Results 151 to 160 of about 18,304 (313)

Valor em Risco (VaR) utilizando modelos de previsão de volatilidade: EWMA, GARCH e Volatilidade Estocástica

BBR: Brazilian Business Review, 2007
Este artigo explora três modelos utilizados para a estimativa da volatilidade: suavização exponencial - EWMA, volatilidade condicional - GARCH e volatilidade estocástica - VE. A volatilidade estimada por estes modelos pode ser utilizada em uma métrica de
Fernando Caio Galdi, Leonel Molero Pereira   +1 more
doaj  

The Effect of Exchange Rate Volatility on the private sector consumption in Iran (1352-90) [PDF]

فصلنامه پژوهش‌های اقتصادی ایران, 2014
The real exchange rate is considered as a basic indicator in determining the level of international competition that explain the internal situation of the country. Instability in the performance of this Index implies imbalance in the economy. Instability
Hamid La'l Khezri, Ali Akbar Naji Meydani, Mostafa Karimzadeh   +2 more
doaj  

GARCH option pricing with implied volatility [PDF]

, 2001
N'Zue F. Fofana, B. Wade Brorsen
openalex   +1 more source

Influence of Polymeric Dispersants on the Dissolution Rate of Tricalcium Silicate and the Nucleation of Calcium‐Silicate‐Hydrate and Portlandite

Chemistry – A European Journal, Accepted Article.
Polycarboxylate ether (PCE) and polyphosphate ether (PPE) dispersants (known as superplasticizers) are indispensable components of modern concrete mix designs. PCEs and PPEs cause retardation of the cement hydration as a secondary effect which causes delayed concrete strength development.
Andreas Vohburger, Marie Collin, Olivia Rindle, Torben Gaedt   +3 more
wiley   +1 more source

The Role of Lithium Ions on the Solubility of K4E4 in Ethylenediamine and the Oxidation of the Zintl Anions [E4]4‐ (E = Ge, Sn, Pb) as well as [Ge9]4‐

Chemistry – A European Journal, EarlyView.
The solubility of K4Ge4, K4Sn4, and K4Pb4 phases and oxidation of comprised four‐atom clusters in ethylenediamine (en) is induced by the addition of LiCl. The 119Sn NMR spectra of [Sn9]4− with Li+ and K+ counterions indicate a cation‐dependent change in both the chemical shift and coupling constant, strongly suggesting K+/[Sn9]4− ion pairing, which is ...
Christian E. Fajman, Dominik M. Dankert, Wilhelm Klein, Thomas F. Fässler   +3 more
wiley   +1 more source

A Double-threshold GARCH Model for the French Franc/Deutschmark exchange rate [PDF]

, 2001
Chris Brooks
openalex   +1 more source

Endohedral Coordination of Bulky Substrates in Metalloenzyme‐like Organometallic Nanotubes

Chemistry – A European Journal, Accepted Article.
Artificial receptors inspired by metalloenzymes share three key properties: a structurally flexible cavity, substrate binding via metal–ligand coordination, and metal‐based redox activity. Herein, we report an organometallic nanotube with such features based on our supramolecular pillarplex platform, with eight CuI centers integrated in its cavitand ...
Thomas Pickl, Patrick Mollik, Markus R. Anneser, Florian Sixt, Korbinian Geißer, Oksana Storcheva, Dominik P. Halter, Alexander Pöthig   +7 more
wiley   +1 more source

Bayesian inference on GARCH models using the Gibbs sampler

, 1998
Luc Bauwens, Michel Lubrano
openalex   +1 more source

The Shape of Risk Premium: Evidence from a Semiparametric GARCH Model [PDF]

, 2001
Oliver B. Linton, Benoît Perron
openalex   +1 more source

Integrated GARCH-GRU in Financial Volatility Forecasting [PDF]

arXiv
In this study, we propose a novel integrated Generalized Autoregressive Conditional Heteroskedasticity-Gated Recurrent Unit (GARCH-GRU) model for financial volatility modeling and forecasting. The model embeds the GARCH(1,1) formulation directly into the GRU cell architecture, yielding a unified recurrent unit that jointly captures both traditional ...
arxiv