators in neurodegenerative diseases, exerting both pathogenic and therapeutic functions. This review synthesizes current evidence on how sEVs from distinct neural cell types regulate neurodegeneration, neuroprotection, biomarker discovery, and targeted drug delivery ...
Muhammad Waqas Salim, Wei Zhang, Lyndsey Collins‐Praino, Yuling Wang, Andrew Care   +4 more
wiley   +1 more source

Nanotherapies for Atherosclerosis: Targeting, Catalysis, and Energy Transduction

Advanced Healthcare Materials, EarlyView.
Atherosclerosis management is hindered by poor drug targeting and plaque heterogeneity. Nanotechnology overcomes these barriers via three core strategies: (1) target‐engineered nanocarriers that achieve lesion‐specific precision via ligand modification, biomimetic camouflage, stimuli‐responsive release, and self‐propelling nanomotors; (2) catalytic ...
Yuqi Yang, Jingguo Qu, Tonghuan Xiao, Xinyang Han, Michael Tin‐Cheung Ying   +4 more
wiley   +1 more source