Results 101 to 110 of about 3,114 (262)

An Introduction to Univariate GARCH Models [PDF]

, 2009
This paper contains a survey of univariate models of conditional heteroskedasticity. The classical ARCH model is mentioned, and various extensions of the standard Generalized ARCH model are highlighted. This includes the Exponential GARCH model. Stochastic volatility models remain outside this review.
openaire   +2 more sources

Impact of Trace Water on the Macroscopic Activity of Commercial Ammonia Cracking Catalysts Under Process‐Relevant Conditions

Chemie Ingenieur Technik, EarlyView.
This study evaluates how small water impurities—typical in ammonia cracking feedstock—affect catalyst performance at elevated pressures and temperatures. By decoupling permanent degradation from reversible inhibition, the findings highlight trace water as a significant factor for reliable catalyst screening and industrial ammonia cracking scale‐up ...
Bruno V. P. Lago, Sebastian Wodak, Marianne Ponceau, Axel Behrens, Jan‐Peter Bohn, Sebastian Rehfeldt, Harald Klein   +6 more
wiley   +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

Coupling Fluid Neutrals to Gyrokinetic Plasma Dynamics for Edge and SOL Turbulence Simulations

Contributions to Plasma Physics, EarlyView.
ABSTRACT Accurate modeling of turbulent transport in magnetic confinement fusion devices requires extending first‐principles gyrokinetic simulations from the core to the edge and scrape‐off layer (SOL), where additional physics—particularly plasma–neutrals interactions—must be included.
Sabine Ogier‐Collin, Philipp Ulbl, Wladimir Zholobenko, Frank Jenko   +3 more
wiley   +1 more source

Comparison of Symmetrical; Asymmetrical; and Logarithmic Models Using GARCH; GJR-GARCH; and EGARCH Method in Forecasting Indonesia–USA Currency Volatility

Ekonometria
Aim: The main object of this study was to present a comparison between GARCH models, i.e. the standard GARCH model, asymmetric GJR-GARCH, and logarithmic EGARCH on exchange rate (IDR/USD) volatility.
Juwita Suwondo, Rern-Jay Hung, Eko Yuni Prihantono, Renaldi   +3 more
doaj   +1 more source

MODELING ROMANIAN EXCHANGE RATE EVOLUTION WITH GARCH, TGARCH, GARCH- IN MEAN MODELS [PDF]

Annals of the University of Oradea: Economic Science, 2011
In this paper we analyze the return of exchange rate in order to test and analyze the best models which are capable of forecasting accurately there evolution. We apply the GARCH family models on the exchange rate return in order to obtain the best models
Cociuba Mihail Ioan, Trenca Ioan
doaj  

Edge Fluid Turbulence Simulations of Stellarators With GRILLIX

Contributions to Plasma Physics, EarlyView.
ABSTRACT The edge fluid turbulence code GRILLIX has recently been extended from axisymmetric tokamak geometries to support 3D stellarator configurations. Following successful proof‐of‐principle simulations published in Stegmeir et al., we present here a comprehensive simulation of the Wendelstein 7‐AS stellarator.
Andreas Stegmeir, Christoph Pitzal, Barnabas Csillag, Miguel Madeira, Marion Finkbeiner   +4 more
wiley   +1 more source

Towards a Mean‐Field Braginskii Model for Stellarators

Contributions to Plasma Physics, EarlyView.
ABSTRACT Experiments in the stellarator Wendelstein 7‐X indicate that particle drifts have a significant impact on the plasma in the scrape‐off layer. However, drift effects have been absent in the mean‐field transport codes such as EMC3‐Eirene. For this reason, we present the first steps towards a mean‐field model that incorporates drifts. The code is
T. Tork, F. Reimold, D. Bold, B. Shanahan, B. Dudson, A. Stegmeir, P. Manz, The W7‐X Team   +7 more
wiley   +1 more source

Predicting volatility of cryptocurrencies: Deep learning and GARCH family models

Modern Finance
This paper examines the application of econometric models, deep learning architectures, and hybrid combinations of both methods for volatility forecasting in cryptocurrency markets. Using daily data on 10 major cryptocurrencies from 2020–2025, this work
Abdul Moiz, Hassan Raza
doaj   +1 more source

Overcoming Cell Fixture Challenges in High‐Pressure Operation of Solid‐State Batteries

Energy Science &Engineering, EarlyView.
Accurate application of high uniaxial pressure remains a limiting factor in large‐format solid‐state battery testing. A spring‐loaded fixture employing deflection‐based pressurization enables precise, homogeneous, and reproducible pressure application without expensive in‐fixture sensors, providing a robust framework for systematic investigation of ...
Lovis Wach, Constantin Ruess, Sophie Grabmann, Ruediger Daub   +3 more
wiley   +1 more source