Results 111 to 120 of about 72,454 (299)
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
Estimando o value-at-risk (VaR) de carteiras via modelos da família Garch e simulação de Monte Carlo
Revista de Economia Mackenzie, 2013 O objetivo deste trabalho é calcular o VaR de carteiras por meio dos modelos da família Garch com erros normais e t-Student e via simulação de Monte Carlo. Foram utilizadas três carteiras compostas por ações preferenciais de cinco empresas do Ibovespa.
Lucas Lúcio Godeiro
doaj
Decoding the Nifty50 Puzzle with ANN: FIIs, DIIs and Market Magic
Финансы: теория и практикаIn the context of a dynamic and highly competitive financial market, understanding the behaviour of various categories of investors becomes a key factor in developing effective investment strategies and forecasting market trends.
N. Seth, S. Siddiqui
doaj +1 more source
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
Modeling and Forecasting Volatility of the Malaysian and the Singaporean stock indices using Asymmetric GARCH models and Non-normal Densities [PDF]
This paper examines and estimate the three GARCH(1,1) models (GARCH, EGARCH and GJR-GARCH) using the daily price data. Two Asian stock indices KLCI and STI are studied using daily data over a 14-years period.
Abu Hassan, Ahmed Shamiri
core
European Securitisation : a GARCH model of CDO, MBS and Pfandbrief spreads [PDF]
, 2003 Asset-backed securitisation (ABS) is an asset funding technique that involves the issuance of structured claims on the cash flow performance of a designated pool of underlying receivables.
Jobst, Andreas A.
core
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
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
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
Overestimation in the Traditional GARCH Model During Jump Periods [PDF]
The traditional continuous and smooth models, like the GARCH model, may fail to capture extreme returns volatility. Therefore, this study applies the bivariate poisson (CBP)-GARCH model to study jump dynamics in price volatility of crude oil and heating ...
Wan-Hsiu Cheng
core