Results 91 to 100 of about 186,810 (309)
Does liquidity in the FX market depend on volatility? [PDF]
We re-examine the relationship between exchange rates and order flow as proposed by Evans and Lyons (2002). Compared to their linear specification, we find that the response of exchange rates to order flow may depend on market historical volatility.
Frank Westerhoff, Sebastiano Manzan
core
Tracking of Historical Volatility
, 2004 We propose an adaptive algorithm for tracking of historical volatility. The algorithm is built under the assumption that the historical volatility function belongs to the Stone-Ibragimov-Khasminskii class of $k$ times differentiable functions with bounded highest derivative and its subclass of functions satisfying a differential inequalities.
Goldentayer, L. +2 more
openaire +1 more source
Shaping Carbon Nitrides for Advanced Macrostructures
Advanced Materials Technologies, EarlyView.This review examines how carbon nitride can be shaped through a range of printing and interfacial assembly methods. By bringing together additive manufacturing and liquid–liquid structuring concepts, carbon nitride is moving beyond its traditional powder‐based photocatalyst form toward digitally designed robust macroscale architectures with high design
Simona Baluchová, Baris Kumru
wiley +1 more source
Entry of Alternative Fuels in a Volatile U.S. Gasoline Market
Journal of Agricultural and Resource Economics, 2006 Dramatic increases in levels and volatility of gasoline prices observed in recent years may create market incentives for adoption of alternative fuels characterized by lower price volatility.
Dmitry V. Vedenov +2 more
doaj +1 more source
A Kernel Technique for Forecasting the Variance-Covariance Matrix [PDF]
The forecasting of variance-covariance matrices is an important issue. In recent years an increasing body of literature has focused on multivariate models to forecast this quantity.
Adam Clements +2 more
core
Using CAViaR models with implied volatility for value-at-risk estimation [PDF]
, 2013 This paper proposes VaR estimation methods that are a synthesis of conditional autoregressive value at risk (CAViaR) time series models and implied volatility.
Jeon, Jooyoung, Taylor, James
core +1 more source
From Rigid to Soft Robotic Approaches for Neuroendoscopy
Advanced Robotics Research, EarlyView.Robotic assistance has had minimal impact on deep intraventricular surgeries, where small‐scale, precision, and reduced invasiveness can contribute to improved patient outcomes. Emerging technologies in rigid, soft, and hybrid robotics are reviewed to identify the most promising mechanisms for deep brain navigation in addition to an attempt to identify
Kieran Gilday +3 more
wiley +1 more source
Hard‐Magnetic Soft Millirobots in Underactuated Systems
Advanced Robotics Research, EarlyView.This review provides a comprehensive overview of hard‐magnetic soft millirobots in underactuated systems. It examines key advances in structural design, physics‐informed modeling, and control strategies, while highlighting the interplay among these domains.
Qiong Wang +4 more
wiley +1 more source
An empirical investigation of the factors that determine the pricing of Dutch index warrants [PDF]
This paper investigates the pricing of Dutch index warrants. It is found that when using the historical standard deviation as an estimate for the volatility, the Black and Scholes model underprices all put warrants and call warrants on the FT-SE 100 and ...
Roon, F.A. de, Veld, C.H.
core +1 more source
Nonlocomotory Robotic Strategies for Dynamic Rotation Control in Terrestrial Robots: A Review
Advanced Robotics Research, EarlyView.Terrestrial robots increasingly require rapid body rotation to maintain stability and agility in complex environments. This review shows nonlocomotory rotational control strategies that operate without ground contact, including reaction wheels, tails, bars, limbs, and thrusters.
Y. Liang +14 more
wiley +1 more source