Results 51 to 60 of about 505,642 (295)
Sustainable Development and Engineering Economics, 2023 Measurement and forecasting of volatility and income correlation are achieved by non-parametric methods using high-frequency price data. Due to accurate calculations of conditional volatility and correlation forecasting, it is possible to correctly ...
John Guyomey, Andrey Zaitsev
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Closing the Empirical Loop: Autonomous AI Agents Conduct End‐to‐end Research With Human Participants
Advanced Science, EarlyView.A multi‐agent AI system autonomously executes the complete scientific workflow, from hypothesis to manuscript, across three psychological studies involving 288 participants. The system designs experiments, collects real world data, develops analysis pipelines, and writes manuscripts with theoretical rigor comparable to experienced researchers.
Gabrielle Wehr +6 more
wiley +1 more source
Interest Rate Volatility and Stock Returns: A GARCH (1,1) Model
Ramanujan International Journal of Business and Research, 2017 The present study attempts to examine the dual impact of changes in interest rate and interest rate volatility on the mean and variance of portfolio stock returns.
Dr. K. Latha +2 more
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Advanced Science, EarlyView.This graphical abstract presents gut microbial cross‐feeding through a Mechanism–Technology–Application framework. It summarizes major resource‐transfer modes, the experimental and computational tools used to establish causality, and potential interventions involving dietary substrates, live biotherapeutic products, and engineered microbes.
Chuankai Sun +7 more
wiley +1 more source
SAGE Open, 2019 Volatility exchanges between equity markets and oil markets are vital for portfolio designing and risk management. This study empirically analyses the interdependence of stock and oil market for G7 countries. For econometric estimations, we used the data
Shahid Ali +4 more
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MXene‐Based Room‐Temperature NO2 Gas Sensors: A Meta‐Analysis
Advanced Science, EarlyView.This study presents the first comprehensive meta‐analysis of MXene‐based NO2 sensors, decoding 32 study characteristics across 61 peer‐reviewed studies. By isolating materials chemistry as the primary performance driver over device‐level parameters, the authors establish a methodological blueprint and a predictive structure–function map to accelerate ...
Alexander Khort +3 more
wiley +1 more source
Target zones and conditional volatility: The role of realignments [PDF]
Journal of Empirical Finance, 1999 Abstract This paper examines the relationship between the conditional volatility of target zone exchange rates and realignments of the system. To investigate this question, modified jump-diffusion Generalized Autoregressive Conditional Heteroskedasticity (GARCH) and absolute value GARCH models are fit to six exchange rates of the Exchange Rate ...
openaire +1 more source
Conditional Heteroskedasticity in the Volatility of Asset Returns [PDF]
SSRN Electronic Journal, 2021 We propose a new class of conditional heteroskedasticity in the volatility (CHV) models which allows for time-varying volatility of volatility in the volatility of asset returns. This class nests a variety of GARCH-type models and the SHARV model of Ding (2021). CH-V models can be seen as a special case of the stochastic volatility of volatility model.
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Advanced Science, EarlyView.This study integrates rice immune perception, signal transduction, and resistance output into a multi‐omics framework. By combining high‐throughput sequencing, phenomics, and AI‐assisted design with marker‐assisted selection, gene editing, and rapid domestication, we aim to accelerate the precise breeding of disease‐resistant rice varieties by ...
Xinyue Hou +4 more
wiley +1 more source
Exploring the Dynamic Links between GCC Sukuk and Commodity Market Volatility
International Journal of Financial Studies, 2018 This study investigates the impact of commodity price volatility (including soft commodities, precious metals, industrial metals, and energy) on the dynamics of corporate sukuk returns.
Nader Naifar
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