Volatility dependence across Asia-Pacific on-shore and off-shore U.S. dollar futures markets [PDF]
This paper estimates switching autoregressive conditional heteroscedasticity (SWARCH) time series models for weekly returns of nine Asian forward exchange rates.
Colavecchio , Roberta, Funke, Michael
core
A New Family of Ternary Intermetallic Compounds with Dualistic Atomic Ordering – The ZIP Phases
The ZIP phases are ternary intermetallic compounds with dualistic atomic ordering, i.e., they exhibit one face‐centered cubic (fcc; space group Fd3¯$\bar 3$m) variant and one hexagonal (space group P63/mmc) variant. The ZIP phases in the Nb‐Si‐Ni system are the Nb3SiNi2 (fcc) and Ni3SiNb2 (hexagonal) ternary IMCs, crystal structure schematics of which ...
Matheus A. Tunes +24 more
wiley +1 more source
Mean-Reverting Stochastic Processes, Evaluation of Forward Prices and Interest Rates [PDF]
We consider mean-reverting stochastic processes and build self-consistent models for forward price dynamics and some applications in power industries. These models are built using the ideas and equations of stochastic differential geometry in order to ...
Aguero-Granados, M. A., Makhankov, V. G.
core +1 more source
Advancing from MOFs and COFs to Functional Macroscopic Porous Constructs
This review study investigates the recent progress and methodologies for manufacturing metal–organic framework (MOF) or covalent–organic framework (COF)‐based 3D structured macroscopic porous constructs with high structural integrity, providing the possibility to control their porosity across dimensions.
Seyyed Alireza Hashemi +8 more
wiley +1 more source
Computational Modeling of Reticular Materials: The Past, the Present, and the Future
Reticular materials are advanced materials with applications in emerging technologies. A thorough understanding of material properties at operating conditions is critical to accelerate the deployment at an industrial scale. Herein, the status of computational modeling of reticular materials is reviewed, supplemented with topical examples highlighting ...
Wim Temmerman +3 more
wiley +1 more source
Finite dimensional Markovian realizations for stochastic volatility forward rate models [PDF]
We consider forward rate rate models of HJM type, as well as more general infinite dimensional SDEs, where the volatility/diffusion term is stochastic in the sense of being driven by a separate hidden Markov process.
Björk, Tomas +2 more
core
Supramolecular Chemistry in Metal–Organic Framework Materials
This review highlights synergies between reticular chemistry and supramolecular chemistry. The role of supramolecular interactions in determining framework…guest interactions and attempts to understand dynamic behavior in metal–organic frameworks (MOFs), particularly emphasizing the development of crystal sponges, studying reactions in frameworks and ...
Eugenia Miguel‐Casañ +3 more
wiley +1 more source
Forward-looking disclosure and corporate reputation as mechanisms to reduce stock return volatility
Purpose: The purpose of this research is to investigate the relationship between the disclosure of prospective financial information and the volatility of stock returns of companies listed on the Tehran Stock Exchange, as well as to investigate the ...
Mohammad Kiamehr +2 more
doaj
Retrospective Review on Reticular Materials: Facts and Figures Over the Last 30 Years
To shape the future course of research in reticular materials, this work reflects on the progress over the past 30 years, complemented by input from the community of 228 active researchers through a global, crowdsourced survey: ranging from demographics, how it works, publish and interact, to highlights on both academic and industrial milestones, as ...
Aamod V. Desai +8 more
wiley +1 more source

