Results 111 to 120 of about 18,304 (313)
Energy Technology, Volume 10, Issue 12, December 2022., 2022 Back pressure enables control over product selectivity toward C2+ products, up to a Faradaic selectivity of 60%. It enhances the stability of the CO2RR significantly, from 36 to 72 h of stable ethylene production. Its easy implementability renders it a promising tool to be used in commercialized CO2RR cells in the future.
Baran Sahin +6 more
wiley +1 more source
Influence of deterministic trend on the estimated parameters of GARCH(1,1) model [PDF]
arXiv, 2007 The log returns of financial time series are usually modeled by means of the stationary GARCH(1,1) stochastic process or its generalizations which can not properly describe the nonstationary deterministic components of the original series. We analyze the influence of deterministic trends on the GARCH(1,1) parameters using Monte Carlo simulations.
arxiv
Jurnal Matematika Integratif, 2019 Investors having an understanding of investment statistics are important. Especially quantitative tools related to investment risk measurement. Value-at-Risk Adjusted is one of the investment risk measurement tools, which assumes that returns are not ...
F Sukono +4 more
doaj +1 more source
Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo [PDF]
arXiv, 2019 The advantages of sequential Monte Carlo (SMC) are exploited to develop parameter estimation and model selection methods for GARCH (Generalized AutoRegressive Conditional Heteroskedasticity) style models. It provides an alternative method for quantifying estimation uncertainty relative to classical inference.
arxiv
A Novel Maneuvering Target Tracking Approach by Stochastic Volatility GARCH Model [PDF]
arXiv, 2019 In this paper, we introduce a new single model maneuvering target tracking approach using stochastic differential equation (SDE) based on GARCH volatility. The traditional input estimation (IE) techniques assume constant acceleration level which do not cover all the possible acceleration quintessence.
arxiv
Markov-Switching GARCH Models in R: The MSGARCH Package
Journal of Statistical Software, 2019 We describe the package MSGARCH, which implements Markov-switching GARCH (generalized autoregressive conditional heteroscedasticity) models in R with efficient C++ object-oriented programming.
David Ardia +4 more
doaj +1 more source
Bayesian Realized-GARCH Models for Financial Tail Risk Forecasting Incorporating Two-sided Weibull Distribution [PDF]
arXiv, 2017 The realized GARCH framework is extended to incorporate the two-sided Weibull distribution, for the purpose of volatility and tail risk forecasting in a financial time series. Further, the realized range, as a competitor for realized variance or daily returns, is employed in the realized GARCH framework.
arxiv
Volatility filtering in estimation of kurtosis (and variance)
Dependence Modeling, 2019 The kurtosis of the distribution of financial returns characterized by high volatility persistence and thick tails is notoriously difficult to estimate precisely.
Anatolyev Stanislav
doaj +1 more source
Regular variation of GARCH processes
Stochastic Processes and their Applications, 2002 We show that the finite-dimensional distributions of a GARCH process are regularly varying, i.e., the tails of these distributions are Pareto-like and hence heavy-tailed. Regular variation of the joint distributions provides insight into the moment properties of the process as well as the dependence structure between neighboring observations when both ...
Basrak, Bojan +2 more
openaire +3 more sources
Chemical Proteomics Reveals Human Off‐Targets of Fluoroquinolone Induced Mitochondrial Toxicity
Angewandte Chemie International Edition, EarlyView.A schematic overview of the adverse effects of Ciprofloxacin related to mitochondrial toxicity. AIFM1 plays a role in the MIA40‐mediated import into the IMS and oxidative folding of nuclear‐encoded proteins, including ETC complexes I and IV subunits. Ciprofloxacin disrupts the IMS import machinery, impairing ETC function.
Till Reinhardt +14 more
wiley +1 more source