Results 81 to 90 of about 18,304 (313)

Análisis de la volatilidad accionaria en Latinoamérica

Fórum Empresarial, 2005
En la medida que las economías se van abriendo al mundo se vuelven más vulnerables a las crisis económicas de otros países. A este fenómeno se le denomina contagio.
Carlos Díaz Contreras, Freddy Higueras Cates   +1 more
doaj   +1 more source

Estimating Value at Risk of Portfolio of Oil and Gold by Copula-GARCH Method [PDF]

تحقیقات مالی, 2014
Copula functions are powerful tools that describe dependence structure of multi- dimension random variables and are considered as one of the newest tools for risk management.
Saeed Fallahpour, Ehsan Ahmadi
doaj   +1 more source

Beta‐Lactoglobulin for Water‐Based and Tunable Nanostructure Templating of Printed Titania Thin Films: The Influence of pH Value and Protein Concentration

Advanced Materials Interfaces, EarlyView.
The synthesis route for the fabrication of nanostructured titania thin films focuses on water‐based solutions, abundant, nontoxic materials, and a highly scalable deposition technique. Using beta‐lactoglobulin enables tunable titania thin film templating and allows for different domain sizes, porosities, and morphologies.
Linus F. Huber, Kun Sun, Manuel A. Reus, Christian L. Weindl, Julian E. Heger, Stephan V. Roth, Peter Müller‐Buschbaum   +6 more
wiley   +1 more source

Forecasting crude oil market volatility: can the Regime Switching GARCH model beat the single-regime GARCH models? [PDF]

arXiv, 2015
In order to obtain a reasonable and reliable forecast method for crude oil price volatility, this paper evaluates the forecast performance of single-regime GARCH models (including the standard linear GARCH model and the nonlinear GJR-GARCH and EGARCH models) and the two-regime Markov Regime Switching GARCH (MRS-GARCH) model for crude oil price ...
arxiv  

Dynamic Conditional Eigenvalue GARCH [PDF]

SSRN Electronic Journal, 2019
Abstract In this paper we introduce a multivariate generalized autoregressive conditional heteroskedastic (GARCH) class of models with time-varying conditional eigenvalues. The dynamics of the eigenvalues is derived for the cases with underlying Gaussian and Student’s t -distributed innovations based on the general theory of dynamic conditional ...
Hetland, Simon, Pedersen, Rasmus Søndergaard, Rahbek, Anders   +2 more
openaire   +6 more sources

Reconfigurable Manipulation of Sound with a Multimaterial 3D Printed Origami Metasurface

Advanced Materials Technologies, EarlyView.
This paper demonstrates a programmable origami‐inspired metasurface, using multimaterial three‐dimensional printing technology to achieve reconfigurable sound manipulation. The unique bistable design enables rapid switching between configurations, allowing for precise control of acoustic reflections with minimal mechanical input. The results showcase a
Dinh Hai Le, Felix Kronowetter, Yan Kei Chiang, Marcus Maeder, Steffen Marburg, David A. Powell   +5 more
wiley   +1 more source

Advances and Challenges in Low‐Temperature Upcycling of Waste Polyolefins via Tandem Catalysis

Angewandte Chemie, EarlyView.
This review presents an overview of recent advances in mild catalytic transformations of polyolefins, emphasizing the kinetic and thermodynamic interplay between endothermic C─C bond cleavages and the exothermic formation of new C─H, C─C, and C─O bonds.
Wei Zhang, Sungmin Kim, Michele L. Sarazen, Mingyuan He, Jingguang G. Chen, Johannes A. Lercher   +5 more
wiley   +2 more sources

The Study of long-Term Memory in Dynamic Volatility Relationship between Stock Returns and Exchange Rates [PDF]

Journal of Asset Management and Financing, 2018
Nowadays, the issue of how to choose an appropriate system of currency exchange can be considered as one the pivots of macroeconomic policies and, in turn, currency fluctuation turns to one of the most crucial concerns of each country’s foreign commerce.
dariush damoori, Negar Mirzad
doaj   +1 more source

Magnetic Force‐Induced Self‐Assembly and Flip‐Chip Alignment on Electroplated Multilayer Solder with Tailored Melting Points

Advanced Materials Technologies, EarlyView.
This work demonstrates fluidic self‐assembly and self‐alignment of flip‐chips using a magnetic field for agitation and orientation. Pb‐free solder bumps with tailored transformation imprinted melting points enable selective capturing on low‐melting solder in water. After capturing, final alignment is achieved through magnetic forces.
Mahsa Kaltwasser, Johannes Reiprich, Thomas Stauden, Heiko O. Jacobs   +3 more
wiley   +1 more source

Enantioselective Photochemical Generation of a Short‐Lived, Twisted Cycloheptenone Isomer: Catalytic Formation, Detection, and Consecutive Chemistry

Angewandte Chemie, EarlyView.
In a proof‐of‐concept study, it was for the first time shown that planar chiral trans‐cycloalk‐2‐enones, such as 2, can be formed enantioselectively from their cis‐isomers by triplet energy transfer from a chiral catalyst. Computational studies performed with cyclohept‐2‐enone and enone 1 provided invaluable insights into the mode of action of the ...
Max Stierle, Constantin Jaschke, Daniel J. Grenda, Martin T. Peschel, Thomas Pickl, Niklas Gessner, Patrick Nuernberger, Benjamin P. Fingerhut, Christian Ochsenfeld, Regina de Vivie‐Riedle, Thorsten Bach   +10 more
wiley   +2 more sources