Results 51 to 60 of about 16,252 (305)
SKEW NORMAL AND SKEW STUDENT-T DISTRIBUTIONS ON GARCH(1,1) MODEL
Media Statistika, 2021 The Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) type models have become important tools in financial application since their ability to estimate the volatility of financial time series data.
Didit Budi Nugroho +2 more
doaj +1 more source
A Functional 2D Carbon Allotrope Combining Nanoporous Graphene and Biphenylene Segments
Advanced Materials, EarlyView.The synthesis of a novel nanoporous graphene (NPG) is reported with biphenylene segments via thermal fusion of 12‐armchair porous graphene nanoribbons grown on gold surfaces. Characterization using STM, AFM, and DFT reveals low‐defect semiconducting behaviour and tunable band gaps.
Paula Angulo‐Portugal +14 more
wiley +1 more source
Angewandte Chemie, EarlyView.A metal‐free fluorinated ketazine‐linked COF is introduced as an efficient electrocatalyst for nitrate reduction to ammonia under neutral conditions. Fluorine substitution enhances π–π stacking and crystallinity, enabling a Faradaic efficiency of 59.9% and an NH3 yield rate of 1639.9 µmol h−1 mgCOF−1 at −0.9 V versus RHE. This establishes an unexplored
Islam E. Khalil +12 more
wiley +2 more sources
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, 2015 The article points out the possibilities of using static D-Vine copula ARMA-GARCH model for estimation of 1 day ahead market Value at Risk. For the illustration we use data of the four companies listed on Prague Stock Exchange in range from 2010 to 2014.
Václav Klepáč, David Hampel
doaj +1 more source
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
On–Off Switchable Micromotors for Use in Steerable Microvehicles
Advanced Robotics Research, EarlyView.Electrically controllable micromotors and microvehicles are developed by tuning the diffusion of the fuel. Self‐propelled micromotors using bubble propulsion show great promise for miniaturized devices with multiuse purposes such as cargo delivery and sensing. However, there is currently no method to electrically switch the micromotors on or off. Here,
Hugo Severinsson +3 more
wiley +1 more source
INVESTIGATING VOLATILITY BEHAVIOUR: EMPIRICAL EVIDENCE FROM ISLAMIC STOCK INDICES
Journal of Islamic Monetary Economics and Finance, 2020 The main purpose of this research is to apply five univariate GARCH models to the daily stock returns of four major sharia stock indices. Two symmetric versions of the GARCH model (GARCH and MGARCH) and three asymmetric versions (EGARCH, TGARCH and ...
Burhanuddin Burhanuddin
doaj +1 more source
Effects of outliers on the identification and estimation of GARCH models [PDF]
, 2006 This paper analyses how outliers affect the identification of conditional heteroscedasticity and the estimation of generalized autoregressive conditionally heteroscedastic (GARCH) models.
Ruiz Ortega, Esther +6 more
core +1 more source
Degradation Mechanisms Associated with Electron‐Blocking Layers in Inverted Perovskite Solar Cells
Advanced Science, EarlyView.The effects of the three typical EBLs NiOx, PTAA, and 2PACz on the photovoltaic performance and degradation mechanisms are investigated under light soaking and solar‐thermal cycling conditions of corresponding PSCs, demonstrating that 2PACz is the best EBL due to the better interface contact and lower lattice distortion.
Xiongzhuo Jiang +9 more
wiley +1 more source
Heavier Alkyne‐Ni0 Complexes, [R2E2·Ni] (E = Sn, Pb), Exhibiting σ‐Complex Character
Angewandte Chemie, EarlyView.Using a reductive group elimination strategy, heavier alkyne (LEEL; E = Sn, Pb) complexes of Ni0 are accessed. In contrast to classical alkyne coordination, these systems are best described as σ‐complexes, driven by ligand‐induced constraints and the established poor π‐bonding in heavier alkyne analogues.
Leopold Junge +3 more
wiley +2 more sources