Results 41 to 50 of about 42,233 (256)
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 +2 more
doaj
Volatility filtering in estimation of kurtosis (and variance)
Dependence Modeling, 2019 The kurtosis of the distribution of financial returns characterized by high volatility persistence and thick tails is notoriously difficult to estimate precisely.
Anatolyev Stanislav
doaj +1 more source
Pro forma modeling of cryptocurrency returns, volatilities, linkages and portfolio characteristics
China Accounting and Finance Review, 2023 Critics say cryptocurrencies are hard to predict and lack both economic value and accounting standards, while supporters argue they are revolutionary financial technology and a new asset class.
Rama K. Malladi
doaj +1 more source
Charge Storage and Dark Photocatalysis in Multivariate Ti‐Based Metal‐Organic Frameworks
Advanced Materials, EarlyView.The mixed‐linker series of the titanium‐based metal–organic framework COK‐47 enables systematic tuning of photoresponsiveness and (dark) photocatalytic activity, deepening our understanding of structure‐property‐function relationships. Tailored metal‐to‐ligand charge transfer between the secondary building units (metal‐oxo layers and organic linkers ...
Julia E. Knapp +11 more
wiley +1 more source
Predicción de activos financieros usando modelos ARIMA y Redes Neuronales Autorregresivas
Revista Ingeniería, Matemáticas y Ciencias de la InformaciónEn este trabajo son aplicados diferentes métodos de pronóstico para predecir los precios y rendimientos de las acciones para dos de las principales empresas que transan en la bolsa de valores de Colombia: Bancolombia y Ecopetrol.
Johan Andrés Uribe Escudero +2 more
doaj +1 more source
An exponential continuous time GARCH process [PDF]
, 2006 In this paper we introduce an exponential continuous time GARCH(p,q) process. It is defined in such a way that it is a continuous time extension of the discrete time EGARCH(p,q) process. We investigate stationarity and moment properties of the new model.
Haug, Stephan +3 more
core +1 more source
Advanced Materials, EarlyView.ReCl47‐bpy is developed as a solar‐rechargeable, Re‐functionalized two‐dimensional metal–organic framework (MOF) for light‐driven charge storage and dark utilization. Re–bipyridine sites stabilize photoinduced electrons, enabling two complementary configurations: a MOF suspension for long‐lived charge retention and dark H2 evolution, and a spin‐coated ...
Shufan Wu +8 more
wiley +1 more source
Estimation and tests for power-transformed and threshold GARCH models [PDF]
, 2008 Consider a class of power transformed and threshold GARCH(p,q) (PTTGRACH(p,q)) model, which is a natural generalization of power-transformed and threshold GARCH(1,1) model in Hwang and Basawa (2004) and includes the standard GARCH model and many other ...
Tong, H., Wang, H., Pan, J.
core +3 more sources
Dynamic Fluorescence Modulation via Light‐Driven Competitive Protonation
Advanced Optical Materials, EarlyView.A two‐component molecular system demonstrates reversible, light‐driven fluorescence write–erase cycling and thermal imaging. Illumination of a merocyanine photoacid transfers a proton to a highly efficient fluorescent pyridinium dye, switching its emission color; thermal relaxation reverses the process in the dark.
Serena X. Liu +10 more
wiley +1 more source
Long memory with Markov-Switching GARCH [PDF]
The paper considers the Markov-Switching GARCH(1,1)-model with time-varying transition probabilities. It derives su?cient conditions for the square of the process to display long memory and provides some additional intuition for the empirical observation
Krämer, Walter
core +2 more sources