Results 51 to 60 of about 13,808,600 (300)

Outlier detection in GARCH models [PDF]

, 2005
We present a new procedure for detecting multiple additive outliers in GARCH(1,1) models at unknown dates. The outlier candidates are the observations with the largest standardized residual. First, a likelihood-ratio based test determines the presence and timing of an outlier.
Jurgen A. Doornik, Marius Ooms
openaire   +5 more sources

Deciphering the Photopolymerization‐Induced Nanostructures and Interface Formation for Submicrometer Additive Manufacturing

Advanced Functional Materials, EarlyView.
This work reveals the UV‐curing‐induced monomer‐rich domain, oligomer‐rich domain, and entangled oligomer domain. The cured submicron films in stressed state induce interlayer nano‐wrinkle structures during the deposition of the second layer. Stress‐free cured films in relaxed state form non‐diffusive, diffusive and semi‐diffusive interlayer ...
Shouzheng Chen, Yufeng Zhai, Jungui Zhou, Lixing Li, Simon Schraad, Guangjiu Pan, Xuehe Jiang, Sarathlal Koyiloth Vayalil, Rolf A. T. M. van Benthem, Julien R. G. Navarro, Johan F. G. A. Jansen, Mats K. G. Johansson, Peter Müller‐Buschbaum, Stephan V. Roth   +13 more
wiley   +1 more source

Hydro‐ and Lipophilicity of Molecular‐Size‐Controlled Hydrogel Drug Carriers

Advanced Materials Technologies, EarlyView.
We investigate nano‐sized hydrogel drug carriers with tailored hydro‐ and lipophilicity. We design their encapsulation and structure‐forming capabilities and follow them in real time during fabrication using time‐resolved and in situ grazing incidence x‐ray scattering.
Elisabeth Erbes, Naireeta Biswas, Calvin J. Gavillet, Matthias Schwartzkopf, Krishnayan Basuroy, Qing Chen, Andrei Chumakov, Susann Frenzke, Marc Gensch, Korneliya Gordeyeva, Patrycja Kielb, Sonja Kirchner, Volker Körstgens, Peter Müller‐Buschbaum, Henrike M. Müller‐Werkmeister, Jan Rubeck, Sreevidya Thekku Veedu, Jose de Jesus Velazquez‐Garcia, Vivian Waclawek, Daniel Söderberg, Stephan V. Roth, Simone Techert   +21 more
wiley   +1 more source

Volatility forecasting using Double-Markov switching GARCH models under skewed Student-t distribution [PDF]

, 2012
Includes bibliographical references.This thesis focuses on forecasting the volatility of daily returns using a double Markov switching GARCH model with a skewed Student-t error distribution.
Mazviona, Batsirai Winmore
core   +1 more source

Silicon‐Bridged Homocyclopentadienides: Metal‐Assisted Facile Ring Expansion of Cyclopentadienide by Transient Imino(Metallophosphino)Silylenes

Angewandte Chemie, EarlyView.
We demonstrate the facile aromatic C─C bond cleavage of cyclopentadienide mediated by transient imino(metallophosphino)silylenes, enabling the transformation of an aromatic system into a homoaromatic species. The steric bulk of the phosphino substituent, together with the weak interaction between the coinage metal and the cyclopentadienide ligand, are ...
Huaiyuan Zhu, Xufang Liu, Shicheng Dong, Jun Zhu, Shigeyoshi Inoue   +4 more
wiley   +2 more sources

MEASURING SYSTEMIC RISK OF CHINA'S LISTED BANKS [PDF]

Financial Studies, 2021
After the financial crisis in 2008, the world became more aware of the importance of the systemic risk. Within China’s financial system, commercial banks have a dominant position.
Ping ZHANG, Yiru WANG, Min ZHAO, Tzu-Yi YANG   +3 more
doaj  

Random coefficient GARCH models

Mathematical and Computer Modelling, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
A. Thavaneswaran, Srimantoorao Semischetty Appadoo, M. Samanta   +2 more
openaire   +2 more sources

Elastomeric Core‐Conductive Shell Slurry Additive Stabilizes High‐Voltage NCM811 Cathodes via Mechanical‐Electrical Dual Regulation

Advanced Science, EarlyView.
A core‐shell ASA slurry additive constructs a mosaic‐like interface on high‐voltage NCM811 cathodes. This architecture decouples interfacial functions: the elastomeric core buffers mechanical stress to prevent microcracking, while the conductive shell facilitates rapid ion/electron transport, enabling mechanical‐electrical dual regulation and enhanced ...
Jiamin Duan, Xingchen Liu, Jiapei Li, Zhuijun Xu, Said Amzil, Baohu Wu, Yiyao Xiao, Wenjun Zhang, Tong Yu, Xiaohong Li, Wenwen Xue, Xiangyu Chen, Changwei Liu, Jie Gao, Peter Müller‐Buschbaum, Ya‐Jun Cheng, Yonggao Xia   +16 more
wiley   +1 more source

Enhancing the Efficiency of Time Series Forecasting by Hybrid Univariate Box Jenkins–GARCH Models [PDF]

The Egyptian Statistical Journal
Due to the high non-linearity and volatility of the data, financial time series forecasting has been classified as a standard problem. The current study presents a method for modeling stationary, non-stationary, non-linear, and high volatility time ...
Mona Abdel Bary
doaj   +1 more source

A New Ordered Transformation‐Induced Plasticity Enables Exceptional Strength and Ductility in a B2 Medium‐Entropy Alloy

Advanced Science, EarlyView.
A novel B2‐ordered Ti‐Zr‐V‐Al medium‐entropy intermetallic is developed through controlled metastability engineering, which activates an ordered TRIP effect via a new B2→D019‐α2 transformation with a distinctive {0001}α2//{110}B2, <11‐20>α2//<100>B2 orientation relationship. This alloy achieves an elongation of ∼7%, a strength of ∼1.1 GPa, and superior
Chaohua Li, Yidong Wu, Boyuan Zheng, Xu Zhang, Xiongjun Liu, Wenli Song, Ning An, Chengbo Xiao, Xidong Hui   +8 more
wiley   +1 more source