Results 31 to 40 of about 42,233 (256)

A COMPARISON OF ARCH MODELS: THE DETERMINANTS OF BITCOIN’S PRICE [PDF]

Akademičnij Oglâd
The aim of this study is to determine the number of transactions among the currencies, which will eventually become a part of our lives, cannot be physically held, can move quickly, and emerge as a new shopping and investment tool in the changing world
Esin Demirel
doaj   +1 more source

Estimation of Value-at-Risk Adjusted under the Capital Asset Pricing Model Based on ARMAX-GARCH Approach

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, Eman Lesmana, Dwi Susanti, Herlina Napitupulu, Yuyun Hidayat   +4 more
doaj   +1 more source

Performance of the Realized-GARCH Model against Other GARCH Types in Predicting Cryptocurrency Volatility

Risks, 2023
Cryptocurrencies have increasingly attracted the attention of several players interested in crypto assets. Their rapid growth and dynamic nature require robust methods for modeling their volatility.
Rhenan G. S. Queiroz, Sergio A. David
doaj   +1 more source

Volatility forecasting using Double-Markov switching GARCH models under skewed Student-t distribution [PDF]

, 2012
Includes bibliographical references.This thesis focuses on forecasting the volatility of daily returns using a double Markov switching GARCH model with a skewed Student-t error distribution.
Mazviona, Batsirai Winmore
core   +1 more source

FORECASTING EXTREME MARKET MOVEMENTS USING REALIZED GARCH AND EXTREME VALUE THEORY MODELS

Reliability: Theory & Applications
This study investigates the essential benefits of using the Conditional Value-at-Risk (CVaR) optimization framework with the GARCH model and Extreme Value Theory (EVT) methods for the S&P CNX NIFTY markets. Using daily data from Jan.
Umme Hani
doaj   +1 more source

LA VOLATILIDAD DE LOS MERCADOS FINANCIEROS GLOBALIZADOS: IMPACTO EN LA BOLSA DE VALORES DE LIMA – PERU

Quipukamayoc, 2017
El estudio de la volatilidad de la rentabilidad de los mercados financieros internacionales y su incidencia en la rentabilidad de la Bolsa de Valores de Lima es muy importante para los agentes que toman parte en los mercados: Los inversionistas del ...
Pedro Pablo Chambi Condori
doaj   +1 more source

Modeling Exchange Rate Volatility in Türkiye: An Empirical Research

İktisat Politikası Araştırmaları Dergisi, 2023
Exchange rate volatility is a concept that corresponds to the fluctuations around the equilibrium value of the exchange rate and is the main source of exchange rate risk as it adversely affects many variables that can disrupt macroeconomic stability ...
Sinem Kutlu Horvath, İpek M. Yurttagüler   +1 more
doaj   +1 more source

Deciphering the Photopolymerization‐Induced Nanostructures and Interface Formation for Submicrometer Additive Manufacturing

Advanced Functional Materials, EarlyView.
This work reveals the UV‐curing‐induced monomer‐rich domain, oligomer‐rich domain, and entangled oligomer domain. The cured submicron films in stressed state induce interlayer nano‐wrinkle structures during the deposition of the second layer. Stress‐free cured films in relaxed state form non‐diffusive, diffusive and semi‐diffusive interlayer ...
Shouzheng Chen, Yufeng Zhai, Jungui Zhou, Lixing Li, Simon Schraad, Guangjiu Pan, Xuehe Jiang, Sarathlal Koyiloth Vayalil, Rolf A. T. M. van Benthem, Julien R. G. Navarro, Johan F. G. A. Jansen, Mats K. G. Johansson, Peter Müller‐Buschbaum, Stephan V. Roth   +13 more
wiley   +1 more source

Oil price effect on sectoral stock returns: A conditional covariance and correlation approach for Mexico

Revista Mexicana de Economía y Finanzas Nueva Época REMEF, 2021
Este trabajo analiza la relación entre la volatilidad del precio del petróleo y rendimientos bursátiles sectoriales seleccionados en México (Industrial, materiales, financiero y de consumo discrecional) a través de la implementación de un modelo GARCH ...
Rodrigo A. Morales Fernández Rafaelly, Roberto J. Santillán-Salgado   +1 more
doaj   +1 more source

Selenium‐Integrated Cyanine Dye With Enhanced Photophysical Properties for Optoacoustic‐Guided Cancer Imaging and Therapy

Advanced Functional Materials, EarlyView.
This study introduces selenium‐integrated cyanine dye (Se‐Cyn), with superior photostability, absorption, and photothermal efficiency, outperforming ICG in NIR window. Its nanoparticle form remains stable in water, accumulates in tumors, and enables strong optoacoustic imaging and effective phototherapy outcomes.
Divyesh Shelar, Snehal Salunkhe, Tony Fröhlich, Uwe Klemm, Pia Anzenhofer, Birgit Rathkolb, Martin Hrabě de Angelis, Oliver Plettenburg, Michael Sattler, Sudesh T. Manjare, Vipul Gujrati, Vasilis Ntziachristos   +11 more
wiley   +1 more source