Results 41 to 50 of about 38,888 (250)
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
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 +1 more
doaj +1 more source
Regime Switching GARCH Models [PDF]
SSRN Electronic Journal, 2006 We develop univariate regime-switching GARCH (RS-GARCH) models wherein the conditional variance switches in time from one GARCH process to another. The switching is governed by a time-varying probability, specified as a function of past information. We provide sufficient conditions for stationarity and existence of moments.
Luc, BAUWENS +2 more
openaire +4 more sources
Current Status and Challenges in Data Collection for Aerospace Coatings Deposited by Plasma Spraying
Advanced Engineering Materials, EarlyView.An innovative approach has been integrated into the GRENAT project to optimize plasma spraying and coating performance. Raw materials are accelerated and melted in the plasma generated by torches, creating coatings. Monitoring sensors collect process data which are combined with ex situ characterization data.
Lila Randriamananjara +8 more
wiley +1 more source
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
Advanced Functional Materials, EarlyView.A field‐driven transition from chiral stripes to an achiral fan state is observed in a tetragonal magnet and linked to a temperature‐dependent rotation of the effective Dzyaloshinskii–Moriya interaction axis. This interplay generates pronounced in‐plane anisotropy and provides a new route for controlling chiral spin textures in noncentrosymmetric ...
Victor Ukleev +19 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
High‐Performance Bio‐Glue From the Berries of a Parasitic Plant
Advanced Materials, EarlyView.We report a fully bio‐based adhesive derived primarily from a (poly)saccharide extract obtained from the berries of the hemi‐parasitic plant mistletoe (Viscum album), supplemented with tannic and malic acid without any further chemical functionalization.
Ufuk Gürer +8 more
wiley +1 more source