Results 51 to 60 of about 30,945,589 (274)
Long memory with Markov-Switching GARCH [PDF]
The paper considers the Markov-Switching GARCH(1,1)-model with time-varying transition probabilities. It derives su?cient conditions for the square of the process to display long memory and provides some additional intuition for the empirical observation
Krämer, Walter
core +2 more sources
Assessing the Influence of Investor Sentiment on the Performance of the Stock Prices: Analyzing Stock Returns and Volatility During the COVID-19 Pandemic and Periods of Market Fluctuations [PDF]
MSA-Management Sciences JournalThe primary objective of this study is to examine how investor sentiment affects stock market performance, with a particular focus on two indicators: stock returns and stock market volatility. The analysis takes into account the impact of the coronavirus
Sarah Hassan
doaj +1 more source
Modelos Heterocedásticos - ARCH e GARCH
, 2010 Métodos Quantitativos em Economia e ...
openaire +2 more sources
Advanced Energy Materials, Volume 15, Issue 11, March 18, 2025.A closed‐loop, data‐driven approach facilitates the exploration of high‐performance Si─Ge─Sn alloys as promising fast‐charging battery anodes. Autonomous electrochemical experimentation using a scanning droplet cell is combined with real‐time optimization to efficiently navigate composition space.
Alexey Sanin +7 more
wiley +1 more source
Exacta, 2018 Este estudo verificou a persistência na variância e a ocorrência de quebras estruturais nas séries de preços da manga e uva exportadas da Bahia, Brasil, dada a simultaneidade desses fatos que prejudicam a eficiência dos modelos de gestão de risco ...
Abdinardo Moreira Barreto de Oliveira +1 more
doaj +1 more source
, 2023 Abstract Early theories of finance discarded the role of human behaviour in decision making, but over a period it is realised that human emotions play pivotal role in investors’ choice. Investors’ behaviour gets affected by so many factors namely personal factors, demographic factors, geographic factors, regulatory factors, macro- economic ...
openaire +1 more source
Advanced Energy Materials, EarlyView.Composite cathode engineering and stack pressure co‐optimization enable a high‐performance all‐solid‐state chloride‐ion battery based on a VOCl/CsSn₀.₉In₀.₀₆₇Cl3/In architecture, delivering 169 mAh g−1 with 500‐cycle durability. Electrode‐resolved impedance tracking via distribution of relaxation times revealed progressive interphase and charge ...
Soutam Panja +7 more
wiley +1 more source
Nanocrystalline LCO/LLZO Composite Cathode Films for Solid State Batteries
Advanced Energy Materials, EarlyView.A single precursor solution is solution‐deposited and calcined at only 750°C to yield a dense, nanograined LiCoO2/LLZO composite cathode, in which both phases crystallize independently with minimal interdiffusion. Assembled into all‐solid‐state Li‐metal batteries, the composite delivers 111.7 mAh g−1 initial discharge capacity and retains 93% after 100
Lucie Quincke +8 more
wiley +1 more source
Economia Aplicada, 2020 Este artigo investiga o impacto das ações de hedgers e especuladores sobre a volatilidade dos retornos de preços à vista de grãos nos Estados Unidos entre 2000 e 2015 incorporando variações dos contratos futuros em modelos da família GARCH.
Valéria Faria dos Santos +2 more
doaj
Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +1 more source