Results 91 to 100 of about 3,114 (262)

PERAMALAN VOLATILITAS SAHAM MENGGUNAKAN MODEL EXPONENTIAL GARCH DAN THRESHOLD GARCH

E-Jurnal Matematika, 2019
In financial data there is asymmetric volatility, which denotes the different movements on conditional volatility of increase and decrease financial asset returns.
SITI RAHAYU NINGSIH, I WAYAN SUMARJAYA, KARTIKA SARI   +2 more
doaj   +1 more source

Robust and efficient estimation of GARCH models based on Hellinger distance. [PDF]

J Appl Stat, 2022
Zhao Q, Chen L, Wu J.
europepmc   +1 more source

Design of Fuel‐Dependent, Complex‐Coacervate‐Based Synthetic Cells

Chemistry – A European Journal, EarlyView.
Fuel‐dependent synthetic cells form and persist only in the presence of chemical fuel, decaying under starvation. We establish design rules for hexapeptide‐based coacervates, showing that tryptophan enhances polyanion binding, extends lifetime, and reduces waste sensitivity.
Anna‐Lena Holtmannspötter, Xiaoyao Chen, Yiyi Fu, Melisa Badem, Phillip S. Weiß, Nicolas Glück, Chase Kanitz, Veronika Rupp, Kaige Wang, Job Boekhoven   +9 more
wiley   +1 more source

Contagion effect of cryptocurrency on the securities market: a study of Bitcoin volatility using diagonal BEKK and DCC GARCH models. [PDF]

SN Bus Econ, 2022
Sajeev KC, Afjal M.
europepmc   +1 more source

A multivariate realized GARCH model

Journal of Econometrics
We propose a novel class of multivariate GARCH models that incorporate realized measures of volatility and correlations. The key innovation is an unconstrained vector parametrization of the conditional correlation matrix, which enables the use of factor models for correlations.
Archakov, Ilya, Hansen, Peter Reinhard, Lunde, Asger   +2 more
openaire   +2 more sources

Silica‐Supported Mononuclear Methyl‐Platinum Complexes Stabilized by Trimethylphosphine—Synthesis, Structure, and Reactions Under Reducing Conditions

Chemistry – A European Journal, EarlyView.
The article describes the synthesis and molecular transformations of a silica‐supported bis(phosphine)methylplatinum(II) complex under reactive (H2, CO) and inert gas atmospheres. The focus lies on the stabilizing effect of the sterically non‐demanding trimethylphosphine ligand, which alters the reactivity of the surface sites, compared to other ...
Lea S. Kopietz, Sven Schaefer, Oksana Storcheva, Gabriele Raudaschl‐Sieber, Johannes Bitzer, Wolfgang Kleist, Klaus Köhler   +6 more
wiley   +1 more source

Investigating the Electrochemical Double Layer with Quantum‐Chemical Simulations and Implicit Solvation Models

Chemistry – A European Journal, EarlyView.
ESM‐RISM is applied to model electrochemical interfaces and benchmarked against Poisson–Boltzmann and molecular dynamics results. Density profiles, differential capacitance, and adsorption energetics at the gold–electrolyte interface are analyzed, highlighting the capabilities of this implicit electrolyte framework.
Alessandro Mangiameli, Christopher J. Stein   +1 more
wiley   +1 more source

Reverse Engineering and Performance Evaluation of a Pump Impeller Fabricated With Additive Manufacturing

Chemie Ingenieur Technik, EarlyView.
This study explores the process chain for reverse engineering and additive manufacturing of a water pump impeller in a process plant. Key aspects include digital twin creation, CAD redesign, material certification, Hirtisation postprocessing, and performance testing. Insights highlight iterative design for improved precision and reliability.
Michael Stadler, Kati Schatz, Sebastian Rehfeldt, Harald Klein   +3 more
wiley   +1 more source

The Predictability of GARCH-Type Models on the Returns Volatility of Primary Indonesian Exported Agricultural Commodities

Jurnal Akuntansi dan Keuangan, 2011
Agricultural sector plays an important role in Indonesia‟s economy; especially for the plantation sub-sector contributing high revenues to Indonesia‟s exporting sectors.
Saarce Elsye Hatane
doaj  

Multimodality in the GARCH Regression Models. [PDF]

, 2003
It is shown empirically that mixed autoregressive moving average regression models with generalized autoregressive conditional heteroskedasticity (Reg-ARMA-GARCH models) can have multimodality in the likelihood that is caused by a dummy variable in the conditional mean.
Jurgen Doornik, Marius Ooms
openaire   +1 more source