Results 51 to 60 of about 3,114 (262)
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
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
Magnetic DNA Origami Nanorotors
Advanced Materials, EarlyView.Magnetic actuation is a powerful and broadly applicable actuation mechanism due to its programmability and compatibility with biological entities. Here we demonstrate magnetic DNA origami nanorotors (MADONAs) by assembling magnetic nanocubes on DNA origami.
Lennart J. K. Weiß +13 more
wiley +1 more source
Formation of Gallium Monofluoride in the Coordination Sphere of Nickel
Angewandte Chemie, EarlyView.The elusive gas‐phase species gallium monofluoride forms selectively in the coordination sphere of a nickel(II) centre as a product of C(sp3)–F bond activation, with a weakly coordinating anion as the fluorine source. The herein reported gallium monofluoride ligand acts as a very strong σ‐donor ligand at nickel and serves as a fluorine donor towards ...
Johannes Stephan +6 more
wiley +2 more sources
High‐Performance Bio‐Glue From the Berries of a Parasitic Plant
Advanced Materials, EarlyView.We report a fully bio‐based adhesive derived primarily from a (poly)saccharide extract obtained from the berries of the hemi‐parasitic plant mistletoe (Viscum album), supplemented with tannic and malic acid without any further chemical functionalization.
Ufuk Gürer +8 more
wiley +1 more source
Traffic Volatility Forecasting Using an Omnibus Family GARCH Modeling Framework
Entropy, 2022 Traffic volatility modeling has been highly valued in recent years because of its advantages in describing the uncertainty of traffic flow during the short-term forecasting process.
Jishun Ou +4 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
Band Alignment and Composition of the Buried TiO2/GaInP Interface
Advanced Materials Interfaces, EarlyView.Buried TiO2$\text{TiO}_2$/GaInP interfaces formed by mild plasma‐enhanced ALD are shown to be largely insensitive to the initial GaInP surface condition. Angle‐dependent photoelectron spectroscopy reveals similar interfacial chemistry and band alignment for phosphorus‐rich and naturally oxidized surfaces, demonstrating a robust pathway for reproducible
David Ostheimer +11 more
wiley +1 more source
Modeling S&P500 returns with GARCH models
Latin American Journal of Central Banking, 2023 This paper provides several estimates of the GARCH models’ parameters for the S&P500 index, based on returns and CBOE VIX. Using a daily sample collected from 2007 to 2022, we can conclude that adding the VIX information improves the estimates of the ...
Rodrigo Alfaro, Alejandra Inzunza
doaj +1 more source