Modeling the volatility of the Heath–Jarrow–Morton model: a multifactor GARCH analysis [PDF]
, 2002 Anjun Zhou
openalex +1 more source
Examining the Financial Impact of Biodiversity‐Related Reputational Disasters
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This research investigates the reaction of financial markets to biodiversity‐related corporate events, utilising an EGARCH model to assess the implications on stock returns and volatility. Results reveal that markets significantly respond to these events, demonstrating heightened sensitivity and volatility that underscore the financial ...
Erdinc Akyildirim, Shaen Corbet
wiley +1 more source
Predicting Exchange Rate Volatility: Genetic Programming Versus GARCH and RiskMetrics(TM) [PDF]
, 2002 Christopher J. Neely, Paul A. Weller
openalex +1 more source
Training‐induced change of diastolic function in heart failure with preserved ejection fraction
ESC Heart Failure, EarlyView.Training‐induced change of diastolic function in HFpEF. HIIT, high‐intensity interval training; HFpEF, heart failure with preserved ejection fraction; LVEF, left ventricular ejection fraction; MCT, moderate continuous training; TAPSE, tricuspid annular plane systolic excursion; V̇O2peak, peak oxygen uptake.
Andreas B. Gevaert +12 more
wiley +1 more source
ANÁLISE DO MODELO DE APREÇAMENTO DE OPÇÕES GARCH EM OPÇÕES DE COMPRA DA TELEBRAS [PDF]
, 2002 GUSTAVO SILVA ARAUJO
openalex +1 more source
Surface‐Active Imidazolium Diorganophosphates as Catalysts for Epoxidations in Water
European Journal of Inorganic Chemistry, Accepted Article.The synthesis and characterization of a series of imidazolium diorganophosphate‐based surface‐active ionic liquids (SAILs) of the general formula [OMIm][(RO)2PO2] (OMIm = 1‐octyl‐3‐methylimidazolium; R = H, Me, Et, Ph, p‐MeOPh) is reported. The reaction of [OMIm][(RO)2PO2] SAILs with hydrogen peroxide was investigated via 31P‐NMR spectroscopy, showing ...
Mirza Cokoja +5 more
wiley +1 more source
A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour [PDF]
, 2004 Claudia Klüppelberg +2 more
openalex +2 more sources
M-GARCH Hedge Ratios and Hedging Effectiveness in Australian Futures Markets
, 2001 Wenling Joey Yang
openalex +2 more sources
Transmission of equity returns and volatility in Asian developed and emerging markets: a multivariate GARCH analysis [PDF]
, 2003 Andrew C. Worthington, Helen Higgs
openalex +1 more source
Tuning the Kinetic Trapping in Chemically Fueled Self‐Assembly**
ChemSystemsChem, Volume 5, Issue 1, January 2023., 2023 Dynamic molecular self‐assemblies like microtubules show dynamic instabilities. Synthetic analogs of such dynamic assemblies regulated by chemical‐fueled reaction cycles often face the challenge to display dynamic instability. In this work, we show how molecular design can be used to tune the degree of kinetically trapping to approach dynamic ...
Brigitte A. K. Kriebisch +5 more
wiley +1 more source