Results 161 to 170 of about 88,663 (317)
Bayesian Learning of Impacts of Self-Exciting Jumps in Returns and Volatility [PDF]
The paper proposes a new class of continuous-time asset pricing models where negative jumps play a crucial role. Whenever there is a negative jump in asset returns, it is simultaneously passed on to diffusion variance and the jump intensity, generating ...
Jun Yu, Junye Li, Andras Fulop
core
Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility [PDF]
A rapidly growing literature has documented important improvements in volatility measurement and forecasting performance through the use of realized volatilities constructed from high-frequency returns coupled with relatively simple reduced-form time ...
Tim Bollerslev +2 more
core +2 more sources
FEBS Open Bio, EarlyView.Unique biological samples, such as site‐specific mutant proteins, are available only in limited quantities. Here, we present a polarization‐resolved transient infrared spectroscopy setup with referencing to improve signal‐to‐noise tailored towards tracing small signals. We provide an overview of characterizing the excitation conditions for polarization‐
Clark Zahn, Karsten Heyne
wiley +1 more source
FEBS Open Bio, EarlyView.Time‐resolved X‐ray solution scattering captures how proteins change shape in real time under near‐native conditions. This article presents a practical workflow for light‐triggered TR‐XSS experiments, from data collection to structural refinement. Using a calcium‐transporting membrane protein as an example, the approach can be broadly applied to study ...
Fatemeh Sabzian‐Molaei +3 more
wiley +1 more source
Single‐molecule DNA flow‐stretch assays for high‐throughput DNA–protein interaction studies
FEBS Open Bio, EarlyView.We describe an optimised single‐molecule DNA flow‐stretch assay that visualises DNA–protein interactions in real time. Linear DNA fragments are tethered to a surface and stretched by buffer flow for fluorescence imaging. Using λ and φX174 DNA, this protocol enhances reproducibility and accessibility, providing a versatile approach for studying diverse ...
Ayush Kumar Ganguli +8 more
wiley +1 more source
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model [PDF]
The aim of this paper is to develop a framework for asset pricing in a continuous time general equilibrium model for a two country Lucas type economy.
Ciprian Necula
core
Zonotope-Based State Estimation for Boost Converter System with Markov Jump Process. [PDF]
Micromachines (Basel)Guan C, Li Y, Wang Z, Chen W.
europepmc +1 more source
FEBS Open Bio, EarlyView.This study investigated a novel WST‐8‐based assay for evaluating d‐Amino acid oxidase (DAO) inhibitors. We confirmed its effectiveness using known inhibitors and found that uremic toxins possess relatively weak inhibitory activity compared to existing drugs.
Kahoko Miyake +4 more
wiley +1 more source
The Impact of Overnight Periods on Option Pricing
This paper investigates the effect of closed overnight exchanges on option prices.During the trading day asset prices follow the literature s standard affine model which allows asset prices to exhibit stochastic volatility and random jumps.Independently,
Werker, B.J.M., Drost, F.C., Boes, M.J.
core +1 more source
Intimidation or Impatience? Jump Bidding in On-line Ascending Automobile Auctions [PDF]
We run a large field experiment with an online company specializing in selling used automobiles via ascending auctions. We manipulate experimentally the maximum amount which bidders can bid above the current standing price, thus affecting the ease with ...
Matthew Shum +2 more
core