Results 51 to 60 of about 71,229 (282)

Multivariate Normal Mixture GARCH [PDF]

SSRN Electronic Journal, 2006
We present a multivariate generalization of the mixed normal GARCH model proposed in Haas, Mittnik, and Paolella (2004a). Issues of parametrization and estimation are discussed. We derive conditions for covariance stationarity and the existence of the fourth moment, and provide expressions for the dynamic correlation structure of the process.
Haas, Markus, Mittnik, Stefan, Paolella, Marc S.   +2 more
openaire   +4 more sources

On‐Surface Indigo‐Based Bimolecular Coordination Networks with Programmable Regular or Vitreous Structure

Advanced Functional Materials, EarlyView.
A previously unreported coordination motif stabilising single Fe atoms by indigo chelation and pyridyl coordination on Au(111) has been revealed. By using planar tritopic pyridyl linkers (TPyB), extended 2D porous networks of indigo3(TPyB)2Fe6 form. These networks can be crystalline or vitreous and offer an environment where individual coordination ...
Hongxiang Xu, Ritam Chakraborty, Biao Yang, Dennis Meier, Joachim Reichert, Svetlana Klyatskaya, Mario Ruben, Shobhana Narasimhan, Johannes V. Barth, Anthoula C. Papageorgiou   +9 more
wiley   +1 more source

Stable Mixture GARCH Models [PDF]

SSRN Electronic Journal, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Broda, Simon A, Haas, Markus, Krause, Jochen, Paolella, Marc S, Steude, Sven C   +4 more
openaire   +5 more sources

Inactivating SARS‐CoV‐2 Virus with MOF‐Composites as Smart Face Masks

Advanced Functional Materials, EarlyView.
In situ preparation and functionalization of MOF@Cotton fabrics as smart face masks for the immobilization of proteins and inactivation viruses, such as SARS‐CoV‐2. Abstract The significant impact of the SARS‐CoV‐2 (COVID‐19) pandemic outbreak on people's lives has highlighted the urgent need for effective personal protective equipment.
Romy Ettlinger, Aamod V. Desai, Hau Lam Jody Cheong, Louise L. Major, Terry K. Smith, Aaron B. Naden, Jane Hilton, Catherine S. Adamson, A. Robert Armstrong, Russell E. Morris   +9 more
wiley   +1 more source

EVALUATING THE IMPACT OF RECENT SELECT GEOPOLITICAL CONFLICTS ON EXCHANGE RATE DYNAMICS

ICTACT Journal on Management Studies
This study examines the impact of recent geopolitical conflicts on exchange rate dynamics and financial market volatility in Eastern Europe and the Middle East, focusing on the Russia–Ukraine war and the Israel–Gaza escalation.
S.M. Chirag, Pooja Takalkar
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

A Versatile Engineering Platform for the Fabrication of Prosthetic Venous Valves Using Electrospinning

Advanced Healthcare Materials, EarlyView.
Percutaneous prosthetic venous valves are fabricated by embedding stents in an electrospun matrix that extends luminally to form leaflets. The design shields leaflets from hyperplastic cells, isolates struts from blood contact, and avoids discrete anchoring points.
Dario Arcuti, Salma Mansi, Dominic Biebl, Malin Reuter, Maximilian Grab, José Carlos Rodríguez‐Cabello, Petra Mela   +6 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

A Soft Microrobot for Single‐Cell Transport, Spheroid Assembly, and Dual‐Mode Drug Screening

Advanced Materials, EarlyView.
A soft, untethered hydrogel microrobot enables precise single‐cell delivery, self‐assembly into 3D spheroids, and real‐time thermal actuation. Driven by light‐induced convection and embedded with gold nanorods and temperature sensors, the microrobot guides cells, modulates local microenvironments, and supports drug testing.
Philipp Harder, Nergishan İyisan, Yukun Wang, Berna Özkale   +3 more
wiley   +1 more source

An ARCH/GARCH Approach on Euro/RON Exchange Rate Volatility [PDF]

Ovidius University Annals: Economic Sciences Series, 2021
Our study investigates the influence of political events, such as elections, censure motions, and economic policies, on the financial markets. We analyzed using ARCH/ GARCH models daily EURORon exchange rates from January 2017 to December 2020 to ...
Luciana Simion, Antonia Mihai
doaj