Results 31 to 40 of about 186,810 (309)
Mathematics, 2023 We discuss the dynamic mean-variance (MV) problem for pairs trading with the assumptions that one of the security prices satisfies a stochastic volatility model (SVM) and the corresponding price spread follows an Ornstein–Uhlenbeck (OU) process.
Yaoyuan Zhang, Dewen Xiong
doaj +1 more source
Realised volatility estimators [PDF]
, 2014 Includes bibliographical references.This dissertation is an investigation into realised volatility (RV) estimators. Here, RV is defined as the sum-of-squared-returns (SSR) and is a proxy for integrated volatility (IV), which is unobservable.
Königkrämer, Sören
core
Advanced Engineering Materials, EarlyView.Stabilization of L‐PBF Ni50.7Ti49.3 under low‐cycle loading was investigated. Recoverable strain after cycling was dependent on the amount of applied load. Recovery ratio was 53.4% and 35.1% at intermediate and high load, respectively. The maximum total strain reached 10.3% at a high load of 1200 MPa.
Ondřej Červinek +5 more
wiley +1 more source
Advanced Engineering Materials, EarlyView.Geometry‐driven thermal behavior in wire‐arc additive manufacturing (WAAM) influences microstructural evolution during nonequilibrium solidification of a chemically complex Fe–Cr–Nb–W–Mo–C nanocomposite system. By comparing different deposits configurations, distinct entropy–cooling rate correlations, segregation, and carbide evolution are revealed ...
Blanca Palacios +5 more
wiley +1 more source
Labor market volatility in the meat processing sector
Agricultural and Resource Economics ReviewWe consider the effect of labor market volatility on employment and wages in the meat processing sector. The period of study includes the COVID-19 pandemic, which resulted in significant labor market shocks in the sector.
LaPorchia A. Collins +2 more
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Advanced Engineering Materials, EarlyView.This study investigates laser‐based oxide removal of Cu inserts in oxygen‐free conditions and examines long‐term oxidation kinetics and surface chemistry under different atmospheres via X‐ray photoelectron spectroscopy. Al–Cu compound casting with differently oxidized surfaces is performed, and intermetallic phase formation, morphology, and thermal ...
Timon Steinhoff +9 more
wiley +1 more source
The Impact of Kuna Exchange Rate Volatility on Croatian Exports [PDF]
Financial Theory and Practice, 2007 The aim of this paper is to analyze the monetary transmission mechanism through the influence of exchange rate variability on export volume. To date it has been very common to use “historical volatility” as an approximation for exchange rate variability ...
Petar Sorić
doaj
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
Financial Innovation, 2023 This paper is motivated by Bitcoin’s rapid ascension into mainstream finance and recent evidence of a strong relationship between Bitcoin and US stock markets.
Elie Bouri +2 more
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Feedback Trading, Investor Sentiment and the Volatility Puzzle: An Infinite Theoretical Framework
Mathematics, 2023 This article constructs a behavioral financial model that provides feedback on both historical prices and company fundamentals without considering asset liquidation to discuss the long-term impact of investor sentiment and feedback trading on asset price
Cong Chen, Changsheng Hu, Liang Wu
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Advanced Engineering Materials, EarlyView.This study develops sustainable MgO–C refractories using recycled materials and eco‐friendly fructose–tannin binders. The enhanced performance of citric acid as a cross‐linker and functional additives on mechanical and thermomechanical properties was examined. Characterization included strength tests, immersion trials, and microstructural and inclusion
Dinesh K. Gunasekar +7 more
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