Results 81 to 90 of about 2,383,288 (179)
Dynamical dimer-dimer correlation functions from exact diagonalization
A regularization method is presented to deduce dynamic correlation functions from exact diagonalization calculations. It is applied to dimer-dimer correlation functions in quantum spin chains relevant for the description of spin-Peierls systems.
Werner, Ralph
core +1 more source
Green Hydrogen Market and Green Cryptocurrencies: A Dynamic Correlation Analysis
The urgent need to mitigate climate change has elevated green hydrogen as a sustainable alternative to fossil fuels, while green cryptocurrencies have emerged to address the environmental concerns of traditional cryptocurrency mining.
Eder J. A. L. Pereira +2 more
doaj +1 more source
Dynamic Conditional Correlation with Elliptical Distributions [PDF]
The Dynamic Conditional Correlation model of Engle has made the estimation of multivariate GARCH models feasible for reasonably big vectors of securities’ returns.
Matteo M. Pelagatti, Stefania Rondena
core
Dynamic evolution of cross-correlations in the Chinese stock market
We study the dynamic evolution of cross-correlations in the Chinese stock market mainly based on the random matrix theory (RMT). The correlation matrices constructed from the return series of 367 A-share stocks traded on the Shanghai Stock Exchange from ...
Ren, Fei, Zhou, Wei-Xing
core +3 more sources
Correlated dynamics in aqueous proton diffusion
Correlated hopping directions are observed in ab initio simulation of proton diffusion indicating that the simple random walk model is not valid for the interpretation of experimental results.
Sean A. Fischer +2 more
openaire +4 more sources
Zero Temperature Glass Transition in the Two-Dimensional Gauge Glass Model
We investigate dynamic scaling properties of the two-dimensional gauge glass model for the vortex glass phase in superconductors with quenched disorder.
B.J. Kim +24 more
core +1 more source
A generalized Dynamic Conditional Correlation Model for Portfolio Risk Evaluation [PDF]
We propose a generalization of the Dynamic Conditional Correlation multivariate GARCH model of Engle (2002) and of the Asymmetric Dynamic Conditional Correlation model of Cappiello et al. (2006).
Massimiliano Caporin, Monica Billio
core
Dynamic Labyrinthine Pattern in an Active Liquid Film
We report the generation of a dynamic labyrinthine pattern in an active alcohol film. A dynamic labyrinthine pattern is formed along the contact line of air/pentanol/aqueous three phases.
A. A. Nepomnyashchy +5 more
core +1 more source
Correlated Dynamics in Egocentric Communication Networks
We investigate the communication sequences of millions of people through two different channels and analyze the fine grained temporal structure of correlated event trains induced by single individuals. By focusing on correlations between the heterogeneous dynamics and the topology of egocentric networks we find that the bursty trains usually evolve for
Karsai, Márton +3 more
openaire +8 more sources

