Results 101 to 110 of about 71,229 (282)
Angewandte Chemie, EarlyView.Der bimetallische M14‐Cluster [Co3Ga2]H(μ2‐GaTMP)9 wurde durch einen ko‐reduktiven Ansatz erzielt. Dieser Ansatz nutzt Mg und H2, um den Ga‐TMP‐Liganden selektiv zu entschützen und das TMP abzufangen, was zur Bildung eines gemischtmetallischen Co/Ga Clusterkerns führt, was diesen zu einem strukturellen Vertreter eines vergleichbaren Gegenstücks der ...
Fabrizio E. Napoli +6 more
wiley +1 more source
Volatility Timing in CPF Investment Funds in Singapore: Do They Outperform Non-CPF Funds?
Risks, 2019 The purpose of this study is to examine the volatility-timing performance of Singapore-based funds under the Central Provident Fund (CPF) Investment Scheme and non-CPF linked funds by taking into account the currency risk effect on internationally ...
Xiaoyi Shen +2 more
doaj +1 more source
The log-periodic-AR(1)-GARCH(1,1) model for financial crashes
, 2008 This paper intends to meet recent claims for the attainment of more rigorous statistical methodology within the econophysics literature. To this end, we consider an econometric approach to investigate the outcomes of the log-periodic model of price ...
A. Pizzinga +13 more
core +2 more sources
Some Exact Formulae for the Constant Correlation and Diagonal M - Garch Models [PDF]
The purpose of this paper is to examine the covariance structure of multivariate GARCH (M-GARCH) models that have been introduced in the literature the last fifteen years, and have been greatly favoured by time series analysts and econometricians.
Menelaos Karanasos
core
Angewandte Chemie International Edition, EarlyView.Covalent organic framework–carbon nanotube (COF–CNT) core–shell nanohybrids are developed as an efficient platform to enhance the site utilization of molecular catalysts for electrochemical CO2 reduction. The well‐defined nanostructure promotes catalytic site accessibility, achieving CO turnover frequencies among the highest reported to date.
Liang Yao +8 more
wiley +1 more source
Ekonomi, Politika & Finans Araştırmaları DergisiThe COVID-19 pandemic has had a profound effect on the global economy and financial markets, including a significant impact on the cryptocurrency markets. This study analyzes the impact of the COVID-19 process on bitcoin price movements.
Vildan Bayram, Ulaş Ünlü
doaj +1 more source
Have Exchange Rates Become More Closely Tied? Evidence from a New Multivariate GARCH Model [PDF]
We analyze the time-dependence of exchange rate correlations using a new multivariate GARCH model. This model consists of two parts. First, we transform the exchange rate changes into their principal components and specify univariate GARCH models for all
Klaassen, F.J.G.M.
core +1 more source
Angewandte Chemie International Edition, EarlyView.The bimetallic M14 cluster [Co3Ga2]H(μ2‐GaTMP)9 was achieved by a co‐reductive approach utilizing Mg and H2 to selectively deprotect and capture the Ga‐TMP metallo‐ligands, forming a Co/Ga alloyed cluster kernel, making it a structural representative of a related solid‐state counterpart.
Fabrizio E. Napoli +6 more
wiley +1 more source
A simple efficient GMM estimator of GARCH models [PDF]
This paper is concerned with efficient GMM estimation and inference in GARCH models. Sufficient conditions for the estimator to be consistent and asymptotically normal are established for the GARCH(1,1) conditional variance process.
Skoglund, Jimmy
core
Empirical Study of the GARCH model with Rational Errors
, 2013 We use the GARCH model with a fat-tailed error distribution described by a rational function and apply it for the stock price data on the Tokyo Stock Exchange. To determine the model parameters we perform the Bayesian inference to the model. The Bayesian
Chen, Ting Ting, Takaishi, Tetsuya
core +1 more source