Results 101 to 110 of about 38,888 (250)
EVIDENCE OF TIME-VARYING HERDING BEHAVIOR FROM THE VIETNAMESE STOCK MARKET
Tạp chí Khoa học Đại học Đà Lạt, 2017 Using a regression model of the cross-sectional dispersion in stock returns, this study investigates investor herding behavior in Vietnamese stock market spanning the period from June 01, 2007 to November 30, 2015.
Đoàn Anh Tuấn, Hoàng Mai Phương
doaj +1 more source
The Continuous Limit of GARCH Processess [PDF]
Contrary to popular belief, the diffusion limit of a GARCH variance process is not a diffusion model unless one makes a very specific assumption that cannot be generalized.
Emese Lazar, Carol Alexandra
core
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
BarekengThe Indonesia Composite Index (ICI) is a key indicator of stock market performance in Indonesia, often experiencing high volatility due to various domestic and global economic factors. In recent years, ICI has shown a significant upward trend, influenced
M. Fariz Fadillah Mardianto +4 more
doaj +1 more source
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
Modeling of Returns Volatility using GARCH(1,1) Model under Tukey Transformations
Jurnal Akuntansi dan Keuangan, 2019 This study proposed two new classes of GARCH(1,1) model by applying the Tukeytransformations to the returns and to the lagged variance. The behavior of return volatility was investigated on the basis of models with normal and Student-t distributions for ...
Didit Budi Nugroho +3 more
doaj +1 more source
A Fast and Highly Stable Aqueous Calcium‐Ion Battery for Sustainable Energy Storage
ChemSusChem, Volume 18, Issue 6, March 15, 2025.Aqueous batteries provide a low‐cost, safer alternative to lithium‐ion batteries, but their viability is often limited by rapid electrode degradation. This study shows that replacing K+ with divalent Ca2+ ions in the electrolyte significantly boosts the stability of both copper hexacyanoferrate cathodes and polyimide anodes, enabling fast‐charging ...
Raphael L. Streng +4 more
wiley +1 more source
Coupling Fluid Neutrals to Gyrokinetic Plasma Dynamics for Edge and SOL Turbulence Simulations
Contributions to Plasma Physics, EarlyView.ABSTRACT Accurate modeling of turbulent transport in magnetic confinement fusion devices requires extending first‐principles gyrokinetic simulations from the core to the edge and scrape‐off layer (SOL), where additional physics—particularly plasma–neutrals interactions—must be included.
Sabine Ogier‐Collin +3 more
wiley +1 more source
Merits and drawbacks of variance targeting in GARCH models [PDF]
Variance targeting estimation is a technique used to alleviate the numerical difficulties encountered in the quasi-maximum likelihood (QML) estimation of GARCH models.
Francq, Christian +2 more
core
Edge Fluid Turbulence Simulations of Stellarators With GRILLIX
Contributions to Plasma Physics, EarlyView.ABSTRACT The edge fluid turbulence code GRILLIX has recently been extended from axisymmetric tokamak geometries to support 3D stellarator configurations. Following successful proof‐of‐principle simulations published in Stegmeir et al., we present here a comprehensive simulation of the Wendelstein 7‐AS stellarator.
Andreas Stegmeir +4 more
wiley +1 more source