Results 91 to 100 of about 16,252 (305)

M-ESTIMATION IN GARCH MODELS [PDF]

Econometric Theory, 2008
This paper derives asymptotic normality of a class ofM-estimators in the generalized autoregressive conditional heteroskedastic (GARCH) model. The class of estimators includes least absolute deviation and Huber's estimator in addition to the well-known quasi maximum likelihood estimator.
openaire   +1 more source

Phosphorescence of Heavy, T‐Shaped Pnictogen Trisamides in Solution at Room Temperature in the Near‐Infrared II Region

Chemistry – A European Journal, EarlyView.
The unique photophysical properties of heavy T‐shaped Sb and Bi trisamides are reported. A ligand‐to‐pnictogen charge‐transfer excitation from a redox‐active NNN pincer to a vacant pnictogen p‐orbital populates a triplet state that emits in the highly desirable NIR‐II region, with lifetimes up to the µs range.
Katharina L. Deuter, Sotirios Pavlidis, Rainer F. Winter, Peter Coburger, Josh Abbenseth   +4 more
wiley   +1 more source

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

, 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  

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

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

Modelling time-varying volatility using GARCH models: evidence from the Indian stock market. [PDF]

F1000Res, 2022
Ali F, Suri P, Kaur T, Bisht D.
europepmc   +1 more source

An investigation into using news analytics data in GARCH type volatility models

, 2012
This thesis was submitted for the degree of Master of Philosophy and awarded by Brunel University.In the work we study different dynamic volatility models.
Sidorov, Sergey P
core  

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

Estimation of the parameters of symmetric stable ARMA and ARMA-GARCH models. [PDF]

J Appl Stat, 2022
Sathe AM, Upadhye NS.
europepmc   +1 more source

A Fast and Highly Stable Aqueous Calcium‐Ion Battery for Sustainable Energy Storage

ChemSusChem, Volume 18, Issue 6, March 15, 2025.
Aqueous batteries provide a low‐cost, safer alternative to lithium‐ion batteries, but their viability is often limited by rapid electrode degradation. This study shows that replacing K+ with divalent Ca2+ ions in the electrolyte significantly boosts the stability of both copper hexacyanoferrate cathodes and polyimide anodes, enabling fast‐charging ...
Raphael L. Streng, Samuel Reiser, Sabrina Wager, Nykola Pommer, Aliaksandr S. Bandarenka   +4 more
wiley   +1 more source