Results 61 to 70 of about 71,229 (282)
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
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A Functional 2D Carbon Allotrope Combining Nanoporous Graphene and Biphenylene Segments
Advanced Materials, EarlyView.The synthesis of a novel nanoporous graphene (NPG) is reported with biphenylene segments via thermal fusion of 12‐armchair porous graphene nanoribbons grown on gold surfaces. Characterization using STM, AFM, and DFT reveals low‐defect semiconducting behaviour and tunable band gaps.
Paula Angulo‐Portugal +14 more
wiley +1 more source
Heteroskedasticity in Crop Yield Models
Journal of Agricultural and Resource Economics, 1992 This study examines three alternative models of correcting for heteroskedasticity in wheat yield: The time trend variance, the GARCH, and an econometric model that includes the potential sources of heteroskedasticity.
Seung-Ryong Yang +2 more
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Temporal Aggregation of Garch Processes [PDF]
Econometrica, 1993 Abstract We derive low frequency, say weekly, models implied by high frequency, say daily, ARMA models with symmetric GARCH errors. Both stock and flow variable cases are considered. We show that low frequency models exhibit conditional heteroskedasticity of the GARCH form as well.
Drost, F.C., Nijman, T.E.
openaire +10 more sources
Advanced Materials Interfaces, EarlyView.In situ SAXS/WAXS enables real‐time tracking of nanoparticle formation and evolution in exsolved and infiltrated Ni‐based perovskites under reducing conditions. The combined technique captures nucleation, growth, and coarsening dynamics with high temporal resolution, providing statistically robust insights into structural and morphological ...
Elena Vicente +4 more
wiley +1 more source
Accurate value-at-risk forecast with the (good) old normal-GARCH model [PDF]
, 2006 A resampling method based on the bootstrap and a bias-correction step is developed for improving the Value-at-Risk (VaR) forecasting ability of the normal-GARCH model.
Hartz, Christoph +2 more
core
On–Off Switchable Micromotors for Use in Steerable Microvehicles
Advanced Robotics Research, EarlyView.Electrically controllable micromotors and microvehicles are developed by tuning the diffusion of the fuel. Self‐propelled micromotors using bubble propulsion show great promise for miniaturized devices with multiuse purposes such as cargo delivery and sensing. However, there is currently no method to electrically switch the micromotors on or off. Here,
Hugo Severinsson +3 more
wiley +1 more source
Forecasting Crude Oil Futures Prices [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2005 The movements in oil prices are complex and, therefore, seem to be unpredictable. The traditional linear structural models have not been promising when applied to forecasting, particularly in the case of complex series such as oil prices. Although linear
Saeed Moshiri, Faezeh Foroutan
doaj
A Plug‐and‐Play Volume Minimizing Micromixer
Advanced Science, EarlyView.ABSTRACT Microscale fluid mixing has numerous applications where rapid and efficient mixing is required, including drug discovery, bio‐analysis and point‐of‐care diagnostics. Conventional soft lithography processes, however, make the integration of robust and reliable mixing difficult to implement in practice, especially across different flow rates ...
Kirill Kolesnik +3 more
wiley +1 more source
Estimation of the nearly unit root processes with GARCH errors and a drift(带有GARCH误差和趋势项的近单位根过程的估计)
Zhejiang Daxue xuebao. Lixue ban, 2014 近单位根过程在时间序列理论中占有重要地位.因其处于平稳过程与非平稳过程（单位根过程）的中间地带，研究其统计性质的重要价值在于揭示这个中间地带的特殊属性，及其与平稳过程和单位根过程统计属性的差异.在更新项只有二阶矩存在的条件下，讨论了带有GARCH（p，q）误差项与趋势项的近单位根过程的最小二乘估计.并推导了基于最小二乘估计的Dickey-Fuller检验统计量的渐近分布.该结果在单位根检验中具有一定意义.
YUANYuze(袁裕泽)
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