Results 201 to 210 of about 1,246,913 (311)

Methodological guidelines for the characterization of polysaccharide helical structures

open access: yesFood Biomacromolecules, EarlyView.
Abstract Polysaccharide chain conformation is a critical determinant of their physicochemical and biological properties; however, reliable identification remains a significant challenge due to the inconsistent structural evidence yielded by conventional analytical techniques.
Yixuan Wu   +5 more
wiley   +1 more source

Fractal Brownian Motion Analysis Using Continuous Wavelet Transform

open access: yes
This article is dedicated for Fractal Brownian process analysis using Continuous Wavelet Transform (Direct and Inverse). Wavelet Analysis of stochastic processes is very important for financial time series analysis, risk estimation and financial time ...
Pučkovs, Andrejs, Matvejevs, Andrejs
core   +1 more source

Bayesian Multivariate Two‐Stage Volatility‐Return Models (MTS‐VR)

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper develops a class of models to capture the joint dynamics of asset returns and multivariate volatility. Owing to its two‐stage construction, this class is referred to as the multivariate two‐stage volatility‐return (MTS‐VR) model.
Zhenglyu Huang   +2 more
wiley   +1 more source

Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley   +1 more source

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