Results 81 to 90 of about 30,945,589 (274)
Forecasting the time-varying beta of UK firms: GARCH models vs Kalman filter method
, 2007 This paper forecast the weekly time-varying beta of 20 UK firms by means of four different GARCH models and the Kalman filter method. The four GARCH models applied are the bivariate GARCH, BEKK GARCH, GARCH-GJR and the GARCH-X model.
Wu, Hao, Choudhry, Taufiq
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Exploring the Financial Perspective in Sustainability Strategies: The Case of the Tourism Industry
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines the relationship between sustainability and corporate financial performance in the tourism sector. To address the mixed and inconclusive evidence in prior research, we develop an integrated theoretical framework that combines stakeholder theory, the resource‐based view, legitimacy theory, and agency theory and distinguishes
Rebecca Levy Orelli +3 more
wiley +1 more source
Chemistry – A European Journal, EarlyView.The article describes the synthesis and molecular transformations of a silica‐supported bis(phosphine)methylplatinum(II) complex under reactive (H2, CO) and inert gas atmospheres. The focus lies on the stabilizing effect of the sterically non‐demanding trimethylphosphine ligand, which alters the reactivity of the surface sites, compared to other ...
Lea S. Kopietz +6 more
wiley +1 more source
Volatility forecasting using Double-Markov switching GARCH models under skewed Student-t distribution [PDF]
, 2012 Includes bibliographical references.This thesis focuses on forecasting the volatility of daily returns using a double Markov switching GARCH model with a skewed Student-t error distribution.
Mazviona, Batsirai Winmore
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Chemistry – A European Journal, EarlyView.ESM‐RISM is applied to model electrochemical interfaces and benchmarked against Poisson–Boltzmann and molecular dynamics results. Density profiles, differential capacitance, and adsorption energetics at the gold–electrolyte interface are analyzed, highlighting the capabilities of this implicit electrolyte framework.
Alessandro Mangiameli +1 more
wiley +1 more source
Forecasting volatilities in the energy sector: a comparison of GAS, GARCH and GJR models
, 2023 openQuesta relazione confronta la capacità dei modelli GAS, GARCH e GJR di prevedere la volatilità dei rendimenti di due beni appartenenti al settore energetico, cioè il petrolio greggio e il gas naturale.
PIATTELLA, LUNA
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Chemie Ingenieur Technik, EarlyView.This study explores the process chain for reverse engineering and additive manufacturing of a water pump impeller in a process plant. Key aspects include digital twin creation, CAD redesign, material certification, Hirtisation postprocessing, and performance testing. Insights highlight iterative design for improved precision and reliability.
Michael Stadler +3 more
wiley +1 more source
Análise da volatilidade do retorno da commodity dendê: 1980-2008
Revista de Economia e Sociologia Rural, 2011 A análise da variação de preços agrícolas é imprescindível na formulação de políticas públicas e decisões empresariais. Considerando-se a importância estratégica dos biocombustíveis para a economia brasileira e os objetivos sociais do programa do ...
Tiago Silveira Gontijo +2 more
doaj +1 more source
Symmetric Normal Mixture GARCH [PDF]
Normal mixture (NM) GARCH models are better able to account for leptokurtosis in financial data and offer a more intuitive and tractable framework for risk analysis and option pricing than student’s t-GARCH models.
Emese Lazar, Carol Alexandra
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Chemie Ingenieur Technik, EarlyView.This study evaluates how small water impurities—typical in ammonia cracking feedstock—affect catalyst performance at elevated pressures and temperatures. By decoupling permanent degradation from reversible inhibition, the findings highlight trace water as a significant factor for reliable catalyst screening and industrial ammonia cracking scale‐up ...
Bruno V. P. Lago +6 more
wiley +1 more source