Results 61 to 70 of about 40,912 (303)
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
Studying the effects of USING GARCH-EVT-COPULA METHOD TO ESTIMATE VALUE AT RISK OF PORTFOLIO [PDF]
Iranian Journal of Finance, 1999 Value at Risk (VaR) plays a central role in risk management. There are several approaches for the estimation of VaR, such as historical simulation, the variance-covariance and the Monte Carlo approaches. This work presents portfolio VaR using an approach
Ghodratollah Emamverdi
doaj +1 more source
Degradation Mechanisms Associated with Electron‐Blocking Layers in Inverted Perovskite Solar Cells
Advanced Science, EarlyView.The effects of the three typical EBLs NiOx, PTAA, and 2PACz on the photovoltaic performance and degradation mechanisms are investigated under light soaking and solar‐thermal cycling conditions of corresponding PSCs, demonstrating that 2PACz is the best EBL due to the better interface contact and lower lattice distortion.
Xiongzhuo Jiang +9 more
wiley +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 +5 more sources
GARCH Modelling of Cryptocurrencies
, 2017 With the exception of Bitcoin, there appears to be little or no literature on GARCH modelling of cryptocurrencies. This paper provides the first GARCH modelling of the seven most popular cryptocurrencies.
Jeffrey Chu +3 more
semanticscholar +1 more source
Markov-Switching GARCH Models in R: The MSGARCH Package
Journal of Statistical Software, 2019 We describe the package MSGARCH, which implements Markov-switching GARCH (generalized autoregressive conditional heteroscedasticity) models in R with efficient C++ object-oriented programming.
David Ardia +4 more
semanticscholar +1 more source
Modelling asymmetric market volatility with univariate GARCH models: Evidence from Nasdaq-100
, 2020 This paper models and estimates the volatility of nonfinancial, innovative and hi-tech focused stock index, the Nasdaq-100, using univariate asymmetric GARCH models.
Fuzuli Aliyev +2 more
semanticscholar +1 more source
Advanced Energy Materials, Volume 15, Issue 11, March 18, 2025.A closed‐loop, data‐driven approach facilitates the exploration of high‐performance Si─Ge─Sn alloys as promising fast‐charging battery anodes. Autonomous electrochemical experimentation using a scanning droplet cell is combined with real‐time optimization to efficiently navigate composition space.
Alexey Sanin +7 more
wiley +1 more source
Extreme Value Theory and Value at Risk: Application to OPEC Market [PDF]
Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān, 2019 Regarding the role of the energy market, especially oil, on the economy of countries, it is important to identify the future evolution of the market. In this respect, predicting the changeable extreme evolution of the oil price is crucial for decision ...
mahtab mehrasa, Teymour Mohamadi
doaj +1 more source
Agribusiness, EarlyView.Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley +1 more source