Results 71 to 80 of about 72,454 (299)

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

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, Martin Irizar, Longfeng Huang, Mamun Sarker, Mustafa A. Ashoush, Zakaria M. Abd El‐Fattah, Johannes Barth, Frederik Schiller, Afaf El‐Sayed, Fei Gao, Dimas G. de Oteyza, Alexander Sinitskii, Aran Garcia‐Lekue, Martina Corso, Ignacio Piquero‐Zulaica   +14 more
wiley   +1 more source

Efficient Self‐Cleaning and Anti‐Bacterial Behavior Realized by Hierarchical Structure in Hybrid Waterborne Polyurethane Coatings Containing Photocatalyst

Advanced Materials Interfaces, EarlyView.
Hybrid WPU coatings with a hierarchical structure are constructed by first directional freezing polymerization of degradable hydrogels with a vertical channel structure and then filling these channels with aqueous WPU solution containing carbon nitride (g‐C3N4) nanosheets.
Xiaobei Zhou, Jing Xu, Jie Yu, Jie Liu, Meiqun Hu, Lie Zhao, Peter Müller‐Buschbaum, Dongming Qi, Qi Zhong   +8 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

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

Decoupling the Impact of Deep‐Trap and Band‐Tail States on PbS Quantum Dot Photodetectors via Alkylamine Engineering

Advanced Materials Technologies, EarlyView.
Band‐tail and deep trap states are effectively disentangled through the use of selective alkylamine additives. PA‐driven 2D ordering narrows band tails, while HA enhances halide passivation and Pb coordination to suppress deep traps. A comparative study of their CQD short‐wave infrared (SWIR) photodetectors further reveals whether band‐tail states or ...
Huaying Zhong, Fan Fang, Jasper Guido Ebel, Qian Chen, Lixin Li, Kaiyu Luo, Yihan Song, Andong Zhong, Haibo Zhu, Xiao Wang, Kaijie Ling, Yong Xia, Haodong Tang, Wei Chen, Peter Müller‐Buschbaum   +14 more
wiley   +1 more source

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, Eswaran Murugasen, Jose G. Martinez, Edwin W. H. Jager   +3 more
wiley   +1 more source

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, Philipp Segeritz, Daniel J. Scott, David J. Collins   +3 more
wiley   +1 more source

Multivariate GARCH Models: A Survey [PDF]

SSRN Electronic Journal, 2003
AbstractThis paper surveys the most important developments in multivariate ARCH‐type modelling. It reviews the model specifications and inference methods, and identifies likely directions of future research. Copyright © 2006 John Wiley & Sons, Ltd.
BAUWENS, Luc, LAURENT, Sébastien, ROMBOUTS, Jeroen   +2 more
openaire   +3 more sources

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, Jie Zeng, Kun Sun, Simon Alexander Wegener, Zerui Li, Guangjiu Pan, Sarathlal Koyiloth Vayalil, Matthias Schwartzkopf, Baomin Xu, Peter Müller‐Buschbaum   +9 more
wiley   +1 more source