Results 61 to 70 of about 13,808,600 (300)
An exponential continuous time GARCH process [PDF]
, 2006 In this paper we introduce an exponential continuous time GARCH(p,q) process. It is defined in such a way that it is a continuous time extension of the discrete time EGARCH(p,q) process. We investigate stationarity and moment properties of the new model.
Haug, Stephan +3 more
core +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
Forecasting Performance of Asymmetric GARCH Stock Market Volatility Models
East Asian Economic Review, 2009 We investigate the asymmetry between positive and negative returns in their effect on conditional variance of the stock market index and incorporate the characteristics to form an out-of-sample volatility forecast.
Hojin Lee
doaj +1 more source
Examining the Effect of Ramazan and Muharram on the Risk and Return of Mutual Funds in Iran Capital Market [PDF]
تحقیقات مالی, 2017 Risk and return of active mutual funds in Iran capital market. We apply multiple regression analysis, correlogram tests and GARCH model between 2008 – 2014 years to test the data.
Seyed Ali Hosseini +2 more
doaj +1 more source
Stability of Nonlinear AR-GARCH Models [PDF]
SSRN Electronic Journal, 2006 Abstract. This article studies the stability of nonlinear autoregressive models with conditionally heteroskedastic errors. We consider a nonlinear autoregression of order p [AR(p)] with the conditional variance specified as a nonlinear first‐order generalized autoregressive conditional heteroskedasticity [GARCH(1,1)] model.
MEITZ, Mika, SAIKKONEN, Pentti
openaire +7 more sources
Advanced Energy Materials, EarlyView.Composite cathode engineering and stack pressure co‐optimization enable a high‐performance all‐solid‐state chloride‐ion battery based on a VOCl/CsSn₀.₉In₀.₀₆₇Cl3/In architecture, delivering 169 mAh g−1 with 500‐cycle durability. Electrode‐resolved impedance tracking via distribution of relaxation times revealed progressive interphase and charge ...
Soutam Panja +7 more
wiley +1 more source
Asymptotics for Parametric GARCH-in-Mean Models [PDF]
SSRN Electronic Journal, 2015 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Conrad, Christian, Mammen , Enno
openaire +3 more sources
Nanocrystalline LCO/LLZO Composite Cathode Films for Solid State Batteries
Advanced Energy Materials, EarlyView.A single precursor solution is solution‐deposited and calcined at only 750°C to yield a dense, nanograined LiCoO2/LLZO composite cathode, in which both phases crystallize independently with minimal interdiffusion. Assembled into all‐solid‐state Li‐metal batteries, the composite delivers 111.7 mAh g−1 initial discharge capacity and retains 93% after 100
Lucie Quincke +8 more
wiley +1 more source
Topological Properties of International Commodity Market: How Uncertainty Affects the Linkages?
Agribusiness, EarlyView.ABSTRACT The study aims to explore the network topology of the international commodity market by examining the interconnections among 21 commodity futures across various categories, including energy, precious and industrial metals, and agriculture. We analyze the market structure of these commodity futures under both low and high uncertainty conditions
Ibrahim Yagli, Bayram Deviren
wiley +1 more source
A Mixture Integer-Valued Garch Model
Revstat Statistical Journal, 2016 In this paper, we generalize the mixture integer-valued ARCH model (MINARCH) introduced by Zhu et al. (2010) (F. Zhu, Q. Li, D. Wang. A mixture integer-valued ARCH model, J. Statist. Plann.
Mamadou Lamine Diop +2 more
doaj +1 more source