Results 71 to 80 of about 525,958 (299)

Forecasting Renminbi Exchange Rate Volatility Using CARR-MIDAS Model

Complexity, 2022
In this study, we propose to employ the conditional autoregressive range-mixed-data sampling (CARR-MIDAS) model to model and forecast the renminbi exchange rate volatility. The CARR-MIDAS model exploits intraday information from the intraday high and low
Xinyu Wu, Mengqi Wu
doaj   +1 more source

Stochastic‐MTJ Sampler Arrays for In‐Array Monte–Carlo Estimation

Advanced Electronic Materials, EarlyView.
A low‐energy‐barrier magnetic tunnel junction array is operated as a probability‐domain sampler: each cell's random switching, programmed through a shared digital‐to‐analog converter, makes the per‐column multiply–accumulate an unbiased Monte–Carlo expectation estimator that returns both a mean and a calibrated uncertainty.
Ran Zhang, Nellie Laleni, Sina Ranjbar, Andreas Tsiougkos, Nandakishor Yadav, Vasilis Pavlidis, Thomas Kämpfe   +6 more
wiley   +1 more source

Volatility Forecasting [PDF]

Volatility has been one of the most active and successful areas of research in time series econometrics and economic forecasting in recent decades. This chapter provides a selective survey of the most important theoretical developments and empirical ...
Tim Bollerslev, Torben G. Andersen, Francis X. Diebold, Peter F. Christoffersen   +3 more
core   +4 more sources

A new method for estimating liquidity and stock returns in Indian stock market

China Accounting and Finance Review
This study aims to explore the impact of systematic liquidity risk on the averaged cross-sectional equity return of the Indian equity market. It also examines the effects of illiquidity and decomposed illiquidity on the conditional volatility of the ...
Tapas Kumar Sethy, Naliniprava Tripathy
doaj   +1 more source

A Single Volatile VO2 Memristor Enabling Neuromorphic Perception, Learning, and Computing

Advanced Electronic Materials, EarlyView.
A single volatile VO2 memristor fabricated via atomic layer deposition is demonstrated as a multifunctional neuromorphic device enabled by intrinsic threshold‐switching dynamics. The device reproduces neuron‐like integration and firing, short‐timescale associative learning, temporal ECG pattern classification, and nociceptive responses to electrical ...
Bingkai Ding, Bohao Ding, Omesh Kapur, Yisong Han, Richard Beanland, Kai Sun, C. H. (Kees) de Groot, Ruomeng Huang   +7 more
wiley   +1 more source

Analysis of return and volatility spillover between oil-gold and oil-bitcoin during the covid-19 pandemic [PDF]

E3S Web of Conferences
This study analyzes the return and volatility spillover between oil-gold and oil-Bitcoin pairs before and after the COVID-19 pandemic using the Dynamic Conditional Correlation Generalized Autoregressive Conditional Heteroskedasticity (DCC-GARCH) model ...
Inayah Asty Khairi, Ginoga Lesia Fatma, Tanjungan Dahri, Ramadhanti Resti Jayeng, Rosyanti Novi   +4 more
doaj   +1 more source

Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions [PDF]

This paper investigates whether the risk-return relation varies, depending on changing market volatility and up/down market conditions. Three market regimes based on the level of conditional volatility of market returns are specified - 'low', 'neutral ...
Robert Faff, Don U.A. Galagedera
core  

Differentiated Impacts of EU Rural Development Measures: A Finite Mixture Evaluation of Italian Olive Farms

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT This paper examines the relationship between participation in the EU Rural Development Program and the economic performance of Italian olive farms using a finite‐mixture model with inverse‐probability‐weighted regression adjustment. Based on 2010–2022 FADN panel data, it estimates heterogeneous treatment effects while correcting for selection ...
Francesco Caracciolo, Marilena Furno
wiley   +1 more source

FOOD PRICE VOLATILITY EFFECT OF EXCHANGE RATE VOLATILITY IN NIGERIA

Review of Innovation and Competitiveness, 2018
Purpose. There are sufficient evidences in the literature that welfare of food producers and consumers is easily compromised due to unfavorable food price volatility dynamics. Therefore, this study investigates the volatility dynamics in food price index
Edamisan Ikuemonisan, Igbekele Ajibefun, Taiwo Ejiola Mafimisebi   +2 more
doaj   +1 more source

Target zones and conditional volatility: the role of realignments [PDF]

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 ...
Christopher J. Neely
core