Results 81 to 90 of about 747,562 (306)
spGARCH: An R-Package for Spatial and Spatiotemporal ARCH models
, 2018 In this paper, a general overview on spatial and spatiotemporal ARCH models is provided. In particular, we distinguish between three different spatial ARCH-type models. In addition to the original definition of Otto et al.
Otto, Philipp
core
Stationarity and geometric ergodicity of a class of nonlinear ARCH models [PDF]
, 2006 A class of nonlinear ARCH processes is introduced and studied. The existence of a strictly stationary and $\beta$-mixing solution is established under a mild assumption on the density of the underlying independent process.
Sa\"{ı}di, Youssef +1 more
core +2 more sources
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
Income variance dynamics and heterogenity [PDF]
, 2001 Recent theoretical work has shown the importance of measuring microeconomic uncertainty for models of both general and partial equilibrium under imperfect insurance. In this paper the assumption of i.i.d.
Meghir, C., Pistaferri, L.
core +1 more source
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
Evaluating the Three-Dimensional Printing Accuracy of Partial-Arch Models According to Outer Wall Thickness: An In Vitro Study. [PDF]
Materials (Basel), 2021 Shin SH, Kwon JS, Shim JS, Kim JE.
europepmc +1 more source
Volatility forecasts, trading volume, and the ARCH versus option-implied volatility trade-off [PDF]
Market expectations of future return volatility play a crucial role in finance; so too does our understanding of the process by which information is incorporated in security prices through the trading process.
Glen Donaldson, Mark Kamstra
core
Particle modelling of an elastic arch
Applied Mathematical Modelling, 1985 A new particle-type of modelling has been developed for the simulation of phenomena related to the bending of an elastic arch. Application is made to the simulation of snap-through inversion and to the simulation of unstable equilibrium modes. Computer examples are described and discussed.
D. Greenspan, Casulli, Vincenzo
openaire +3 more sources
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
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