Results 61 to 70 of about 18,304 (313)
Predicting 2D Crystal Packing in Thin Films of Small Molecule Organic Materials
Advanced Functional Materials, EarlyView.A computational method is proposed for predicting the 2D molecular packing in crystalline thin films of flexible organic molecules. The approach employs a grid search for molecular arrangements, achieving accurate predictions of 2D packing motifs with strongly reduced computational costs.
Alexey O. Gudovannyy +6 more
wiley +1 more source
Chemistry – A European Journal, Volume 28, Issue 69, December 9, 2022., 2022 The synthesis of a new silepin with a sterically encumbered silyl ligand was achieved, which shows a spectral observable equilibrium towards the isomeric acyclic silylene at room temperature. The equilibrium was analyzed by VT NMR and UV/Vis measurements supported by DFT calculations.
Teresa Eisner +3 more
wiley +1 more source
Is Stock Price Volatility A Risk? : An Evaluation Review [PDF]
International Journal of Management, Accounting and Economics, 2019 Price volatility presents the investor possibilities and opportunities to buy securities at cheap prices and then sell it when they are overpriced, resulting in a profit at the end of the day.
Rabia Qammar, Rana Zain-Ul-Abidin
doaj
Estimación de modelos de volatilidad en series de rendimientos bursátiles: 2000-2014
Pensamiento Crítico, 2015 Las series temporales de alta frecuencia observadas en los mercados financieros y cambiarios se caracterizan por ser asimétricas, leptocúrticas, agrupamiento de la volatilidad, mostrar una elevada persistencia en volatilidad, correlaciones en los ...
Rafael Bustamante Romaní
doaj +1 more source
Improving Garch Volatility Forecasts [PDF]
SSRN Electronic Journal, 1998 Many researchers use GARCH models to generate volatility forecasts. We show, however, that such forecasts are too variable. To correct for this, we extend the GARCH model by distinguishing two regimes with different volatility levels. GARCH effects are allowed within each regime, so that our model generalizes existing regime-switching models that allow
Franc Klaassen, Franc Klaassen
openaire +5 more sources
Inter‐Layer Diffusion of Excitations in 2D Perovskites Revealed by Photoluminescence Reabsorption
Advanced Functional Materials, EarlyView.Inter‐layer diffusion of photoexcitations is monitored in thin films of the 2D perovskite (PEA)2PbI4 by tracking time‐dependent changes in photoluminescence spectra induced by photon reabsorption effects. A low out‐of‐plane excitation diffusion coefficient of 0.26 × 10−4 cm2 s−1 is determined through 1D diffusion modeling.
Jiaxing Du +7 more
wiley +1 more source
Real exchange rate volatility and exports: A study for four selected commodity exporting countries [PDF]
Panoeconomicus, 2019 Commodity exports depend on global demand and prices, but the increasing volatility of real exchange rates (RER) introduces an additional factor. Thus, this paper studies the RER volatility dynamics, estimated through GARCH and IGARCH models for Brazil ...
Mordecki Gabriela, Miranda Ronald
doaj +1 more source
Advanced Functional Materials, EarlyView.Fluorine‐functionalized organic spacers (2F, 3F, 5F) are investigated to identify as optimal passivation agents for 3D MAPI perovskite solar cells (PSCs). The study highlights how altering fluorine positioning affects defect passivation, low‐dimensional phase (LDP) formation, and stability, emphasizing its role in molecular interactions and offering ...
Ali Semerci +15 more
wiley +1 more source
The Impact of Financial Structure on Economic Growth Volatility in Iran [PDF]
پژوهشهای اقتصادی, 2018 The main objective of this research is to investigate the impact of financial structure on the Iranian economic growth volatility by applying GARCH & ARDL methods using quarterly data over the 1991-2015 period.
zana mozaffari +2 more
doaj
A Semiparametric Approach to the Detection of Change-points in Volatility Dynamics of Financial Data [PDF]
arXiv, 2022 One of the most important features of financial time series data is volatility. There are often structural changes in volatility over time, and an accurate estimation of the volatility of financial time series requires careful identification of change-points. A common approach to modeling the volatility of time series data is the well-known GARCH model.
arxiv