Results 71 to 80 of about 16,252 (305)

Asymptotics for Parametric GARCH-in-Mean Models [PDF]

SSRN Electronic Journal, 2015
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Conrad, Christian, Mammen , Enno
openaire   +4 more sources

Return and Volatility Spillovers Among Major Cotton Markets

Agribusiness, EarlyView.
ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli, Berna Karali, Yangxuan Liu, Munisamy Gopinath   +3 more
wiley   +1 more source

Time‐varying volatility modelling of Baltic stock markets

Journal of Business Economics and Management, 2010
As time‐varying volatility has found applications in roughly all time series modelling in economics, it largely draws attention in the areas of financial markets.
Bora Aktan, Renata Korsakienė, Rasa Smaliukienė   +2 more
doaj   +1 more source

Bayesian Exploration of Metal‐Organic Framework‐Derived Nanocomposites for High‐Performance Supercapacitors

Advanced Intelligent Discovery, EarlyView.
An AI‐assisted approach is introduced to decode synthesis–performance relationships in metal‐organic framework‐derived supercapacitor materials using Bayesian optimization and predictive modeling, streamlining the search for optimal energy storage properties.
David Gryc, Pritam Banerjee, Felipe Jacques Lima Duarte, Joerg R. Jinschek, Premkumar Murugesan, Babak Rezaei, Stephan Sylvest Keller, Roland A. Fischer, Mian Zahid Hussain   +8 more
wiley   +1 more source

Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets [PDF]

Revista Română de Statistică, 2015
In this study we examined the effect of structural break points in conditional volatility on variance persistency of asymmetric GARCH models. We used Bai and Perron methodology to detect structural break points in conditional variance of daily stock ...
Altaf Muhammad, Zhang Shuguang
doaj  

Testing for identification in SVAR-GARCH models [PDF]

Journal of Economic Dynamics and Control, 2016
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Helmut Luetkepohl, George Milunovich
openaire   +2 more sources

On buffered threshold Garch models

Statistica Sinica, 2016
published_or_final_version
LO, PH, Li, G, Yu, PLH, Li, WK
openaire   +3 more sources

Parameter estimation in nonlinear AR–GARCH models [PDF]

This paper develops an asymptotic estimation theory for nonlinear autoregressive models with conditionally heteroskedastic errors. We consider a general nonlinear autoregression of order p (AR(p)) with the conditional variance specified as a general ...
Mika Meitz, Pentti Saikkonen
core  

Interdigitale Aptamer‐Sensoren mit komplementären Messkanälen zur schnellen Detektion kleiner Moleküle in Biofluiden

Angewandte Chemie, EarlyView.
Ein elektrochemischer Aptamer‐Sensorchip nutzt Interdigitalelektroden mit selektiver Monoschicht‐Funktionalisierung, um Dopamin und Cortisol mittels robuster komplementärer „Signal‐Off/On“‐Antworten zu detektieren. Diese Dual‐Channel‐Signalumwandlung ermöglicht eine schnelle Detektion innerhalb von 5–30 min bei geringen Probenvolumina in künstlicher ...
Senyao Wang, Ali Elmorsy, Defne Tüzün, Lilly Schmidt, Sebastian Freko, Lukas Hiendlmeier, Chen Wang, Alonso Ingar Romero, George Al Boustani, Hu Peng, Berna Özkale, Nako Nakatsuka, Bernhard Wolfrum   +12 more
wiley   +1 more source

Ainda os modelos GARCH

Economia Aplicada, 2002
This article summarizes the huge literature on GARCH Models. It is a survey on this subject to spread those models throughout the Portuguese readers.
Rodrigo De Losso da Silveira Bueno
doaj