Results 71 to 80 of about 3,114 (262)

On buffered threshold Garch models

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

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

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  

Biosynthese des vollständig gesättigten C16‐Homosesquiterpens Descartan durch Deprotonierung mit Cyclopropanierung

Angewandte Chemie, EarlyView.
Eine nicht‐kanonische C16‐Sesquiterpensynthase aus Morganella morganii produziert das ungewöhnliche Grundgerüst Descartan. Ihr Cyclisierungsmechanismus wurde mittels Isotopenmarkierungsexperimenten und DFT‐Berechnungen aufgeklärt. Gezielte Mutagenese veränderte die Enzymfunktion und führte zu alternativen Produkten, darunter Voltairen, dessen ...
Kexin Yang, Philip Troycke, Bernd Goldfuss, Michael Groll, Jeroen S. Dickschat   +4 more
wiley   +1 more source

Katalytischer Schwefelatomtransfer vermittelt durch einen Bis(disulfido)‐Titankomplex

Angewandte Chemie, EarlyView.
Mehrelektronentransformationen mit Titan sind aufgrund der limitierten Zugänglichkeit niedervalenter Vorstufen bislang nur unzureichend untersucht. Die Vier‐Elektronen‐Aktivierung von elementarem Schwefel durch einen Ti(IV)‐Komplex führt zu einem seltenen Bis(disulfido)‐Titankomplex, der die effiziente katalytische Synthese von Isothiocyanaten aus ...
Sebastian Samir Cremer, Peter Coburger, Corinna Czernetzki, Gabriele Hierlmeier   +3 more
wiley   +1 more source

Threshold Network GARCH Model

Journal of Time Series Analysis
Generalized Autoregressive Conditional Heteroscedasticity (GARCH) model and its variations have been widely adopted in the study of financial volatilities, while the extension of GARCH‐type models to high‐dimensional data is always difficult because of over‐parameterization and computational complexity. In this article, we propose a multi‐variate GARCH‐
Pan, Yue, Pan, Jiazhu
openaire   +4 more sources

GARCH-Type Models on the Volatility of Indonesian Cocoa’s Spot Price Returns

Jurnal Manajemen dan Wirausaha, 2011
Cocoa plays an important role in generating Indonesian foreign exchange revenues since it is one of Indonesia’s primary commodity exports. Meanwhile, as part of plantation commodity, cocoa’s price also has volatility nature.
Saarce Elsye Hatane
doaj  

Modelling South African Macroeconomic and Financial Time Series: A Comparative Analysis of Vector Autoregressive Moving Average and Asymmetric Generalised Autoregressive Conditional Heteroskedasticity Frameworks

Mathematics
This study examines the modelling and forecasting of South African macroeconomic and financial time series using a comparative framework based on Vector Autoregressive (VAR), Vector Autoregressive Moving Average (VARMA), and GARCH-type models.
Thatoyaone Johannes Modise, Johannes Tshepiso Tsoku, Tshegofatso Botlhoko   +2 more
doaj   +1 more source

Catalytic Sulfur‐Atom Transfer Enabled by a Bis(disulfide) Titanium Complex

Angewandte Chemie International Edition, EarlyView.
Multi‐electron transformations with titanium are underexplored due to limited access to low‐valent precursors. The four‐electron activation of elemental sulfur by a Ti(IV) complex yields a rare titanium bis(disulfide) complex, enabling the efficient catalytic synthesis of isothiocyanates from isonitriles under mild conditions.
Sebastian Samir Cremer, Peter Coburger, Corinna Czernetzki, Gabriele Hierlmeier   +3 more
wiley   +1 more source

Does anything beat a GARCH(1,1)? Evidence from the Ghana Stock Exchange [PDF]

Financial Markets, Institutions and Risks
Forecasting stock market volatility in frontier markets is challenging because of structural thinness, irregular trading, and high levels of noise, which can affect the distributional assumptions of classical econometric models.
Musa SAM, Carl Hope KORKPOE
doaj   +1 more source