Results 161 to 170 of about 18,304 (313)

Effective Forecasting of Insurer Capital Requirements: ARMA-GARCH, ARMA-GARCH-EVT, and DCC-GARCH Approaches

Emerging Science Journal
This research paper presents a comprehensive analysis of three prominent volatility and dependence models for financial time series: ARMA-GARCH, GARCH-EVT, and DCC-GARCH. These models are employed to assess and forecast capital requirements for life and non-life insurer investments.
Thitivadee Chaiyawat, Pannarat Guayjarernpanishk   +1 more
openaire   +2 more sources

Utilization of a Chelating Bis[(dialkylamino)cyclopropenimine] to Isolate a Series of Heavier Zero‐Valent Group 14 Tetracarbonyl Iron Complexes

Chemistry – A European Journal, EarlyView.
The bis‐cyclopropenimine ligand was used to isolate tetracarbonyl iron‐stabilized tetrylones (Ge0, Sn0, Pb0). The strong donating abilities of tetrylones were further proven by reaction with Fe(CO)5 and Fe2(CO)9 to access the bis‐Fe(CO)4 complexes.
Simone V. Hirmer, Shicheng Dong, Sebastian Stigler, Arseni Kostenko, John A. Kelly, Zihan Zhang, Karsten Meyer, Jun Zhu, Shigeyoshi Inoue   +8 more
wiley   +1 more source

Fully Bio‐Based Epoxy Thermoset Based on Epoxidized Linseed Oil and Tannic Acid

Macromolecular Materials and Engineering, Volume 307, Issue 12, December 2022., 2022
By using epoxidized linseed oil and tannic acid to produce a bio‐based thermoset, this work pursues the approach of replacing hazardous and petrochemical‐derived materials with nontoxic bio‐based materials while preserving the efficacy of function. Thus, good thermal‐ and mechanical properties such as a flexural modulus of 2986 MPa, Tg of 147 °C, or ...
Nikita Reinhardt, Jonas M. Breitsameter, Klaus Drechsler, Bernhard Rieger   +3 more
wiley   +1 more source

GARCH vs. stochastic volatility: Option pricing and risk management [PDF]

, 2002
Alfred Lehar, Martin Scheicher, Christian Schittenkopf   +2 more
openalex   +1 more source

Carborane‐based Analogues of Celecoxib and Flurbiprofen, their COX Inhibition Potential and COX Selectivity Index

ChemMedChem, Accepted Article.
The cylcooxygenase isoforms COX‐1 and COX‐2 are involved in the production of prostaglandins in physiological and pathological processes. The overexpression of COX‐2 under inflammatory conditions as well as its role in cancer and neurodegenerative diseases necessitates the need to develop and improve non‐steroidal anti‐inflammatory drugs.
Lea Ueberham, Jonas Schädlich, Kim Schramke, Sebastian Braun, Christoph Selg, Markus Laube, Peter Lönnecke, Jens Pietzsch, Evamarie Hey-Hawkins   +8 more
wiley   +1 more source

GARCH MODELI

Ushbu maqolada GARCH modeli va uning tarixi keltirilgan bo’lib, bu model orqali vaqt bo’yicha o’zgaruvchan bo’lgan shartli dispersiya tahlil qilingan.
openaire   +2 more sources

Suppressing Halide Segregation in Wide‐Bandgap Perovskite Absorbers by Transamination of Formamidinium

ChemPhysChem, EarlyView.
Photostable wide‐bandgap (1.77 eV) perovskite solar cells were created by adding butylamine (BA) to the precursor solution. Density functional theory calculations predicted that BA reacts with the precursor forming the novel cation N‐butylformamidinium (BuFA+), which is proven by 1H nuclear magnetic resonance spectroscopy.
Georgios Loukeris, Clemens Baretzky, Dmitry Bogachuk, Audrey Elizabeth Gillen, Bowen Yang, Jiajia Suo, Waldemar Kaiser, Edoardo Mosconi, Filippo De Angelis, Gerrit Boschloo, Andreas Walter Bett, Uli Würfel, Markus Kohlstädt   +12 more
wiley   +1 more source

Modeling of financial data: Comparison of the truncated Lévy flight and the ARCH(1) and GARCH(1,1) processes

, 1998
Rosario N. Mantegna, H. Eugene Stanley
openalex   +1 more source

Two‐Phase Epoxidations with Micellar Catalysts: Insights, Limitations, and Perspectives

ChemPlusChem, EarlyView.
Biphasic phase‐transfer catalysis is a promising strategy for catalyst recycling, which has successfully been applied to various industrial‐scale reactions. Its extension to oxidation reactions is, however, challenging. This concept article discusses epoxidations in water using surface‐active catalysts and emphasizes potential pathways toward more ...
Markus Hegelmann, Mirza Cokoja
wiley   +1 more source

Stock Market Volatility and Deviations from Macroeconomic Fundamentals: Evidence from GARCH and GARCH-X Models

, 1998
Nicholas Apergis
openalex   +1 more source